XOMO vs. XOM

Last updated Jun 3, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while XOM (Exxon Mobil Corporation) is a stock. Over the past year, XOMO returned 30.34% vs 49.76% for XOM. With a 0.95 correlation, they move nearly in lockstep.

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.

Returns By Period

In the year-to-date period, XOMO achieves a 15.65% return, which is significantly lower than XOM's 25.96% return.

XOMO

• 1D: 0.43%
• 1M: -2.45%
• YTD: 15.65%
• 6M: 19.38%
• 1Y: 30.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOM

• 1D: 0.12%
• 1M: -1.42%
• YTD: 25.96%
• 6M: 31.37%
• 1Y: 49.76%
• 3Y*: 16.06%
• 5Y*: 24.05%
• 10Y*: 10.08%

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

XOMO vs. XOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	15.65%	6.90%	6.11%	-8.62%
XOM Exxon Mobil Corporation	25.96%	15.98%	11.26%	-9.26%

Correlation

The correlation between XOMO and XOM is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 1, 2023	0.95

The correlation between XOMO and XOM has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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: 42
XOMO Sharpe Ratio Rank: 43
XOMO Sortino Ratio Rank: 40
XOMO Omega Ratio Rank: 41
XOMO Calmar Ratio Rank: 44
XOMO Martin Ratio Rank: 40

XOM

XOM Risk / Return Rank: 85
XOM Sharpe Ratio Rank: 88
XOM Sortino Ratio Rank: 84
XOM Omega Ratio Rank: 82
XOM Calmar Ratio Rank: 83
XOM Martin Ratio Rank: 86

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	1.52	2.05	-0.53
Sortino ratio Return per unit of downside risk	2.03	2.61	-0.58
Omega ratio Gain probability vs. loss probability	1.27	1.33	-0.06
Calmar ratio Return relative to maximum drawdown	2.25	3.24	-0.99
Martin ratio Return relative to average drawdown	6.38	9.35	-2.97
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 1.52, which is comparable to the XOM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of XOMO and XOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XOMO	XOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.05	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.91	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.47	-0.11

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	-13.73%	-15.69%	+1.96%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.92%	—
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	-11.12%	-12.19%	+1.07%
Average Drawdown Average peak-to-trough decline	-7.21%	-10.20%	+2.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	5.44%	-0.60%

Volatility

XOMO vs. XOM - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 7.38%, while Exxon Mobil Corporation (XOM) has a volatility of 9.91%. 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	7.38%	9.91%	-2.53%
Volatility (6M) Calculated over the trailing 6-month period	16.56%	20.26%	-3.70%
Volatility (1Y) Calculated over the trailing 1-year period	20.03%	24.43%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	26.72%	-7.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.94%	28.18%	-9.24%

Dividends

XOMO vs. XOM - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 35.25%, more than XOM's 2.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XOM Exxon Mobil Corporation	2.73%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
XOMO YieldMax XOM Option Income Strategy ETF	35.25%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XOMO and XOM in my portfolio?

With a correlation of 0.96, XOMO and XOM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XOMO or XOM?

XOM has higher volatility (9.91%) compared to XOMO (7.38%). In terms of maximum drawdown, XOMO dropped -18.90% vs XOM's -62.40%.

Which has better risk-adjusted returns?

XOM currently has the higher Sharpe Ratio (2.05 vs 1.52), 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.