PortfoliosLab logoPortfoliosLab logo
REPX vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REPX vs. XLE - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with REPX having a 34.85% return and XLE slightly higher at 35.03%. Over the past 10 years, REPX has outperformed XLE with an annualized return of 12.72%, while XLE has yielded a comparatively lower 10.52% annualized return.


REPX

1D
2.24%
1M
6.71%
6M
25.07%
YTD
34.85%
1Y
42.21%
3Y*
2.87%
5Y*
15.23%
10Y*
12.72%
ALL TIME*
-10.02%

XLE

1D
1.00%
1M
11.89%
6M
18.26%
YTD
35.03%
1Y
43.49%
3Y*
14.62%
5Y*
23.67%
10Y*
10.52%
ALL TIME*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.22M$6.75M$10.39M
$1.70B$1.73B$1.97B

REPX vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REPX
Riley Exploration Permian, Inc.
34.85%-12.73%23.84%-3.86%60.15%34.52%153.01%-48.41%18.74%14.29%
XLE
State Street Energy Select Sector SPDR ETF
35.03%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Correlation

The correlation between REPX and XLE is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 28, 1998

0.27

Over the past year, REPX and XLE have become more correlated (0.70) than their long-term average of 0.27, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

REPX vs. XLE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

REPX
REPX Risk / Return Rank: 7171
Overall Rank
REPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
REPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
REPX Omega Ratio Rank: 6767
Omega Ratio Rank
REPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
REPX Martin Ratio Rank: 7373
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7676
Overall Rank
XLE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XLE Omega Ratio Rank: 7676
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

REPX vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Riley Exploration Permian, Inc. (REPX) 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.


REPXXLEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.17

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.65

2.74

-1.09

Martin ratioReturn relative to average drawdown

3.56

7.32

-3.76

REPX vs. XLE - Sharpe Ratio Comparison

The current REPX Sharpe Ratio is 0.85, which is lower than the XLE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of REPX 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.


Loading charts...

Drawdowns

REPX vs. XLE - Drawdown Comparison

The maximum REPX drawdown since its inception was -99.74%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for REPX and XLE.


Loading charts...

Drawdown Indicators


REPXXLEDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-71.26%

-28.48%

Max Drawdown (1Y)

Largest decline over 1 year

-22.96%

-14.98%

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-41.27%

-20.14%

-21.13%

Max Drawdown (5Y)

Largest decline over 5 years

-53.04%

-26.04%

-27.00%

Max Drawdown (10Y)

Largest decline over 10 years

-72.42%

-66.81%

-5.61%

Current Drawdown

Current decline from peak

-97.51%

-4.13%

-93.38%

Average Drawdown

Average peak-to-trough decline

-88.54%

-17.93%

-70.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.62%

5.62%

+5.00%

Volatility

REPX vs. XLE - Volatility Comparison

Riley Exploration Permian, Inc. (REPX) has a higher volatility of 10.10% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.85%. This indicates that REPX'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.


Loading charts...

Volatility by Period


REPXXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

5.85%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

36.19%

16.71%

+19.48%

Volatility (1Y)

Calculated over the trailing 1-year period

44.72%

21.05%

+23.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.46%

25.77%

+32.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.62%

29.57%

+83.05%

Dividends

REPX vs. XLE - Dividend Comparison

REPX's dividend yield for the trailing twelve months is around 4.67%, more than XLE's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
REPX
Riley Exploration Permian, Inc.
4.67%5.83%4.57%5.07%4.32%4.50%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.55%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


REPX and XLE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REPX has higher volatility (10.10%) compared to XLE (5.85%). In terms of maximum drawdown, REPX dropped -99.74% vs XLE's -71.26%.

XLE currently has the higher Sharpe Ratio (1.95 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for REPX and XLE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer