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WPP vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WPPXOM
YTD Return17.10%23.47%
1Y Return29.85%18.82%
3Y Return (Ann)-6.48%27.78%
5Y Return (Ann)1.07%17.37%
10Y Return (Ann)-1.88%6.88%
Sharpe Ratio1.151.04
Sortino Ratio1.651.55
Omega Ratio1.211.18
Calmar Ratio0.571.07
Martin Ratio4.304.74
Ulcer Index6.56%4.24%
Daily Std Dev24.61%19.28%
Max Drawdown-95.77%-62.40%
Current Drawdown-34.34%-4.00%

Fundamentals


WPPXOM
Market Cap$11.84B$529.48B
EPS$1.20$8.04
PE Ratio45.2814.98
PEG Ratio2.616.14
Total Revenue (TTM)$14.85B$342.95B
Gross Profit (TTM)$2.49B$85.46B
EBITDA (TTM)$2.04B$61.44B

Correlation

-0.50.00.51.00.3

The correlation between WPP and XOM is 0.28, 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.

Performance

WPP vs. XOM - Performance Comparison

In the year-to-date period, WPP achieves a 17.10% return, which is significantly lower than XOM's 23.47% return. Over the past 10 years, WPP has underperformed XOM with an annualized return of -1.88%, while XOM has yielded a comparatively higher 6.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.64%
3.10%
WPP
XOM

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Risk-Adjusted Performance

WPP vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) 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.


WPP
Sharpe ratio
The chart of Sharpe ratio for WPP, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.15
Sortino ratio
The chart of Sortino ratio for WPP, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.006.001.65
Omega ratio
The chart of Omega ratio for WPP, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for WPP, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for WPP, currently valued at 4.30, compared to the broader market0.0010.0020.0030.004.30
XOM
Sharpe ratio
The chart of Sharpe ratio for XOM, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04
Sortino ratio
The chart of Sortino ratio for XOM, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.006.001.55
Omega ratio
The chart of Omega ratio for XOM, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for XOM, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Martin ratio
The chart of Martin ratio for XOM, currently valued at 4.74, compared to the broader market0.0010.0020.0030.004.74

WPP vs. XOM - Sharpe Ratio Comparison

The current WPP Sharpe Ratio is 1.15, which is comparable to the XOM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WPP and XOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.15
1.04
WPP
XOM

Dividends

WPP vs. XOM - Dividend Comparison

WPP's dividend yield for the trailing twelve months is around 5.19%, more than XOM's 3.16% yield.


TTM20232022202120202019201820172016201520142013
WPP
WPP plc
5.19%5.20%4.17%2.44%5.66%5.34%7.25%4.32%2.99%2.86%2.80%2.01%
XOM
Exxon Mobil Corporation
3.16%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

WPP vs. XOM - Drawdown Comparison

The maximum WPP drawdown since its inception was -95.77%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for WPP and XOM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.34%
-4.00%
WPP
XOM

Volatility

WPP vs. XOM - Volatility Comparison

WPP plc (WPP) has a higher volatility of 8.36% compared to Exxon Mobil Corporation (XOM) at 5.40%. This indicates that WPP'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.


4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.36%
5.40%
WPP
XOM

Financials

WPP vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between WPP 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.


Quarterly
Annual

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



Values in USD except per share items