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XOM vs. NOBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOM vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than NOBL's 7.43% return. Both investments have delivered pretty close results over the past 10 years, with XOM having a 9.64% annualized return and NOBL not far ahead at 9.94%.


XOM

1D
0.28%
1M
-3.12%
YTD
23.81%
6M
25.40%
1Y
35.30%
3Y*
15.15%
5Y*
23.23%
10Y*
9.64%

NOBL

1D
0.54%
1M
4.72%
YTD
7.43%
6M
6.43%
1Y
13.97%
3Y*
8.55%
5Y*
5.94%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOM vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOM
Exxon Mobil Corporation
23.81%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
7.43%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Correlation

The correlation between XOM and NOBL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.49

Over the past year, the correlation between XOM and NOBL has dropped to 0.11 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

XOM vs. NOBL — Risk / Return Rank

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

XOM
XOM Risk / Return Rank: 8080
Overall Rank
XOM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
XOM Omega Ratio Rank: 7777
Omega Ratio Rank
XOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 3232
Overall Rank
NOBL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 3636
Sortino Ratio Rank
NOBL Omega Ratio Rank: 3131
Omega Ratio Rank
NOBL Calmar Ratio Rank: 3232
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2828
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.

XOM vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


XOMNOBLDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

2.45

1.38

+1.07

Martin ratioReturn relative to average drawdown

6.56

3.53

+3.03

XOM vs. NOBL - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.57, which is higher than the NOBL Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XOM and NOBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOM vs. NOBL - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for XOM and NOBL.


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Drawdown Indicators


XOMNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-35.43%

-26.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-9.11%

-6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-15.36%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-17.92%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

-35.43%

-25.91%

Current Drawdown

Current decline from peak

-13.68%

-2.43%

-11.25%

Average Drawdown

Average peak-to-trough decline

-10.20%

-3.48%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

3.56%

+2.28%

Volatility

XOM vs. NOBL - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 2.95%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOMNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

2.95%

+6.13%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

8.11%

+12.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

11.52%

+12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

14.41%

+12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

16.61%

+11.59%

Dividends

XOM vs. NOBL - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.78%, more than NOBL's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.04%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%
XOM
Exxon Mobil Corporation
2.78%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 NOBL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.08%) compared to NOBL (2.95%). In terms of maximum drawdown, XOM dropped -62.40% vs NOBL's -35.43%.

XOM currently has the higher Sharpe Ratio (1.57 vs 1.09), 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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