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XOM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XOM vs. USD=X - Performance Comparison

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

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Returns By Period


XOM

1D
0.28%
1M
-6.91%
YTD
23.81%
6M
25.40%
1Y
35.30%
3Y*
15.15%
5Y*
23.23%
10Y*
9.64%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOM vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

XOM vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and USD Cash (USD=X). 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.


XOMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

6.56

XOM vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

XOM vs. USD=X - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XOM and USD=X.


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Drawdown Indicators


XOMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

0.00%

-62.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

0.00%

-15.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

0.00%

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

0.00%

-20.51%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

0.00%

-61.34%

Current Drawdown

Current decline from peak

-13.68%

0.00%

-13.68%

Average Drawdown

Average peak-to-trough decline

-10.20%

0.00%

-10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

0.00%

+5.84%

Volatility

XOM vs. USD=X - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to USD Cash (USD=X) at 0.00%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

0.00%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

0.00%

+20.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

0.00%

+24.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

0.00%

+26.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

0.00%

+28.20%

Frequently Asked Questions


XOM has higher volatility (9.08%) compared to USD=X (0.00%). In terms of maximum drawdown, XOM dropped -62.40% vs USD=X's 0.00%.

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Find the right allocation for XOM and USD=X

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