XOM vs. QQQY

Last updated Jun 4, 2026

XOM (Exxon Mobil Corporation) is a stock, while QQQY (Defiance Nasdaq 100 Enhanced Options Income ETF) is Nasdaq-100 fund actively managed by Defiance. Over the past year, XOM returned 51.63% vs 36.38% for QQQY. At a correlation of -0.05, they often move in opposite directions.

Performance

XOM vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XOM achieves a 28.46% return, which is significantly higher than QQQY's 19.07% return.

XOM

• 1D: 1.99%
• 1M: -0.08%
• YTD: 28.46%
• 6M: 31.23%
• 1Y: 51.63%
• 3Y*: 16.82%
• 5Y*: 24.43%
• 10Y*: 10.29%

QQQY

• 1D: -0.36%
• 1M: 9.64%
• YTD: 19.07%
• 6M: 19.11%
• 1Y: 36.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XOM vs. QQQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOM Exxon Mobil Corporation	28.46%	15.98%	11.26%	-14.87%
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	19.07%	14.96%	7.70%	7.22%

Correlation

The correlation between XOM and QQQY is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.24
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	-0.05

The correlation between XOM and QQQY shifts across timeframes, from -0.24 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XOM vs. QQQY — Risk / Return Rank

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

XOM

XOM Risk / Return Rank: 85
XOM Sharpe Ratio Rank: 89
XOM Sortino Ratio Rank: 84
XOM Omega Ratio Rank: 83
XOM Calmar Ratio Rank: 84
XOM Martin Ratio Rank: 86

QQQY

QQQY Risk / Return Rank: 74
QQQY Sharpe Ratio Rank: 81
QQQY Sortino Ratio Rank: 73
QQQY Omega Ratio Rank: 80
QQQY Calmar Ratio Rank: 65
QQQY Martin Ratio Rank: 73

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. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.

	XOM	QQQY	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.68	-0.56
Sortino ratio: Return per unit of downside risk	2.69	3.37	-0.69
Omega ratio: Gain probability vs. loss probability	1.34	1.49	-0.15
Calmar ratio: Return relative to maximum drawdown	3.31	3.28	+0.03
Martin ratio: Return relative to average drawdown	9.46	13.95	-4.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XOM vs. QQQY - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 2.12, which is comparable to the QQQY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of XOM and QQQY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XOM	QQQY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.68	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	1.25	-0.78

Drawdowns

XOM vs. QQQY - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for XOM and QQQY.

Drawdown Indicators

	XOM	QQQY	Difference
Max Drawdown Largest peak-to-trough decline	-62.40%	-19.05%	-43.35%
Max Drawdown (1Y) Largest decline over 1 year	-15.69%	-11.14%	-4.55%
Max Drawdown (3Y) Largest decline over 3 years	-18.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-61.34%	—	—
Current Drawdown Current decline from peak	-10.44%	-0.36%	-10.08%
Average Drawdown Average peak-to-trough decline	-10.20%	-2.91%	-7.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	2.61%	+2.87%

Volatility

XOM vs. QQQY - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 10.10% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 4.21%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOM	QQQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.10%	4.21%	+5.89%
Volatility (6M) Calculated over the trailing 6-month period	20.33%	11.30%	+9.03%
Volatility (1Y) Calculated over the trailing 1-year period	24.49%	13.67%	+10.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.73%	14.75%	+11.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.18%	14.75%	+13.43%

Dividends

XOM vs. QQQY - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.67%, less than QQQY's 34.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	34.34%	45.34%	83.34%	20.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XOM Exxon Mobil Corporation	2.67%	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

Can I hold both XOM and QQQY in my portfolio?

XOM and QQQY have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOM or QQQY?

XOM has higher volatility (10.10%) compared to QQQY (4.21%). In terms of maximum drawdown, XOM dropped -62.40% vs QQQY's -19.05%.

Which has better risk-adjusted returns?

QQQY currently has the higher Sharpe Ratio (2.68 vs 2.12), 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.