PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PSX vs. COP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PSXCOP
YTD Return-1.81%-2.01%
1Y Return15.57%-1.41%
3Y Return (Ann)22.85%19.79%
5Y Return (Ann)5.70%18.44%
10Y Return (Ann)9.81%7.90%
Sharpe Ratio0.64-0.05
Sortino Ratio1.020.09
Omega Ratio1.131.01
Calmar Ratio0.55-0.05
Martin Ratio1.05-0.09
Ulcer Index15.52%12.20%
Daily Std Dev25.39%22.08%
Max Drawdown-64.21%-70.66%
Current Drawdown-24.85%-15.42%

Fundamentals


PSXCOP
Market Cap$52.74B$127.34B
EPS$7.83$8.43
PE Ratio16.3113.12
PEG Ratio0.738.24
Total Revenue (TTM)$147.71B$55.68B
Gross Profit (TTM)$9.57B$21.97B
EBITDA (TTM)$6.55B$24.11B

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.

Performance

PSX vs. COP - Performance Comparison

In the year-to-date period, PSX achieves a -1.81% return, which is significantly higher than COP's -2.01% return. Over the past 10 years, PSX has outperformed COP with an annualized return of 9.81%, while COP has yielded a comparatively lower 7.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.23%
-7.03%
PSX
COP

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

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.


PSX
Sharpe ratio
The chart of Sharpe ratio for PSX, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.64
Sortino ratio
The chart of Sortino ratio for PSX, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.006.001.02
Omega ratio
The chart of Omega ratio for PSX, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for PSX, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for PSX, currently valued at 1.05, compared to the broader market0.0010.0020.0030.001.05
COP
Sharpe ratio
The chart of Sharpe ratio for COP, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05
Sortino ratio
The chart of Sortino ratio for COP, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.006.000.09
Omega ratio
The chart of Omega ratio for COP, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for COP, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05
Martin ratio
The chart of Martin ratio for COP, currently valued at -0.09, compared to the broader market0.0010.0020.0030.00-0.09

PSX vs. COP - Sharpe Ratio Comparison

The current PSX Sharpe Ratio is 0.64, 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
0.64
-0.05
PSX
COP

Dividends

PSX vs. COP - Dividend Comparison

PSX's dividend yield for the trailing twelve months is around 3.45%, more than COP's 2.82% yield.


TTM20232022202120202019201820172016201520142013
PSX
Phillips 66
3.45%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
2.82%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
-24.85%
-15.42%
PSX
COP

Volatility

PSX vs. COP - Volatility Comparison

The current volatility for Phillips 66 (PSX) is 8.18%, while ConocoPhillips Company (COP) has a volatility of 9.19%. This indicates that PSX experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
8.18%
9.19%
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