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PG vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PG vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Procter & Gamble Company (PG) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than XOM's 23.81% return. Over the past 10 years, PG has underperformed XOM with an annualized return of 8.96%, while XOM has yielded a comparatively higher 9.64% annualized return.


PG

1D
0.86%
1M
5.18%
YTD
5.93%
6M
6.28%
1Y
-5.68%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%

XOM

1D
0.28%
1M
-2.35%
YTD
23.81%
6M
25.40%
1Y
38.24%
3Y*
15.15%
5Y*
23.23%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PG vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%
XOM
Exxon Mobil Corporation
23.81%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Correlation

The correlation between PG and XOM is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 13, 1978

0.29

The correlation between PG and XOM shifts across timeframes, from -0.04 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PG:

$361.53B

XOM:

$614.94B

EPS

PG:

$5.23

XOM:

$5.93

PE Ratio

PG:

28.63

XOM:

24.80

PEG Ratio

PG:

7.00

XOM:

1.15

PS Ratio

PG:

4.20

XOM:

1.93

PB Ratio

PG:

6.70

XOM:

2.42

Total Revenue (TTM)

PG:

$86.72B

XOM:

$326.01B

Gross Profit (TTM)

PG:

$43.64B

XOM:

$83.11B

EBITDA (TTM)

PG:

$22.63B

XOM:

$60.44B

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Return for Risk

PG vs. XOM — Risk / Return Rank

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

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8080
Overall Rank
XOM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
XOM Omega Ratio Rank: 7777
Omega Ratio Rank
XOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PG vs. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.

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.


PGXOMDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

0.97

1.26

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.37

2.45

-2.82

Martin ratioReturn relative to average drawdown

-0.68

6.56

-7.24

PG vs. XOM - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.30, which is lower than the XOM Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PG and XOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PG vs. XOM - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for PG and XOM.


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Drawdown Indicators


PGXOMDifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-62.40%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-15.69%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-18.92%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-20.51%

-3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-61.34%

+37.57%

Current Drawdown

Current decline from peak

-13.29%

-13.68%

+0.39%

Average Drawdown

Average peak-to-trough decline

-12.16%

-10.20%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

5.84%

+2.96%

Volatility

PG vs. XOM - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Exxon Mobil Corporation (XOM) has a volatility of 9.08%. This indicates that PG 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.


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Volatility by Period


PGXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

9.08%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

20.51%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

24.51%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

26.77%

-8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

28.20%

-9.15%

Dividends

PG vs. XOM - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.85%, more than XOM's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
XOM
Exxon Mobil Corporation
2.78%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Financials

PG vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company 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


20.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
21.24B
83.16B
(PG) Total Revenue
(XOM) Total Revenue
Values in USD except per share items

PG vs. XOM - Profitability Comparison

The chart below illustrates the profitability comparison between The Procter & Gamble Company and Exxon Mobil Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%20222023202420252026
49.5%
37.7%
Portfolio components
PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

XOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

XOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.

XOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.


Frequently Asked Questions


PG and XOM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.08%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs XOM's -62.40%.

XOM currently has the higher Sharpe Ratio (1.57 vs -0.30), 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

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