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XOM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOM and VOO 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.


-0.50.00.51.0
Correlation: 0.5

Performance

XOM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
209.80%
552.28%
XOM
VOO

Key characteristics

Sharpe Ratio

XOM:

-0.29

VOO:

0.57

Sortino Ratio

XOM:

-0.24

VOO:

0.92

Omega Ratio

XOM:

0.97

VOO:

1.13

Calmar Ratio

XOM:

-0.36

VOO:

0.58

Martin Ratio

XOM:

-0.84

VOO:

2.42

Ulcer Index

XOM:

8.12%

VOO:

4.51%

Daily Std Dev

XOM:

23.86%

VOO:

19.17%

Max Drawdown

XOM:

-62.40%

VOO:

-33.99%

Current Drawdown

XOM:

-11.86%

VOO:

-10.56%

Returns By Period

In the year-to-date period, XOM achieves a 1.89% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, XOM has underperformed VOO with an annualized return of 6.83%, while VOO has yielded a comparatively higher 12.02% annualized return.


XOM

YTD

1.89%

1M

-6.83%

6M

-7.60%

1Y

-7.23%

5Y*

25.89%

10Y*

6.83%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

XOM vs. VOO — Risk-Adjusted Performance Rank

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

XOM
The Risk-Adjusted Performance Rank of XOM is 3232
Overall Rank
The Sharpe Ratio Rank of XOM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 3333
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XOM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for XOM, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
XOM: -0.29
VOO: 0.57
The chart of Sortino ratio for XOM, currently valued at -0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
XOM: -0.24
VOO: 0.92
The chart of Omega ratio for XOM, currently valued at 0.97, compared to the broader market0.501.001.502.00
XOM: 0.97
VOO: 1.13
The chart of Calmar ratio for XOM, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
XOM: -0.36
VOO: 0.58
The chart of Martin ratio for XOM, currently valued at -0.84, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
XOM: -0.84
VOO: 2.42

The current XOM Sharpe Ratio is -0.29, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XOM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.29
0.57
XOM
VOO

Dividends

XOM vs. VOO - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 3.57%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
XOM
Exxon Mobil Corporation
3.57%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XOM vs. VOO - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XOM and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.86%
-10.56%
XOM
VOO

Volatility

XOM vs. VOO - Volatility Comparison

Exxon Mobil Corporation (XOM) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.69% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.69%
13.97%
XOM
VOO