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XOM vs. WEAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOM vs. WEAT - Performance Comparison

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

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Returns By Period

In the year-to-date period, XOM achieves a 30.91% return, which is significantly higher than WEAT's 19.23% return. Over the past 10 years, XOM has outperformed WEAT with an annualized return of 10.67%, while WEAT has yielded a comparatively lower -4.69% annualized return.


XOM

1D
-0.97%
1M
14.06%
6M
11.41%
YTD
30.91%
1Y
43.67%
3Y*
17.24%
5Y*
26.54%
10Y*
10.67%
ALL TIME*
11.67%

WEAT

1D
-3.29%
1M
6.29%
6M
13.54%
YTD
19.23%
1Y
9.47%
3Y*
-10.44%
5Y*
-7.18%
10Y*
-4.69%
ALL TIME*
-10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.37M$12.62M$15.36M
$2.16B$2.15B$2.46B

XOM vs. WEAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOM
Exxon Mobil Corporation
30.91%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%
WEAT
Teucrium Wheat Fund
19.23%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%

Correlation

The correlation between XOM and WEAT is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.08

The correlation between XOM and WEAT shifts across timeframes, from 0.07 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XOM vs. WEAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XOM
XOM Risk / Return Rank: 8484
Overall Rank
XOM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
XOM Omega Ratio Rank: 8484
Omega Ratio Rank
XOM Calmar Ratio Rank: 8181
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
Martin Ratio Rank

WEAT
WEAT Risk / Return Rank: 2222
Overall Rank
WEAT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 2222
Sortino Ratio Rank
WEAT Omega Ratio Rank: 2121
Omega Ratio Rank
WEAT Calmar Ratio Rank: 2323
Calmar Ratio Rank
WEAT Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XOM vs. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and Teucrium Wheat Fund (WEAT). 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.


XOMWEATDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.29

1.09

+0.20

Calmar ratioReturn relative to maximum drawdown

2.18

0.66

+1.52

Martin ratioReturn relative to average drawdown

5.53

1.67

+3.87

XOM vs. WEAT - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.75, which is higher than the WEAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XOM and WEAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOM vs. WEAT - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, smaller than the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for XOM and WEAT.


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Drawdown Indicators


XOMWEATDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-84.32%

+21.92%

Max Drawdown (1Y)

Largest decline over 1 year

-20.11%

-14.44%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-40.21%

+20.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-67.83%

+47.32%

Max Drawdown (10Y)

Largest decline over 10 years

-61.01%

-67.83%

+6.82%

Current Drawdown

Current decline from peak

-8.73%

-81.22%

+72.49%

Average Drawdown

Average peak-to-trough decline

-10.22%

-63.30%

+53.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

5.77%

+2.18%

Volatility

XOM vs. WEAT - Volatility Comparison

The current volatility for Exxon Mobil Corporation (XOM) is 7.52%, while Teucrium Wheat Fund (WEAT) has a volatility of 8.78%. This indicates that XOM experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOMWEATDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

8.78%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

19.79%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

22.84%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

30.33%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.28%

26.84%

+1.44%

Dividends

XOM vs. WEAT - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.62%, while WEAT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
WEAT
Teucrium Wheat Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
2.62%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 WEAT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEAT has higher volatility (8.78%) compared to XOM (7.52%). In terms of maximum drawdown, XOM dropped -62.40% vs WEAT's -84.32%.

XOM currently has the higher Sharpe Ratio (1.75 vs 0.42), 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.

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