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REX vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REX vs. XLE - Performance Comparison

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

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REX vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REX
REX American Resources Corporation
41.00%55.05%-11.86%48.46%-0.44%30.67%-10.36%20.33%-17.73%-16.16%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, REX achieves a 41.00% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, REX has outperformed XLE with an annualized return of 17.31%, while XLE has yielded a comparatively lower 11.65% annualized return.


REX

1D
-4.35%
1M
28.15%
YTD
41.00%
6M
48.82%
1Y
142.59%
3Y*
47.17%
5Y*
25.13%
10Y*
17.31%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

REX vs. XLE — Risk / Return Rank

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

REX
REX Risk / Return Rank: 9999
Overall Rank
REX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
REX Sortino Ratio Rank: 9898
Sortino Ratio Rank
REX Omega Ratio Rank: 9898
Omega Ratio Rank
REX Calmar Ratio Rank: 9999
Calmar Ratio Rank
REX Martin Ratio Rank: 9999
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
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.

REX vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX American Resources Corporation (REX) 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.


REXXLEDifference

Sharpe ratio

Return per unit of total volatility

4.43

1.42

+3.01

Sortino ratio

Return per unit of downside risk

4.82

1.84

+2.98

Omega ratio

Gain probability vs. loss probability

1.66

1.28

+0.38

Calmar ratio

Return relative to maximum drawdown

15.44

1.96

+13.48

Martin ratio

Return relative to average drawdown

40.24

5.16

+35.08

REX vs. XLE - Sharpe Ratio Comparison

The current REX Sharpe Ratio is 4.43, which is higher than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of REX and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REXXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.43

1.42

+3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.93

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.40

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.32

-0.04

Correlation

The correlation between REX and XLE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

REX vs. XLE - Dividend Comparison

REX has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.44%.


TTM20252024202320222021202020192018201720162015
REX
REX American Resources Corporation
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
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

REX vs. XLE - Drawdown Comparison

The maximum REX drawdown since its inception was -74.42%, roughly equal to the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for REX and XLE.


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Drawdown Indicators


REXXLEDifference

Max Drawdown

Largest peak-to-trough decline

-74.42%

-71.26%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-18.79%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-41.59%

-26.04%

-15.55%

Max Drawdown (10Y)

Largest decline over 10 years

-65.51%

-66.81%

+1.30%

Current Drawdown

Current decline from peak

-4.53%

-2.08%

-2.45%

Average Drawdown

Average peak-to-trough decline

-30.49%

-18.05%

-12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

7.14%

-3.65%

Volatility

REX vs. XLE - Volatility Comparison

REX American Resources Corporation (REX) has a higher volatility of 13.97% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that REX'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


REXXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

5.05%

+8.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.04%

13.94%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

32.41%

24.93%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.70%

26.06%

+19.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.07%

29.48%

+17.59%