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

Correlation

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.


-0.50.00.51.0
Correlation: 0.6

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.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
364.14%
137.02%
PSX
COP

Key characteristics

Sharpe Ratio

PSX:

-1.32

COP:

-1.17

Sortino Ratio

PSX:

-1.84

COP:

-1.57

Omega Ratio

PSX:

0.75

COP:

0.79

Calmar Ratio

PSX:

-1.00

COP:

-0.97

Martin Ratio

PSX:

-1.86

COP:

-1.76

Ulcer Index

PSX:

21.94%

COP:

18.67%

Daily Std Dev

PSX:

30.98%

COP:

27.95%

Max Drawdown

PSX:

-64.21%

COP:

-70.66%

Current Drawdown

PSX:

-40.81%

COP:

-33.73%

Fundamentals

Market Cap

PSX:

$40.28B

COP:

$109.09B

EPS

PSX:

$4.99

COP:

$7.81

PE Ratio

PSX:

19.80

COP:

11.05

PEG Ratio

PSX:

0.75

COP:

8.24

Total Revenue (TTM)

PSX:

$107.31B

COP:

$41.43B

Gross Profit (TTM)

PSX:

$6.42B

COP:

$12.55B

EBITDA (TTM)

PSX:

$4.28B

COP:

$18.06B

Returns By Period

The year-to-date returns for both investments are quite close, with PSX having a -12.49% return and COP slightly higher at -12.28%. Both investments have delivered pretty close results over the past 10 years, with PSX having a 6.28% annualized return and COP not far behind at 6.03%.


PSX

YTD

-12.49%

1M

-17.48%

6M

-27.44%

1Y

-40.11%

5Y*

18.79%

10Y*

6.28%

COP

YTD

-12.28%

1M

-2.91%

6M

-23.52%

1Y

-32.84%

5Y*

25.79%

10Y*

6.03%

*Annualized

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Risk-Adjusted Performance

PSX vs. COP — Risk-Adjusted Performance Rank

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

PSX
The Risk-Adjusted Performance Rank of PSX is 33
Overall Rank
The Sharpe Ratio Rank of PSX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PSX is 55
Sortino Ratio Rank
The Omega Ratio Rank of PSX is 55
Omega Ratio Rank
The Calmar Ratio Rank of PSX is 00
Calmar Ratio Rank
The Martin Ratio Rank of PSX is 44
Martin Ratio Rank

COP
The Risk-Adjusted Performance Rank of COP is 55
Overall Rank
The Sharpe Ratio Rank of COP is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of COP is 77
Sortino Ratio Rank
The Omega Ratio Rank of COP is 77
Omega Ratio Rank
The Calmar Ratio Rank of COP is 11
Calmar Ratio Rank
The Martin Ratio Rank of COP is 66
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.

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 -1.32, compared to the broader market-2.00-1.000.001.002.00
PSX: -1.32
COP: -1.17
The chart of Sortino ratio for PSX, currently valued at -1.84, compared to the broader market-6.00-4.00-2.000.002.004.00
PSX: -1.84
COP: -1.57
The chart of Omega ratio for PSX, currently valued at 0.75, compared to the broader market0.501.001.502.00
PSX: 0.75
COP: 0.79
The chart of Calmar ratio for PSX, currently valued at -1.00, compared to the broader market0.001.002.003.004.00
PSX: -1.00
COP: -0.97
The chart of Martin ratio for PSX, currently valued at -1.86, compared to the broader market-10.000.0010.0020.00
PSX: -1.86
COP: -1.76

The current PSX Sharpe Ratio is -1.32, which is comparable to the COP Sharpe Ratio of -1.17. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-1.32
-1.17
PSX
COP

Dividends

PSX vs. COP - Dividend Comparison

PSX's dividend yield for the trailing twelve months is around 4.66%, more than COP's 3.15% yield.


TTM20242023202220212020201920182017201620152014
PSX
Phillips 66
4.66%3.95%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%
COP
ConocoPhillips Company
3.15%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%

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.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-40.81%
-33.73%
PSX
COP

Volatility

PSX vs. COP - Volatility Comparison

Phillips 66 (PSX) has a higher volatility of 17.92% compared to ConocoPhillips Company (COP) at 16.51%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier than COP 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%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.92%
16.51%
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
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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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