SHEL vs. XOM
Compare and contrast key facts about Shell plc (SHEL) and Exxon Mobil Corporation (XOM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHEL or XOM.
Performance
SHEL vs. XOM - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly lower than XOM's 23.40% return. Over the past 10 years, SHEL has underperformed XOM with an annualized return of 4.29%, while XOM has yielded a comparatively higher 6.89% annualized return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
XOM
23.40%
-0.31%
1.35%
20.42%
17.09%
6.89%
Fundamentals
| SHEL | XOM | |
|---|---|---|
| Market Cap | $202.21B | $529.48B |
| EPS | $4.92 | $8.03 |
| PE Ratio | 13.33 | 14.99 |
| PEG Ratio | 2.49 | 6.11 |
| Total Revenue (TTM) | $290.55B | $342.95B |
| Gross Profit (TTM) | $42.07B | $85.46B |
| EBITDA (TTM) | $50.96B | $61.44B |
Key characteristics
| SHEL | XOM | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.99 |
| Sortino Ratio | 0.45 | 1.48 |
| Omega Ratio | 1.06 | 1.17 |
| Calmar Ratio | 0.41 | 1.02 |
| Martin Ratio | 0.94 | 4.48 |
| Ulcer Index | 4.70% | 4.25% |
| Daily Std Dev | 17.07% | 19.30% |
| Max Drawdown | -67.46% | -62.40% |
| Current Drawdown | -9.45% | -4.05% |
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Correlation
The correlation between SHEL and XOM is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SHEL vs. XOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) 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.
Dividends
SHEL vs. XOM - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, more than XOM's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
XOM Exxon Mobil Corporation | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Drawdowns
SHEL vs. XOM - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for SHEL and XOM. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. XOM - Volatility Comparison
Shell plc (SHEL) has a higher volatility of 4.94% compared to Exxon Mobil Corporation (XOM) at 4.67%. This indicates that SHEL's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SHEL vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between Shell plc and Exxon Mobil 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.
Total Revenue: Total amount of money received from sales and other business activities