XOMO vs. XOM
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOMO or XOM.
Key characteristics
| XOMO | XOM | |
|---|---|---|
| YTD Return | 16.03% | 24.25% |
| 1Y Return | 16.44% | 21.75% |
| Sharpe Ratio | 1.14 | 1.13 |
| Sortino Ratio | 1.61 | 1.66 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 1.22 | 1.16 |
| Martin Ratio | 5.17 | 5.16 |
| Ulcer Index | 3.18% | 4.22% |
| Daily Std Dev | 14.36% | 19.28% |
| Max Drawdown | -13.53% | -62.40% |
| Current Drawdown | -2.97% | -3.40% |
Correlation
The correlation between XOMO and XOM is 0.94, 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.
Performance
XOMO vs. XOM - Performance Comparison
In the year-to-date period, XOMO achieves a 16.03% return, which is significantly lower than XOM's 24.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XOMO vs. XOM - Risk-Adjusted Performance 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.
Dividends
XOMO vs. XOM - Dividend Comparison
XOMO's dividend yield for the trailing twelve months is around 20.20%, more than XOM's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOMO YieldMax XOM Option Income Strategy ETF | 20.20% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.14% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Drawdowns
XOMO vs. XOM - Drawdown Comparison
The maximum XOMO drawdown since its inception was -13.53%, 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. For additional features, visit the drawdowns tool.
Volatility
XOMO vs. XOM - Volatility Comparison
The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 4.57%, while Exxon Mobil Corporation (XOM) has a volatility of 5.43%. 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.