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XONA.DE vs. TM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

XONA.DE vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Exxon Mobil Corporation (XONA.DE) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

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XONA.DE vs. TM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XONA.DE
Exxon Mobil Corporation
35.34%4.08%15.71%-7.90%94.38%68.44%-42.36%8.17%-11.20%-15.28%
TM
Toyota Motor Corporation
-1.54%0.31%16.07%34.08%-19.75%32.42%4.26%25.47%-1.39%-1.68%
Different Trading Currencies

XONA.DE is traded in EUR, while TM is traded in USD. To make them comparable, the TM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XONA.DE achieves a 35.34% return, which is significantly higher than TM's -1.54% return. Both investments have delivered pretty close results over the past 10 years, with XONA.DE having a 10.68% annualized return and TM not far behind at 10.16%.


XONA.DE

1D
-0.66%
1M
5.41%
YTD
35.34%
6M
46.96%
1Y
30.68%
3Y*
12.54%
5Y*
27.90%
10Y*
10.68%

TM

1D
-0.82%
1M
-10.26%
YTD
-1.54%
6M
10.37%
1Y
11.20%
3Y*
13.83%
5Y*
9.21%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XONA.DE vs. TM — Risk / Return Rank

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

XONA.DE
XONA.DE Risk / Return Rank: 7878
Overall Rank
XONA.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XONA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XONA.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XONA.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XONA.DE Martin Ratio Rank: 8888
Martin Ratio Rank

TM
TM Risk / Return Rank: 6060
Overall Rank
TM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TM Sortino Ratio Rank: 5757
Sortino Ratio Rank
TM Omega Ratio Rank: 5454
Omega Ratio Rank
TM Calmar Ratio Rank: 6363
Calmar Ratio Rank
TM Martin Ratio Rank: 6565
Martin Ratio Rank
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.

XONA.DE vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XONA.DE) and Toyota Motor Corporation (TM). 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.


XONA.DETMDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.36

+0.79

Sortino ratio

Return per unit of downside risk

1.59

0.78

+0.81

Omega ratio

Gain probability vs. loss probability

1.21

1.10

+0.12

Calmar ratio

Return relative to maximum drawdown

3.91

0.73

+3.18

Martin ratio

Return relative to average drawdown

10.00

1.74

+8.25

XONA.DE vs. TM - Sharpe Ratio Comparison

The current XONA.DE Sharpe Ratio is 1.14, which is higher than the TM Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of XONA.DE and TM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XONA.DETMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.36

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.36

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.43

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.25

+0.05

Correlation

The correlation between XONA.DE and TM is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XONA.DE vs. TM - Dividend Comparison

XONA.DE's dividend yield for the trailing twelve months is around 2.18%, more than TM's 1.39% yield.


TTM20252024202320222021202020192018201720162015
XONA.DE
Exxon Mobil Corporation
2.18%3.00%3.03%3.23%2.86%4.72%7.83%4.24%3.96%3.35%2.68%3.17%
TM
Toyota Motor Corporation
1.39%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Drawdowns

XONA.DE vs. TM - Drawdown Comparison

The maximum XONA.DE drawdown since its inception was -63.48%, which is greater than TM's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for XONA.DE and TM.


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Drawdown Indicators


XONA.DETMDifference

Max Drawdown

Largest peak-to-trough decline

-63.48%

-60.15%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-18.26%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-36.80%

+11.68%

Max Drawdown (10Y)

Largest decline over 10 years

-63.48%

-36.80%

-26.68%

Current Drawdown

Current decline from peak

-8.98%

-16.63%

+7.65%

Average Drawdown

Average peak-to-trough decline

-16.00%

-20.99%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

6.74%

-2.90%

Volatility

XONA.DE vs. TM - Volatility Comparison

Exxon Mobil Corporation (XONA.DE) has a higher volatility of 11.00% compared to Toyota Motor Corporation (TM) at 6.89%. This indicates that XONA.DE's price experiences larger fluctuations and is considered to be riskier than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XONA.DETMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

6.89%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

18.99%

19.27%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

31.68%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

25.99%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

23.69%

+3.90%

Financials

XONA.DE vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Exxon Mobil Corporation and Toyota Motor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. XONA.DE values in EUR, TM values in USD