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PBR vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PBR and XOM is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PBR vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Petróleo Brasileiro S.A. - Petrobras (PBR) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,132.29%
445.05%
PBR
XOM

Key characteristics

Sharpe Ratio

PBR:

0.08

XOM:

-0.44

Sortino Ratio

PBR:

0.32

XOM:

-0.46

Omega Ratio

PBR:

1.04

XOM:

0.94

Calmar Ratio

PBR:

0.06

XOM:

-0.63

Martin Ratio

PBR:

0.20

XOM:

-1.27

Ulcer Index

PBR:

11.55%

XOM:

7.52%

Daily Std Dev

PBR:

28.27%

XOM:

21.95%

Max Drawdown

PBR:

-95.28%

XOM:

-62.40%

Current Drawdown

PBR:

-31.43%

XOM:

-15.34%

Fundamentals

Market Cap

PBR:

$86.32B

XOM:

$452.75B

EPS

PBR:

$1.16

XOM:

$7.84

PE Ratio

PBR:

11.32

XOM:

13.31

PEG Ratio

PBR:

0.26

XOM:

4.88

Total Revenue (TTM)

PBR:

$64.36B

XOM:

$258.84B

Gross Profit (TTM)

PBR:

$31.46B

XOM:

$57.84B

EBITDA (TTM)

PBR:

$25.35B

XOM:

$55.91B

Returns By Period

In the year-to-date period, PBR achieves a 2.10% return, which is significantly higher than XOM's -2.14% return. Over the past 10 years, PBR has outperformed XOM with an annualized return of 19.89%, while XOM has yielded a comparatively lower 6.55% annualized return.


PBR

YTD

2.10%

1M

1.23%

6M

-6.87%

1Y

2.72%

5Y*

48.28%

10Y*

19.89%

XOM

YTD

-2.14%

1M

-1.04%

6M

-14.97%

1Y

-9.90%

5Y*

27.61%

10Y*

6.55%

*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

PBR vs. XOM — Risk-Adjusted Performance Rank

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

PBR
The Risk-Adjusted Performance Rank of PBR is 5454
Overall Rank
The Sharpe Ratio Rank of PBR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PBR is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PBR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PBR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PBR is 5757
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 2525
Overall Rank
The Sharpe Ratio Rank of XOM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 2828
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 1616
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 2121
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.

PBR vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) and Exxon Mobil Corporation (XOM). 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 PBR, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.00
PBR: 0.08
XOM: -0.44
The chart of Sortino ratio for PBR, currently valued at 0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
PBR: 0.32
XOM: -0.46
The chart of Omega ratio for PBR, currently valued at 1.04, compared to the broader market0.501.001.502.00
PBR: 1.04
XOM: 0.94
The chart of Calmar ratio for PBR, currently valued at 0.06, compared to the broader market0.001.002.003.004.00
PBR: 0.06
XOM: -0.63
The chart of Martin ratio for PBR, currently valued at 0.20, compared to the broader market-10.000.0010.0020.00
PBR: 0.20
XOM: -1.27

The current PBR Sharpe Ratio is 0.08, which is higher than the XOM Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PBR and XOM, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.08
-0.44
PBR
XOM

Dividends

PBR vs. XOM - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 21.89%, more than XOM's 3.72% yield.


TTM20242023202220212020201920182017201620152014
PBR
Petróleo Brasileiro S.A. - Petrobras
21.89%22.35%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%
XOM
Exxon Mobil Corporation
3.72%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

PBR vs. XOM - Drawdown Comparison

The maximum PBR drawdown since its inception was -95.28%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for PBR and XOM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.43%
-15.34%
PBR
XOM

Volatility

PBR vs. XOM - Volatility Comparison

The current volatility for Petróleo Brasileiro S.A. - Petrobras (PBR) is 10.48%, while Exxon Mobil Corporation (XOM) has a volatility of 11.05%. This indicates that PBR experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.48%
11.05%
PBR
XOM

Financials

PBR vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Petróleo Brasileiro S.A. - Petrobras and Exxon Mobil Corporation. 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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