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STO.AX vs. WDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

STO.AX vs. WDS - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Santos Limited (STO.AX) and Woodside Energy Group Ltd (WDS). The values are adjusted to include any dividend payments, if applicable.

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STO.AX vs. WDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STO.AX
Santos Limited
31.94%-2.86%-6.38%11.89%16.79%2.91%-22.19%53.04%1.26%35.57%
WDS
Woodside Energy Group Ltd
51.32%-0.97%-12.61%-4.35%79.16%-1.30%-30.88%14.91%-0.02%10.23%
Different Trading Currencies

STO.AX is traded in AUD, while WDS is traded in USD. To make them comparable, the WDS values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STO.AX achieves a 31.94% return, which is significantly lower than WDS's 51.32% return. Over the past 10 years, STO.AX has outperformed WDS with an annualized return of 10.46%, while WDS has yielded a comparatively lower 9.16% annualized return.


STO.AX

1D
0.13%
1M
10.54%
YTD
31.94%
6M
20.43%
1Y
23.38%
3Y*
10.39%
5Y*
7.08%
10Y*
10.46%

WDS

1D
-0.61%
1M
17.15%
YTD
51.32%
6M
54.22%
1Y
55.05%
3Y*
7.68%
5Y*
15.63%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Santos Limited

Woodside Energy Group Ltd

Return for Risk

STO.AX vs. WDS — Risk / Return Rank

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

STO.AX
STO.AX Risk / Return Rank: 6060
Overall Rank
STO.AX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
STO.AX Sortino Ratio Rank: 5757
Sortino Ratio Rank
STO.AX Omega Ratio Rank: 6060
Omega Ratio Rank
STO.AX Calmar Ratio Rank: 6060
Calmar Ratio Rank
STO.AX Martin Ratio Rank: 5858
Martin Ratio Rank

WDS
WDS Risk / Return Rank: 8888
Overall Rank
WDS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WDS Sortino Ratio Rank: 8585
Sortino Ratio Rank
WDS Omega Ratio Rank: 8888
Omega Ratio Rank
WDS Calmar Ratio Rank: 8787
Calmar Ratio Rank
WDS Martin Ratio Rank: 8787
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.

STO.AX vs. WDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Santos Limited (STO.AX) and Woodside Energy Group Ltd (WDS). 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.


STO.AXWDSDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.79

-1.10

Sortino ratio

Return per unit of downside risk

1.11

2.27

-1.16

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

0.96

3.13

-2.17

Martin ratio

Return relative to average drawdown

1.89

6.54

-4.65

STO.AX vs. WDS - Sharpe Ratio Comparison

The current STO.AX Sharpe Ratio is 0.69, which is lower than the WDS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of STO.AX and WDS, 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


STO.AXWDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.79

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.54

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.30

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.11

+0.11

Correlation

The correlation between STO.AX and WDS is 0.39, 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

STO.AX vs. WDS - Dividend Comparison

STO.AX's dividend yield for the trailing twelve months is around 4.37%, less than WDS's 4.73% yield.


TTM20252024202320222021202020192018201720162015
STO.AX
Santos Limited
4.37%5.93%6.88%4.71%3.18%2.22%1.67%2.14%0.87%0.00%1.24%7.10%
WDS
Woodside Energy Group Ltd
4.73%6.80%8.27%10.62%8.84%2.39%4.41%5.12%5.45%3.65%5.21%9.84%

Drawdowns

STO.AX vs. WDS - Drawdown Comparison

The maximum STO.AX drawdown since its inception was -81.23%, which is greater than WDS's maximum drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for STO.AX and WDS.


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Drawdown Indicators


STO.AXWDSDifference

Max Drawdown

Largest peak-to-trough decline

-81.23%

-77.06%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-24.97%

-20.91%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.11%

-48.77%

+18.66%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

-66.16%

-2.98%

Current Drawdown

Current decline from peak

-18.53%

-7.83%

-10.70%

Average Drawdown

Average peak-to-trough decline

-24.98%

-39.86%

+14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

7.92%

+4.77%

Volatility

STO.AX vs. WDS - Volatility Comparison

The current volatility for Santos Limited (STO.AX) is 7.99%, while Woodside Energy Group Ltd (WDS) has a volatility of 11.66%. This indicates that STO.AX experiences smaller price fluctuations and is considered to be less risky than WDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STO.AXWDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

11.66%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

20.46%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

33.54%

30.89%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.73%

29.15%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.17%

30.63%

+5.54%

Financials

STO.AX vs. WDS - Financials Comparison

This section allows you to compare key financial metrics between Santos Limited and Woodside Energy Group Ltd. 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


Please note, different currencies. STO.AX values in AUD, WDS values in USD