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RAYS vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYS vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Solar ETF (RAYS) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RAYS

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

XOM

1D
0.12%
1M
-1.42%
YTD
25.96%
6M
31.37%
1Y
49.76%
3Y*
16.06%
5Y*
24.05%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYS vs. XOM - Yearly Performance Comparison


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Return for Risk

RAYS vs. XOM — Risk / Return Rank

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

RAYS

XOM
XOM Risk / Return Rank: 8585
Overall Rank
XOM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8484
Sortino Ratio Rank
XOM Omega Ratio Rank: 8282
Omega Ratio Rank
XOM Calmar Ratio Rank: 8383
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
Martin Ratio Rank
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.

RAYS vs. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Solar ETF (RAYS) and Exxon Mobil Corporation (XOM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RAYS vs. XOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RAYSXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

RAYS vs. XOM - Drawdown Comparison

The maximum RAYS drawdown since its inception was 0.00%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for RAYS and XOM.


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Drawdown Indicators


RAYSXOMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-62.40%

+62.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

Current Drawdown

Current decline from peak

0.00%

-12.19%

+12.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.20%

+10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

Volatility

RAYS vs. XOM - Volatility Comparison


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Volatility by Period


RAYSXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

Volatility (6M)

Calculated over the trailing 6-month period

20.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

24.43%

-24.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

26.72%

-26.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

28.18%

-28.18%

Dividends

RAYS vs. XOM - Dividend Comparison

RAYS has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM20252024202320222021202020192018201720162015
RAYS
Global X Solar ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
2.73%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%
Portfolio Optimizer

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