XOM vs. HGER
XOM (Exxon Mobil Corporation) is a stock, while HGER (Harbor Commodity All-Weather Strategy ETF) is Commodities fund tracking the Quantix Commodity Index - Benchmark TR Net. Over the past 3 years, XOM returned 17.24%/yr vs 18.61%/yr for HGER. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
XOM vs. HGER - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XOM having a 30.91% return and HGER slightly lower at 29.53%.
XOM
- 1D
- -0.97%
- 1M
- 14.06%
- 6M
- 11.41%
- YTD
- 30.91%
- 1Y
- 43.67%
- 3Y*
- 17.24%
- 5Y*
- 26.54%
- 10Y*
- 10.67%
- ALL TIME*
- 11.67%
HGER
- 1D
- 0.00%
- 1M
- 8.95%
- 6M
- 20.19%
- YTD
- 29.53%
- 1Y
- 40.17%
- 3Y*
- 18.61%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $46.51M | $66.72M | $45.77M | |
| $2.16B | $2.15B | $2.46B |
XOM vs. HGER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 30.91% | 15.98% | 11.26% | -6.26% | 43.57% |
HGER Harbor Commodity All-Weather Strategy ETF | 29.53% | 20.08% | 9.25% | 1.93% | 9.66% |
Correlation
The correlation between XOM and HGER is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.50 |
The correlation between XOM and HGER has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.
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Return for Risk
XOM vs. HGER — Risk / Return Rank
XOM
HGER
XOM vs. HGER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XOM | HGER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.87 | -0.69 |
| Martin ratioReturn relative to average drawdown | 5.53 | 10.23 | -4.70 |
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Drawdowns
XOM vs. HGER - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for XOM and HGER.
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Drawdown Indicators
| XOM | HGER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -23.31% | -39.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.11% | -14.04% | -6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -14.04% | -6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.01% | — | — |
Current DrawdownCurrent decline from peak | -8.73% | -3.94% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -7.66% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 3.94% | +4.01% |
Volatility
XOM vs. HGER - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 7.52% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 5.64%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | HGER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 5.64% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 15.43% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 17.71% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.65% | 17.67% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 17.67% | +10.61% |
Dividends
XOM vs. HGER - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.62%, less than HGER's 5.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 5.47% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.62% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XOM and HGER have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (7.52%) compared to HGER (5.64%). In terms of maximum drawdown, XOM dropped -62.40% vs HGER's -23.31%.
HGER currently has the higher Sharpe Ratio (2.28 vs 1.75), 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.
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