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XOM vs. MPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

XOM vs. MPC - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2025FebruaryMarch
133.31%
872.03%
XOM
MPC

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Risk-Adjusted Performance

XOM vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for XOM, currently valued at 0.42, compared to the broader market-3.00-2.00-1.000.001.002.003.000.42-0.64
The chart of Sortino ratio for XOM, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.70-0.74
The chart of Omega ratio for XOM, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.91
The chart of Calmar ratio for XOM, currently valued at 0.54, compared to the broader market0.001.002.003.004.005.000.54-0.51
The chart of Martin ratio for XOM, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.0025.001.14-0.81
XOM
MPC


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2025FebruaryMarch
0.42
-0.64
XOM
MPC

Drawdowns

XOM vs. MPC - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-9.29%
-35.89%
XOM
MPC

Volatility

XOM vs. MPC - Volatility Comparison

The current volatility for Exxon Mobil Corporation (XOM) is 7.29%, while undefined (MPC) has a volatility of 10.56%. This indicates that XOM experiences smaller price fluctuations and is considered to be less risky than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
7.29%
10.56%
XOM
MPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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