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PSX vs. COP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PSX vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phillips 66 (PSX) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.96%
-2.21%
PSX
COP

Returns By Period

In the year-to-date period, PSX achieves a 1.96% return, which is significantly higher than COP's 0.46% return. Over the past 10 years, PSX has outperformed COP with an annualized return of 9.11%, while COP has yielded a comparatively lower 7.84% annualized return.


PSX

YTD

1.96%

1M

0.99%

6M

-6.43%

1Y

15.62%

5Y (annualized)

6.85%

10Y (annualized)

9.11%

COP

YTD

0.46%

1M

8.79%

6M

-2.66%

1Y

1.25%

5Y (annualized)

17.96%

10Y (annualized)

7.84%

Fundamentals


PSXCOP
Market Cap$54.29B$130.55B
EPS$7.83$8.43
PE Ratio16.7913.46
PEG Ratio0.738.24
Total Revenue (TTM)$147.71B$55.68B
Gross Profit (TTM)$9.57B$21.97B
EBITDA (TTM)$7.45B$25.18B

Key characteristics


PSXCOP
Sharpe Ratio0.590.05
Sortino Ratio0.960.23
Omega Ratio1.121.03
Calmar Ratio0.510.05
Martin Ratio0.940.09
Ulcer Index15.91%12.38%
Daily Std Dev25.29%21.88%
Max Drawdown-64.21%-70.66%
Current Drawdown-21.96%-13.29%

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Correlation

-0.50.00.51.00.6

The correlation between PSX and COP is 0.63, 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.

Risk-Adjusted Performance

PSX vs. COP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) and ConocoPhillips Company (COP). 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 PSX, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.590.05
The chart of Sortino ratio for PSX, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.960.23
The chart of Omega ratio for PSX, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.03
The chart of Calmar ratio for PSX, currently valued at 0.51, compared to the broader market0.002.004.006.000.510.05
The chart of Martin ratio for PSX, currently valued at 0.94, compared to the broader market-10.000.0010.0020.0030.000.940.09
PSX
COP

The current PSX Sharpe Ratio is 0.59, which is higher than the COP Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PSX and COP, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.59
0.05
PSX
COP

Dividends

PSX vs. COP - Dividend Comparison

PSX's dividend yield for the trailing twelve months is around 3.42%, more than COP's 2.75% yield.


TTM20232022202120202019201820172016201520142013
PSX
Phillips 66
3.42%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%1.72%
COP
ConocoPhillips Company
2.75%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%

Drawdowns

PSX vs. COP - Drawdown Comparison

The maximum PSX drawdown since its inception was -64.21%, smaller than the maximum COP drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for PSX and COP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-21.96%
-13.29%
PSX
COP

Volatility

PSX vs. COP - Volatility Comparison

Phillips 66 (PSX) and ConocoPhillips Company (COP) have volatilities of 7.89% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
8.22%
PSX
COP

Financials

PSX vs. COP - Financials Comparison

This section allows you to compare key financial metrics between Phillips 66 and ConocoPhillips Company. 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