PortfoliosLab logoPortfoliosLab logo
OXY vs. PYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OXY vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Occidental Petroleum Corporation (OXY) and PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OXY achieves a 40.09% return, which is significantly higher than PYLD's 0.83% return.


OXY

1D
2.00%
1M
16.68%
6M
26.91%
YTD
40.09%
1Y
34.19%
3Y*
-1.32%
5Y*
18.54%
10Y*
0.30%
ALL TIME*
7.11%

PYLD

1D
-0.19%
1M
-0.91%
6M
0.19%
YTD
0.83%
1Y
4.78%
3Y*
7.74%
5Y*
10Y*
ALL TIME*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$444.45M$488.52M$571.80M
$85.99M$101.13M$105.82M

OXY vs. PYLD - Yearly Performance Comparison


2026 (YTD)202520242023
OXY
Occidental Petroleum Corporation
40.09%-14.95%-15.91%4.52%
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
0.83%9.57%7.69%5.46%

Correlation

The correlation between OXY and PYLD is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.33

Correlation (3Y)
Balances recent behavior with more history.

-0.07

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

-0.06

Over the past year, the inverse relationship between OXY and PYLD has strengthened: their correlation has moved from -0.06 to -0.33, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

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


Return for Risk

OXY vs. PYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OXY
OXY Risk / Return Rank: 7070
Overall Rank
OXY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
OXY Sortino Ratio Rank: 6969
Sortino Ratio Rank
OXY Omega Ratio Rank: 6767
Omega Ratio Rank
OXY Calmar Ratio Rank: 7070
Calmar Ratio Rank
OXY Martin Ratio Rank: 7070
Martin Ratio Rank

PYLD
PYLD Risk / Return Rank: 6767
Overall Rank
PYLD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
PYLD Omega Ratio Rank: 7878
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
PYLD Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OXY vs. PYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) and PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OXYPYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.20

1.65

-0.45

Martin ratioReturn relative to average drawdown

2.75

7.13

-4.38

OXY vs. PYLD - Sharpe Ratio Comparison

The current OXY Sharpe Ratio is 0.94, which is lower than the PYLD Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of OXY and PYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OXY vs. PYLD - Drawdown Comparison

The maximum OXY drawdown since its inception was -88.45%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for OXY and PYLD.


Loading charts...

Drawdown Indicators


OXYPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-88.45%

-4.52%

-83.93%

Max Drawdown (1Y)

Largest decline over 1 year

-27.29%

-3.25%

-24.04%

Max Drawdown (3Y)

Largest decline over 3 years

-46.94%

-3.88%

-43.06%

Max Drawdown (5Y)

Largest decline over 5 years

-50.77%

Max Drawdown (10Y)

Largest decline over 10 years

-88.39%

Current Drawdown

Current decline from peak

-20.42%

-1.13%

-19.29%

Average Drawdown

Average peak-to-trough decline

-20.16%

-0.64%

-19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

0.75%

+11.12%

Volatility

OXY vs. PYLD - Volatility Comparison

Occidental Petroleum Corporation (OXY) has a higher volatility of 10.83% compared to PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 0.88%. This indicates that OXY's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OXYPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

0.88%

+9.95%

Volatility (6M)

Calculated over the trailing 6-month period

28.07%

2.73%

+25.34%

Volatility (1Y)

Calculated over the trailing 1-year period

34.82%

3.11%

+31.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.87%

3.96%

+34.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.90%

3.96%

+44.94%

Dividends

OXY vs. PYLD - Dividend Comparison

OXY's dividend yield for the trailing twelve months is around 1.75%, less than PYLD's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
OXY
Occidental Petroleum Corporation
1.75%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
5.88%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OXY and PYLD have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXY has higher volatility (10.83%) compared to PYLD (0.88%). In terms of maximum drawdown, OXY dropped -88.45% vs PYLD's -4.52%.

PYLD currently has the higher Sharpe Ratio (1.72 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for OXY and PYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer