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SM vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SM vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SM Energy Company (SM) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SM achieves a 73.72% return, which is significantly higher than XOM's 26.26% return. Over the past 10 years, SM has underperformed XOM with an annualized return of 0.47%, while XOM has yielded a comparatively higher 9.82% annualized return.


SM

1D
-5.15%
1M
12.82%
YTD
73.72%
6M
63.18%
1Y
39.05%
3Y*
7.21%
5Y*
8.17%
10Y*
0.47%

XOM

1D
-1.39%
1M
1.51%
YTD
26.26%
6M
30.38%
1Y
51.92%
3Y*
16.01%
5Y*
24.00%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SM vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SM
SM Energy Company
73.72%-49.72%1.84%13.14%18.58%382.16%-44.85%-26.72%-29.60%-35.65%
XOM
Exxon Mobil Corporation
26.26%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Correlation

The correlation between SM and XOM is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 22, 1992

0.46

The correlation between SM and XOM shifts across timeframes, from 0.46 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SM:

$5.40

XOM:

$5.93

PE Ratio

SM:

5.97

XOM:

25.29

PEG Ratio

SM:

0.01

XOM:

1.17

PS Ratio

SM:

1.20

XOM:

1.96

Total Revenue (TTM)

SM:

$2.31B

XOM:

$326.01B

Gross Profit (TTM)

SM:

$660.35M

XOM:

$83.11B

EBITDA (TTM)

SM:

$1.94B

XOM:

$60.44B

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Return for Risk

SM vs. XOM — Risk / Return Rank

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

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

XOM
XOM Risk / Return Rank: 8686
Overall Rank
XOM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
XOM Omega Ratio Rank: 8484
Omega Ratio Rank
XOM Calmar Ratio Rank: 8484
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
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.

SM vs. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SM Energy Company (SM) 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.


SMXOMDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.03

3.33

-2.30

Martin ratioReturn relative to average drawdown

1.92

9.35

-7.43

SM vs. XOM - Sharpe Ratio Comparison

The current SM Sharpe Ratio is 0.78, which is lower than the XOM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SM and XOM, 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


SMXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.13

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.90

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.35

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.47

-0.34

Drawdowns

SM vs. XOM - Drawdown Comparison

The maximum SM drawdown since its inception was -98.85%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for SM and XOM.


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Drawdown Indicators


SMXOMDifference

Max Drawdown

Largest peak-to-trough decline

-98.85%

-62.40%

-36.45%

Max Drawdown (1Y)

Largest decline over 1 year

-38.16%

-15.69%

-22.47%

Max Drawdown (3Y)

Largest decline over 3 years

-64.87%

-18.92%

-45.95%

Max Drawdown (5Y)

Largest decline over 5 years

-65.01%

-20.51%

-44.50%

Max Drawdown (10Y)

Largest decline over 10 years

-97.46%

-61.34%

-36.12%

Current Drawdown

Current decline from peak

-60.24%

-11.97%

-48.27%

Average Drawdown

Average peak-to-trough decline

-39.91%

-10.20%

-29.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.36%

5.57%

+14.79%

Volatility

SM vs. XOM - Volatility Comparison

SM Energy Company (SM) has a higher volatility of 15.01% compared to Exxon Mobil Corporation (XOM) at 9.27%. This indicates that SM'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.


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Volatility by Period


SMXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

9.27%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

36.90%

20.28%

+16.62%

Volatility (1Y)

Calculated over the trailing 1-year period

50.03%

24.48%

+25.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.04%

26.73%

+27.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.06%

28.18%

+51.88%

Dividends

SM vs. XOM - Dividend Comparison

SM's dividend yield for the trailing twelve months is around 2.55%, less than XOM's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
SM
SM Energy Company
2.55%5.35%1.91%1.55%0.46%0.07%0.33%0.89%0.65%0.45%0.29%0.51%
XOM
Exxon Mobil Corporation
2.72%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Financials

SM vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between SM Energy Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B120.00B202220232024202520260
83.16B
(SM) Total Revenue
(XOM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SM and XOM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SM has higher volatility (15.01%) compared to XOM (9.27%). In terms of maximum drawdown, SM dropped -98.85% vs XOM's -62.40%.

XOM currently has the higher Sharpe Ratio (2.13 vs 0.78), 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 SM and XOM

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