PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
975.00%
6,018.25%
OXY
OKE

Key characteristics

Sharpe Ratio

OXY:

-0.28

OKE:

3.10

Sortino Ratio

OXY:

-0.25

OKE:

3.72

Omega Ratio

OXY:

0.97

OKE:

1.53

Calmar Ratio

OXY:

-0.16

OKE:

3.96

Martin Ratio

OXY:

-0.35

OKE:

14.25

Ulcer Index

OXY:

17.56%

OKE:

4.61%

Daily Std Dev

OXY:

21.76%

OKE:

21.18%

Max Drawdown

OXY:

-88.42%

OKE:

-80.17%

Current Drawdown

OXY:

-29.62%

OKE:

-6.91%

Fundamentals

Market Cap

OXY:

$49.08B

OKE:

$63.52B

EPS

OXY:

$3.63

OKE:

$4.73

PE Ratio

OXY:

14.32

OKE:

23.04

PEG Ratio

OXY:

2.86

OKE:

2.83

Total Revenue (TTM)

OXY:

$19.97B

OKE:

$14.70B

Gross Profit (TTM)

OXY:

$7.23B

OKE:

$4.12B

EBITDA (TTM)

OXY:

$10.48B

OKE:

$4.32B

Returns By Period

In the year-to-date period, OXY achieves a 5.18% return, which is significantly lower than OKE's 8.53% return. Over the past 10 years, OXY has underperformed OKE with an annualized return of -0.98%, while OKE has yielded a comparatively higher 16.78% annualized return.


OXY

YTD

5.18%

1M

12.93%

6M

-16.95%

1Y

-6.48%

5Y*

3.99%

10Y*

-0.98%

OKE

YTD

8.53%

1M

11.59%

6M

33.47%

1Y

60.54%

5Y*

14.96%

10Y*

16.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OXY vs. OKE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OXY
The Risk-Adjusted Performance Rank of OXY is 3232
Overall Rank
The Sharpe Ratio Rank of OXY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of OXY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of OXY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of OXY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of OXY is 3939
Martin Ratio Rank

OKE
The Risk-Adjusted Performance Rank of OKE is 9696
Overall Rank
The Sharpe Ratio Rank of OKE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of OKE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of OKE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of OKE is 9797
Calmar Ratio Rank
The Martin Ratio Rank of OKE is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.28, compared to the broader market-2.000.002.004.00-0.283.10
The chart of Sortino ratio for OXY, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.253.72
The chart of Omega ratio for OXY, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.53
The chart of Calmar ratio for OXY, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.163.96
The chart of Martin ratio for OXY, currently valued at -0.35, compared to the broader market-10.000.0010.0020.00-0.3514.25
OXY
OKE

The current OXY Sharpe Ratio is -0.28, which is lower than the OKE Sharpe Ratio of 3.10. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.28
3.10
OXY
OKE

Dividends

OXY vs. OKE - Dividend Comparison

OXY's dividend yield for the trailing twelve months is around 1.69%, less than OKE's 3.63% yield.


TTM20242023202220212020201920182017201620152014
OXY
Occidental Petroleum Corporation
1.69%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%
OKE
ONEOK, Inc.
3.63%3.94%5.44%5.69%6.36%9.74%4.68%6.01%5.09%4.28%9.85%4.27%

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%AugustSeptemberOctoberNovemberDecember2025
-29.62%
-6.91%
OXY
OKE

Volatility

OXY vs. OKE - Volatility Comparison

The current volatility for Occidental Petroleum Corporation (OXY) is 6.14%, while ONEOK, Inc. (OKE) has a volatility of 6.90%. 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%AugustSeptemberOctoberNovemberDecember2025
6.14%
6.90%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab