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PSX vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSX and XLE is 0.56, 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. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phillips 66 (PSX) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
388.38%
79.67%
PSX
XLE

Key characteristics

Sharpe Ratio

PSX:

-0.95

XLE:

-0.46

Sortino Ratio

PSX:

-1.25

XLE:

-0.45

Omega Ratio

PSX:

0.83

XLE:

0.93

Calmar Ratio

PSX:

-0.73

XLE:

-0.57

Martin Ratio

PSX:

-1.79

XLE:

-1.52

Ulcer Index

PSX:

18.03%

XLE:

7.53%

Daily Std Dev

PSX:

34.06%

XLE:

25.08%

Max Drawdown

PSX:

-64.21%

XLE:

-71.54%

Current Drawdown

PSX:

-37.72%

XLE:

-13.92%

Returns By Period

In the year-to-date period, PSX achieves a -7.92% return, which is significantly lower than XLE's -3.07% return. Over the past 10 years, PSX has outperformed XLE with an annualized return of 6.31%, while XLE has yielded a comparatively lower 4.04% annualized return.


PSX

YTD

-7.92%

1M

-17.86%

6M

-17.42%

1Y

-31.59%

5Y*

16.24%

10Y*

6.31%

XLE

YTD

-3.07%

1M

-12.15%

6M

-6.73%

1Y

-11.93%

5Y*

24.00%

10Y*

4.04%

*Annualized

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Risk-Adjusted Performance

PSX vs. XLE — 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 77
Overall Rank
The Sharpe Ratio Rank of PSX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of PSX is 99
Omega Ratio Rank
The Calmar Ratio Rank of PSX is 88
Calmar Ratio Rank
The Martin Ratio Rank of PSX is 33
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 44
Overall Rank
The Sharpe Ratio Rank of XLE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 55
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 55
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 11
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 11
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. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) and Energy Select Sector SPDR Fund (XLE). 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 chart of Sharpe ratio for PSX, currently valued at -0.95, compared to the broader market-2.00-1.000.001.002.003.00
PSX: -0.95
XLE: -0.46
The chart of Sortino ratio for PSX, currently valued at -1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
PSX: -1.25
XLE: -0.45
The chart of Omega ratio for PSX, currently valued at 0.83, compared to the broader market0.501.001.502.00
PSX: 0.83
XLE: 0.93
The chart of Calmar ratio for PSX, currently valued at -0.73, compared to the broader market0.001.002.003.004.005.00
PSX: -0.73
XLE: -0.57
The chart of Martin ratio for PSX, currently valued at -1.79, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PSX: -1.79
XLE: -1.52

The current PSX Sharpe Ratio is -0.95, which is lower than the XLE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of PSX and XLE, 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
-0.95
-0.46
PSX
XLE

Dividends

PSX vs. XLE - Dividend Comparison

PSX's dividend yield for the trailing twelve months is around 4.42%, more than XLE's 3.47% yield.


TTM20242023202220212020201920182017201620152014
PSX
Phillips 66
4.42%3.95%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%
XLE
Energy Select Sector SPDR Fund
3.47%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

PSX vs. XLE - Drawdown Comparison

The maximum PSX drawdown since its inception was -64.21%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for PSX and XLE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.72%
-13.92%
PSX
XLE

Volatility

PSX vs. XLE - Volatility Comparison

Phillips 66 (PSX) has a higher volatility of 22.39% compared to Energy Select Sector SPDR Fund (XLE) at 17.44%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.39%
17.44%
PSX
XLE