XOM vs. SPY
Compare and contrast key facts about Exxon Mobil Corporation (XOM) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOM or SPY.
Performance
XOM vs. SPY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with XOM having a 23.40% return and SPY slightly higher at 24.40%. Over the past 10 years, XOM has underperformed SPY with an annualized return of 6.89%, while SPY has yielded a comparatively higher 13.04% annualized return.
XOM
23.40%
-0.31%
1.35%
20.42%
17.09%
6.89%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| XOM | SPY | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.64 |
| Sortino Ratio | 1.48 | 3.53 |
| Omega Ratio | 1.17 | 1.49 |
| Calmar Ratio | 1.02 | 3.81 |
| Martin Ratio | 4.48 | 17.21 |
| Ulcer Index | 4.25% | 1.86% |
| Daily Std Dev | 19.30% | 12.15% |
| Max Drawdown | -62.40% | -55.19% |
| Current Drawdown | -4.05% | -2.17% |
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Correlation
The correlation between XOM and SPY is 0.52, 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.
Risk-Adjusted Performance
XOM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and SPDR S&P 500 ETF (SPY). 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.
Dividends
XOM vs. SPY - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 3.22%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XOM vs. SPY - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XOM and SPY. For additional features, visit the drawdowns tool.
Volatility
XOM vs. SPY - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 4.67% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.