PUMP vs. XLE

Last updated Jun 24, 2026

PUMP (ProPetro Holding Corp.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 5 years, PUMP returned 5.73%/yr vs 18.87%/yr for XLE. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

PUMP vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProPetro Holding Corp. (PUMP) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PUMP achieves a 54.05% return, which is significantly higher than XLE's 23.49% return.

PUMP

• 1D: -2.59%
• 1M: -13.57%
• YTD: 54.05%
• 6M: 56.02%
• 1Y: 138.60%
• 3Y*: 24.73%
• 5Y*: 5.73%
• 10Y*: —

XLE

• 1D: 0.74%
• 1M: -7.80%
• YTD: 23.49%
• 6M: 24.07%
• 1Y: 30.55%
• 3Y*: 15.73%
• 5Y*: 18.87%
• 10Y*: 9.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PUMP vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PUMP ProPetro Holding Corp.	54.05%	1.93%	11.34%	-19.19%	28.02%	9.61%	-34.31%	-8.69%	-38.89%	34.40%
XLE State Street Energy Select Sector SPDR ETF	23.49%	7.88%	5.56%	-0.63%	64.32%	53.28%	-32.67%	11.74%	-18.22%	6.24%

Correlation

The correlation between PUMP and XLE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Mar 17, 2017	0.67

The correlation between PUMP and XLE shifts across timeframes, from 0.57 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PUMP vs. XLE — Risk / Return Rank

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

PUMP

PUMP Risk / Return Rank: 88
PUMP Sharpe Ratio Rank: 86
PUMP Sortino Ratio Rank: 89
PUMP Omega Ratio Rank: 86
PUMP Calmar Ratio Rank: 90
PUMP Martin Ratio Rank: 87

XLE

XLE Risk / Return Rank: 42
XLE Sharpe Ratio Rank: 44
XLE Sortino Ratio Rank: 41
XLE Omega Ratio Rank: 39
XLE Calmar Ratio Rank: 45
XLE Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PUMP vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProPetro Holding Corp. (PUMP) and State Street Energy Select Sector SPDR ETF (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PUMP	XLE	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.48	+0.29
Sortino ratio: Return per unit of downside risk	2.98	2.00	+0.98
Omega ratio: Gain probability vs. loss probability	1.36	1.25	+0.11
Calmar ratio: Return relative to maximum drawdown	4.37	2.18	+2.18
Martin ratio: Return relative to average drawdown	9.61	6.53	+3.08

PUMP vs. XLE - Sharpe Ratio Comparison

The current PUMP Sharpe Ratio is 1.77, which is comparable to the XLE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PUMP and XLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PUMP vs. XLE - Drawdown Comparison

The maximum PUMP drawdown since its inception was -93.88%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for PUMP and XLE.

Drawdown Indicators

	PUMP	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-93.88%	-71.26%	-22.62%
Max Drawdown (1Y) Largest decline over 1 year	-31.93%	-14.05%	-17.88%
Max Drawdown (3Y) Largest decline over 3 years	-59.13%	-20.14%	-38.99%
Max Drawdown (5Y) Largest decline over 5 years	-72.15%	-26.04%	-46.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-40.59%	-12.32%	-28.27%
Average Drawdown Average peak-to-trough decline	-52.12%	-17.96%	-34.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.49%	4.69%	+9.80%

Volatility

PUMP vs. XLE - Volatility Comparison

ProPetro Holding Corp. (PUMP) has a higher volatility of 17.15% compared to State Street Energy Select Sector SPDR ETF (XLE) at 7.12%. This indicates that PUMP'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.

Volatility by Period

	PUMP	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.15%	7.12%	+10.03%
Volatility (6M) Calculated over the trailing 6-month period	38.80%	16.82%	+21.98%
Volatility (1Y) Calculated over the trailing 1-year period	79.10%	20.93%	+58.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.14%	25.98%	+36.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.90%	29.60%	+41.30%

Dividends

PUMP vs. XLE - Dividend Comparison

PUMP has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.79%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PUMP ProPetro Holding Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.79%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%

Frequently Asked Questions

Can I hold both PUMP and XLE in my portfolio?

PUMP and XLE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PUMP or XLE?

PUMP has higher volatility (17.15%) compared to XLE (7.12%). In terms of maximum drawdown, PUMP dropped -93.88% vs XLE's -71.26%.

Which has better risk-adjusted returns?

PUMP currently has the higher Sharpe Ratio (1.77 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.