XOM vs. JPIE
XOM (Exxon Mobil Corporation) is a stock, while JPIE (JPMorgan Income ETF) is Multisector Bonds fund actively managed by JPMorgan. Over the past 3 years, XOM returned 16.58%/yr vs 6.78%/yr for JPIE. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
XOM vs. JPIE - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 29.66% return, which is significantly higher than JPIE's 2.14% return.
XOM
- 1D
- -0.71%
- 1M
- 12.31%
- 6M
- 8.56%
- YTD
- 29.66%
- 1Y
- 47.96%
- 3Y*
- 16.58%
- 5Y*
- 26.47%
- 10Y*
- 10.50%
- ALL TIME*
- 11.65%
JPIE
- 1D
- 0.22%
- 1M
- 0.25%
- 6M
- 1.60%
- YTD
- 2.14%
- 1Y
- 4.75%
- 3Y*
- 6.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $66.04M | $65.32M | $68.36M | |
| $2.23B | $2.17B | $2.45B |
XOM vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 29.66% | 15.98% | 11.26% | -6.26% | 87.41% | -5.51% |
JPIE JPMorgan Income ETF | 2.14% | 7.39% | 6.32% | 7.07% | -6.13% | 0.27% |
Correlation
The correlation between XOM and JPIE is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | 0.03 |
The correlation between XOM and JPIE shifts across timeframes, from -0.28 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XOM vs. JPIE — Risk / Return Rank
XOM
JPIE
XOM vs. JPIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and JPMorgan Income ETF (JPIE). 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 | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.62 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 4.16 | -1.76 |
| Martin ratioReturn relative to average drawdown | 6.06 | 19.84 | -13.79 |
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Drawdowns
XOM vs. JPIE - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for XOM and JPIE.
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Drawdown Indicators
| XOM | JPIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -9.96% | -52.44% |
Max Drawdown (1Y)Largest decline over 1 year | -20.11% | -1.15% | -18.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -1.72% | -18.39% |
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 | -9.60% | 0.00% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -2.02% | -8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 0.24% | +7.70% |
Volatility
XOM vs. JPIE - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 7.60% compared to JPMorgan Income ETF (JPIE) at 0.53%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | JPIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 0.53% | +7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 20.60% | 1.42% | +19.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.96% | 1.64% | +23.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 3.48% | +23.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 3.48% | +24.81% |
Dividends
XOM vs. JPIE - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.65%, less than JPIE's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 5.63% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.65% | 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 JPIE have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (7.60%) compared to JPIE (0.53%). In terms of maximum drawdown, XOM dropped -62.40% vs JPIE's -9.96%.
JPIE currently has the higher Sharpe Ratio (2.94 vs 1.94), 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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