XOM vs. XLU
XOM (Exxon Mobil Corporation) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, XOM returned 10.04%/yr vs 8.99%/yr for XLU. At a 0.36 correlation, their price movements are largely independent.
Performance
XOM vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 27.80% return, which is significantly higher than XLU's 2.66% return. Over the past 10 years, XOM has outperformed XLU with an annualized return of 10.04%, while XLU has yielded a comparatively lower 8.99% annualized return.
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
XLU
- 1D
- -1.87%
- 1M
- -2.68%
- YTD
- 2.66%
- 6M
- 3.35%
- 1Y
- 10.26%
- 3Y*
- 12.85%
- 5Y*
- 9.10%
- 10Y*
- 8.99%
XOM vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
XLU State Street Utilities Select Sector SPDR ETF | 2.66% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between XOM and XLU is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.36 |
Over the past year, the correlation between XOM and XLU has dropped to 0.01 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
XOM vs. XLU — Risk / Return Rank
XOM
XLU
XOM vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and State Street Utilities Select Sector SPDR ETF (XLU). 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.
| XOM | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.12 | +2.09 |
| Martin ratioReturn relative to average drawdown | 8.97 | 2.47 | +6.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XOM | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.71 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.53 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.47 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
Drawdowns
XOM vs. XLU - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for XOM and XLU.
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Drawdown Indicators
| XOM | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -51.98% | -10.42% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -9.18% | -6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -17.26% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -25.26% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -36.07% | -25.27% |
Current DrawdownCurrent decline from peak | -10.90% | -8.18% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -10.22% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 4.16% | +1.45% |
Volatility
XOM vs. XLU - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.20% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 5.60%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 5.60% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 20.29% | 11.70% | +8.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 14.64% | +9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.73% | 17.34% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.19% | 19.27% | +8.92% |
Dividends
XOM vs. XLU - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.69%, less than XLU's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU State Street Utilities Select Sector SPDR ETF | 2.73% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
XOM Exxon Mobil Corporation | 2.69% | 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 XLU have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.20%) compared to XLU (5.60%). In terms of maximum drawdown, XOM dropped -62.40% vs XLU's -51.98%.
XOM currently has the higher Sharpe Ratio (2.07 vs 0.70), 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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