XOM vs. SDOG
XOM (Exxon Mobil Corporation) is a stock, while SDOG (ALPS Sector Dividend Dogs ETF) is Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index. Over the past 10 years, XOM returned 9.64%/yr vs 9.99%/yr for SDOG. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
XOM vs. SDOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than SDOG's 17.13% return. Both investments have delivered pretty close results over the past 10 years, with XOM having a 9.64% annualized return and SDOG not far ahead at 9.99%.
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%
SDOG
- 1D
- 1.26%
- 1M
- 5.43%
- YTD
- 17.13%
- 6M
- 16.28%
- 1Y
- 27.16%
- 3Y*
- 16.38%
- 5Y*
- 9.08%
- 10Y*
- 9.99%
XOM vs. SDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
SDOG ALPS Sector Dividend Dogs ETF | 17.13% | 11.12% | 14.70% | 4.19% | -0.20% | 24.59% | -0.35% | 24.02% | -11.43% | 12.65% |
Correlation
The correlation between XOM and SDOG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.59 |
Over the past year, the correlation between XOM and SDOG has dropped to 0.20 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XOM vs. SDOG — Risk / Return Rank
XOM
SDOG
XOM vs. SDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and ALPS Sector Dividend Dogs ETF (SDOG). 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 | SDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 4.25 | -1.80 |
| Martin ratioReturn relative to average drawdown | 6.56 | 13.63 | -7.07 |
Loading charts...
Drawdowns
XOM vs. SDOG - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than SDOG's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for XOM and SDOG.
Loading charts...
Drawdown Indicators
| XOM | SDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -43.56% | -18.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -6.24% | -9.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -16.00% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -19.84% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -43.56% | -17.78% |
Current DrawdownCurrent decline from peak | -13.68% | 0.00% | -13.68% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -4.91% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 1.94% | +3.90% |
Volatility
XOM vs. SDOG - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to ALPS Sector Dividend Dogs ETF (SDOG) at 3.34%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than SDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XOM | SDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 3.34% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 20.51% | 8.02% | +12.49% |
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% | 15.44% | +11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.20% | 19.06% | +9.14% |
Dividends
XOM vs. SDOG - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.78%, less than SDOG's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 3.26% | 3.68% | 3.86% | 4.29% | 3.87% | 3.62% | 3.63% | 3.37% | 4.03% | 3.27% | 3.32% | 3.61% |
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 SDOG have a correlation of 0.20, 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 SDOG (3.34%). In terms of maximum drawdown, XOM dropped -62.40% vs SDOG's -43.56%.
SDOG currently has the higher Sharpe Ratio (2.30 vs 1.57), 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.
Find the right allocation for XOM and SDOG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer