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XOM vs. SHELL.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

XOM vs. SHELL.AS - Performance Comparison

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

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XOM vs. SHELL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOM
Exxon Mobil Corporation
41.92%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%
SHELL.AS
Shell plc
29.75%23.41%-1.32%20.79%33.63%28.06%-36.25%6.41%-6.75%30.28%
Different Trading Currencies

XOM is traded in USD, while SHELL.AS is traded in EUR. To make them comparable, the SHELL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XOM achieves a 41.92% return, which is significantly higher than SHELL.AS's 29.75% return. Both investments have delivered pretty close results over the past 10 years, with XOM having a 12.20% annualized return and SHELL.AS not far ahead at 12.60%.


XOM

1D
-1.06%
1M
11.25%
YTD
41.92%
6M
52.80%
1Y
47.56%
3Y*
19.66%
5Y*
29.06%
10Y*
12.20%

SHELL.AS

1D
1.32%
1M
14.88%
YTD
29.75%
6M
35.45%
1Y
34.69%
3Y*
23.09%
5Y*
23.90%
10Y*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XOM vs. SHELL.AS — Risk / Return Rank

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

XOM
XOM Risk / Return Rank: 8787
Overall Rank
XOM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8686
Sortino Ratio Rank
XOM Omega Ratio Rank: 8585
Omega Ratio Rank
XOM Calmar Ratio Rank: 8787
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
Martin Ratio Rank

SHELL.AS
SHELL.AS Risk / Return Rank: 8080
Overall Rank
SHELL.AS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SHELL.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
SHELL.AS Omega Ratio Rank: 7373
Omega Ratio Rank
SHELL.AS Calmar Ratio Rank: 8888
Calmar Ratio Rank
SHELL.AS Martin Ratio Rank: 8989
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. SHELL.AS - Risk-Adjusted Trends Comparison

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


XOMSHELL.ASDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.52

+0.41

Sortino ratio

Return per unit of downside risk

2.44

1.91

+0.53

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

3.06

4.17

-1.11

Martin ratio

Return relative to average drawdown

7.95

14.88

-6.93

XOM vs. SHELL.AS - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.92, which is comparable to the SHELL.AS Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XOM and SHELL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XOMSHELL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.52

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.92

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.25

+0.24

Correlation

The correlation between XOM and SHELL.AS is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XOM vs. SHELL.AS - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.38%, less than SHELL.AS's 3.04% yield.


TTM20252024202320222021202020192018201720162015
XOM
Exxon Mobil Corporation
2.38%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%
SHELL.AS
Shell plc
3.04%4.01%4.18%3.84%3.56%3.61%5.72%6.43%6.24%5.96%6.55%8.08%

Drawdowns

XOM vs. SHELL.AS - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, roughly equal to the maximum SHELL.AS drawdown of -64.86%. Use the drawdown chart below to compare losses from any high point for XOM and SHELL.AS.


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Drawdown Indicators


XOMSHELL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-63.48%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-20.78%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-21.48%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

-63.48%

+2.14%

Current Drawdown

Current decline from peak

-1.06%

0.00%

-1.06%

Average Drawdown

Average peak-to-trough decline

-10.20%

-13.62%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

3.38%

+2.79%

Volatility

XOM vs. SHELL.AS - Volatility Comparison

The current volatility for Exxon Mobil Corporation (XOM) is 6.40%, while Shell plc (SHELL.AS) has a volatility of 6.92%. This indicates that XOM experiences smaller price fluctuations and is considered to be less risky than SHELL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOMSHELL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

6.92%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

14.57%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.86%

22.57%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.49%

25.58%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

28.97%

-1.09%

Financials

XOM vs. SHELL.AS - Financials Comparison

This section allows you to compare key financial metrics between Exxon Mobil Corporation and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. XOM values in USD, SHELL.AS values in EUR