REPX vs. XLE
REPX (Riley Exploration Permian, Inc.) 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 10 years, REPX returned 19.41%/yr vs 9.99%/yr for XLE. At a 0.27 correlation, their price movements are largely independent.
Performance
REPX vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, REPX achieves a 41.02% return, which is significantly higher than XLE's 32.26% return. Over the past 10 years, REPX has outperformed XLE with an annualized return of 19.41%, while XLE has yielded a comparatively lower 9.99% annualized return.
REPX
- 1D
- 2.11%
- 1M
- -1.55%
- YTD
- 41.02%
- 6M
- 34.02%
- 1Y
- 45.04%
- 3Y*
- 7.66%
- 5Y*
- 5.02%
- 10Y*
- 19.41%
XLE
- 1D
- 0.07%
- 1M
- -1.18%
- YTD
- 32.26%
- 6M
- 29.34%
- 1Y
- 47.98%
- 3Y*
- 17.74%
- 5Y*
- 20.45%
- 10Y*
- 9.99%
REPX vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REPX Riley Exploration Permian, Inc. | 41.02% | -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 | 32.26% | 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 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 1998 | 0.27 |
Over the past year, REPX and XLE have become more correlated (0.69) than their long-term average of 0.27, meaning their price movements have been converging.
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Return for Risk
REPX vs. XLE — Risk / Return Rank
REPX
XLE
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.
| REPX | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.38 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 4.00 | -1.65 |
| Martin ratioReturn relative to average drawdown | 5.38 | 11.60 | -6.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REPX | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.36 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.79 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.34 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.31 | -0.40 |
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.
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Drawdown Indicators
| REPX | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.74% | -71.26% | -28.48% |
Max Drawdown (1Y)Largest decline over 1 year | -19.29% | -12.05% | -7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -44.61% | -20.14% | -24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -68.56% | -26.04% | -42.52% |
Max Drawdown (10Y)Largest decline over 10 years | -72.42% | -66.81% | -5.61% |
Current DrawdownCurrent decline from peak | -97.39% | -6.09% | -91.30% |
Average DrawdownAverage peak-to-trough decline | -88.49% | -17.98% | -70.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 4.15% | +4.24% |
Volatility
REPX vs. XLE - Volatility Comparison
Riley Exploration Permian, Inc. (REPX) has a higher volatility of 21.53% compared to State Street Energy Select Sector SPDR ETF (XLE) at 8.25%. 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.
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Volatility by Period
| REPX | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.53% | 8.25% | +13.28% |
Volatility (6M)Calculated over the trailing 6-month period | 35.98% | 16.51% | +19.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 20.50% | +24.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.16% | 26.01% | +35.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.19% | 29.58% | +84.61% |
Dividends
REPX vs. XLE - Dividend Comparison
REPX's dividend yield for the trailing twelve months is around 4.36%, more than XLE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REPX Riley Exploration Permian, Inc. | 4.36% | 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 | 2.54% | 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 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REPX has higher volatility (21.53%) compared to XLE (8.25%). In terms of maximum drawdown, REPX dropped -99.74% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (2.36 vs 1.00), 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.
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