XOMO vs. XOM

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and Exxon Mobil Corporation (XOM).

XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

Performance

XOMO vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

XOMO vs. XOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	6.90%	6.11%	-8.62%
XOM Exxon Mobil Corporation	34.50%	15.98%	11.26%	-9.26%

Returns By Period

In the year-to-date period, XOMO achieves a 23.45% return, which is significantly lower than XOM's 34.50% return.

XOMO

• 1D: -4.29%
• 1M: 2.32%
• YTD: 23.45%
• 6M: 31.32%
• 1Y: 22.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOM

• 1D: -5.23%
• 1M: 4.25%
• YTD: 34.50%
• 6M: 45.79%
• 1Y: 39.70%
• 3Y*: 17.54%
• 5Y*: 27.68%
• 10Y*: 11.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XOMO vs. XOM — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 49
XOMO Sharpe Ratio Rank: 55
XOMO Sortino Ratio Rank: 50
XOMO Omega Ratio Rank: 50
XOMO Calmar Ratio Rank: 54
XOMO Martin Ratio Rank: 35

XOM

XOM Risk / Return Rank: 81
XOM Sharpe Ratio Rank: 85
XOM Sortino Ratio Rank: 78
XOM Omega Ratio Rank: 78
XOM Calmar Ratio Rank: 81
XOM Martin Ratio Rank: 81

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.

XOMO vs. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Exxon Mobil Corporation (XOM). 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.

	XOMO	XOM	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.57	-0.55
Sortino ratio Return per unit of downside risk	1.40	2.04	-0.64
Omega ratio Gain probability vs. loss probability	1.20	1.27	-0.07
Calmar ratio Return relative to maximum drawdown	1.47	2.48	-1.01
Martin ratio Return relative to average drawdown	3.35	6.44	-3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XOMO vs. XOM - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 1.02, which is lower than the XOM Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XOMO and XOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XOMO	XOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.57	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.48	+0.06

Correlation

The correlation between XOMO and XOM is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XOMO vs. XOM - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 30.57%, more than XOM's 2.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

Drawdowns

XOMO vs. XOM - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XOMO and XOM.

Drawdown Indicators

	XOMO	XOM	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-62.40%	+43.50%
Max Drawdown (1Y) Largest decline over 1 year	-15.24%	-15.79%	+0.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.51%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.34%	—
Current Drawdown Current decline from peak	-5.12%	-6.23%	+1.11%
Average Drawdown Average peak-to-trough decline	-7.05%	-10.20%	+3.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	6.18%	+0.51%

Volatility

XOMO vs. XOM - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 6.57%, while Exxon Mobil Corporation (XOM) has a volatility of 8.47%. This indicates that XOMO experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	XOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	8.47%	-1.90%
Volatility (6M) Calculated over the trailing 6-month period	13.81%	17.04%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	22.02%	25.43%	-3.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	26.57%	-8.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	27.93%	-9.47%