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REP.MC vs. OXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

REP.MC vs. OXY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Repsol (REP.MC) and Occidental Petroleum Corporation (OXY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

REP.MC is traded in EUR, while OXY is traded in USD. To make them comparable, the OXY values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with REP.MC having a 57.16% return and OXY slightly lower at 56.58%. Over the past 10 years, REP.MC has outperformed OXY with an annualized return of 16.83%, while OXY has yielded a comparatively lower 1.92% annualized return.


REP.MC

1D
3.90%
1M
20.69%
YTD
57.16%
6M
66.36%
1Y
128.04%
3Y*
27.17%
5Y*
25.81%
10Y*
16.83%

OXY

1D
1.60%
1M
18.96%
YTD
56.58%
6M
44.35%
1Y
40.29%
3Y*
-1.33%
5Y*
20.12%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REP.MC vs. OXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REP.MC
Repsol
57.16%47.56%-7.34%-4.85%49.81%30.17%-35.07%5.67%1.17%16.10%
OXY
Occidental Petroleum Corporation
56.58%-25.04%-10.36%-6.95%132.68%80.26%-60.21%-26.66%-8.97%-4.85%

Correlation

The correlation between REP.MC and OXY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


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Return for Risk

REP.MC vs. OXY — Risk / Return Rank

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

REP.MC
REP.MC Risk / Return Rank: 9898
Overall Rank
REP.MC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
REP.MC Sortino Ratio Rank: 9797
Sortino Ratio Rank
REP.MC Omega Ratio Rank: 9797
Omega Ratio Rank
REP.MC Calmar Ratio Rank: 9999
Calmar Ratio Rank
REP.MC Martin Ratio Rank: 9999
Martin Ratio Rank

OXY
OXY Risk / Return Rank: 6363
Overall Rank
OXY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
OXY Sortino Ratio Rank: 6060
Sortino Ratio Rank
OXY Omega Ratio Rank: 6161
Omega Ratio Rank
OXY Calmar Ratio Rank: 6363
Calmar Ratio Rank
OXY Martin Ratio Rank: 6262
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.

REP.MC vs. OXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Repsol (REP.MC) and Occidental Petroleum Corporation (OXY). 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.


REP.MCOXYDifference

Sharpe ratio

Return per unit of total volatility

4.04

0.55

+3.49

Sortino ratio

Return per unit of downside risk

4.12

0.98

+3.13

Omega ratio

Gain probability vs. loss probability

1.63

1.14

+0.50

Calmar ratio

Return relative to maximum drawdown

15.87

0.78

+15.09

Martin ratio

Return relative to average drawdown

45.56

1.30

+44.25

REP.MC vs. OXY - Sharpe Ratio Comparison

The current REP.MC Sharpe Ratio is 4.04, which is higher than the OXY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of REP.MC and OXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


REP.MCOXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.04

0.55

+3.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.50

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.04

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.10

+0.24

Drawdowns

REP.MC vs. OXY - Drawdown Comparison

The maximum REP.MC drawdown since its inception was -64.76%, smaller than the maximum OXY drawdown of -88.35%. Use the drawdown chart below to compare losses from any high point for REP.MC and OXY.


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Drawdown Indicators


REP.MCOXYDifference

Max Drawdown

Largest peak-to-trough decline

-64.76%

-88.45%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-18.62%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-36.20%

-50.77%

+14.57%

Max Drawdown (10Y)

Largest decline over 10 years

-64.76%

-88.39%

+23.63%

Current Drawdown

Current decline from peak

-2.10%

-12.59%

+10.49%

Average Drawdown

Average peak-to-trough decline

-17.90%

-20.15%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

12.18%

-8.68%

Volatility

REP.MC vs. OXY - Volatility Comparison

Repsol (REP.MC) has a higher volatility of 13.03% compared to Occidental Petroleum Corporation (OXY) at 11.40%. This indicates that REP.MC's price experiences larger fluctuations and is considered to be riskier than OXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REP.MCOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.03%

11.40%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

22.16%

25.35%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

28.34%

41.03%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

40.54%

-13.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.13%

48.99%

-18.86%

Dividends

REP.MC vs. OXY - Dividend Comparison

REP.MC's dividend yield for the trailing twelve months is around 4.12%, more than OXY's 1.56% yield.


TTM20252024202320222021202020192018201720162015
REP.MC
Repsol
4.12%6.12%7.70%5.20%4.24%2.87%9.45%6.67%6.36%5.52%4.67%9.39%
OXY
Occidental Petroleum Corporation
1.56%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%

Financials

REP.MC vs. OXY - Financials Comparison

This section allows you to compare key financial metrics between Repsol and Occidental Petroleum Corporation. 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


Please note, different currencies. REP.MC values in EUR, OXY values in USD