PSX vs. COP

In the year-to-date period, PSX achieves a -7.92% return, which is significantly lower than COP's -6.76% return. Both investments have delivered pretty close results over the past 10 years, with PSX having a 6.31% annualized return and COP not far ahead at 6.37%.

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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.

The current PSX Sharpe Ratio is -0.95, which is comparable to the COP Sharpe Ratio of -0.86. 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.

PSX's dividend yield for the trailing twelve months is around 4.42%, more than COP's 2.97% yield.

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.

Phillips 66 (PSX) and ConocoPhillips Company (COP) have volatilities of 22.39% and 21.90%, 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.

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.