XOM vs. WEAT
XOM (Exxon Mobil Corporation) is a stock, while WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT). Over the past 10 years, XOM returned 10.67%/yr vs -4.69%/yr for WEAT. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
XOM vs. WEAT - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XOM
WEAT
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.
| XOM | WEAT | Difference | |
|---|---|---|---|
| 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 |
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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
| XOM | WEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.73% | -81.22% | +72.49% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -63.30% | +53.08% |
Ulcer IndexDepth 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
| XOM | WEAT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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