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OXY vs. OKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OXY and OKE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

OXY vs. OKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Occidental Petroleum Corporation (OXY) and ONEOK, Inc. (OKE). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
851.93%
5,382.62%
OXY
OKE

Key characteristics

Sharpe Ratio

OXY:

-0.96

OKE:

2.38

Sortino Ratio

OXY:

-1.30

OKE:

2.99

Omega Ratio

OXY:

0.85

OKE:

1.41

Calmar Ratio

OXY:

-0.55

OKE:

3.03

Martin Ratio

OXY:

-1.29

OKE:

16.03

Ulcer Index

OXY:

16.06%

OKE:

3.13%

Daily Std Dev

OXY:

21.51%

OKE:

21.06%

Max Drawdown

OXY:

-88.42%

OKE:

-80.17%

Current Drawdown

OXY:

-37.68%

OKE:

-16.58%

Fundamentals

Market Cap

OXY:

$43.69B

OKE:

$59.47B

EPS

OXY:

$3.65

OKE:

$4.72

PE Ratio

OXY:

12.76

OKE:

21.56

PEG Ratio

OXY:

2.54

OKE:

2.64

Total Revenue (TTM)

OXY:

$27.14B

OKE:

$19.88B

Gross Profit (TTM)

OXY:

$9.65B

OKE:

$5.42B

EBITDA (TTM)

OXY:

$14.01B

OKE:

$5.70B

Returns By Period

In the year-to-date period, OXY achieves a -21.68% return, which is significantly lower than OKE's 45.97% return. Over the past 10 years, OXY has underperformed OKE with an annualized return of -2.61%, while OKE has yielded a comparatively higher 14.05% annualized return.


OXY

YTD

-21.68%

1M

-9.20%

6M

-24.22%

1Y

-22.45%

5Y*

4.82%

10Y*

-2.61%

OKE

YTD

45.97%

1M

-13.22%

6M

24.70%

1Y

48.26%

5Y*

13.06%

10Y*

14.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OXY vs. OKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) and ONEOK, Inc. (OKE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for OXY, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.962.38
The chart of Sortino ratio for OXY, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.302.99
The chart of Omega ratio for OXY, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.41
The chart of Calmar ratio for OXY, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.553.03
The chart of Martin ratio for OXY, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.2916.03
OXY
OKE

The current OXY Sharpe Ratio is -0.96, which is lower than the OKE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of OXY and OKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
2.38
OXY
OKE

Dividends

OXY vs. OKE - Dividend Comparison

OXY's dividend yield for the trailing twelve months is around 1.91%, less than OKE's 4.06% yield.


TTM20232022202120202019201820172016201520142013
OXY
Occidental Petroleum Corporation
1.91%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%
OKE
ONEOK, Inc.
4.06%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%

Drawdowns

OXY vs. OKE - Drawdown Comparison

The maximum OXY drawdown since its inception was -88.42%, which is greater than OKE's maximum drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for OXY and OKE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.68%
-16.58%
OXY
OKE

Volatility

OXY vs. OKE - Volatility Comparison

The current volatility for Occidental Petroleum Corporation (OXY) is 6.42%, while ONEOK, Inc. (OKE) has a volatility of 8.87%. This indicates that OXY experiences smaller price fluctuations and is considered to be less risky than OKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.42%
8.87%
OXY
OKE

Financials

OXY vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between Occidental Petroleum Corporation and ONEOK, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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