XOP vs. AAPL
Compare and contrast key facts about SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Apple Inc (AAPL).
XOP is a passively managed fund by State Street that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry. It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOP or AAPL.
Key characteristics
| XOP | AAPL | |
|---|---|---|
| YTD Return | 4.06% | 18.46% |
| 1Y Return | 5.82% | 25.20% |
| 3Y Return (Ann) | 10.74% | 15.26% |
| 5Y Return (Ann) | 11.62% | 29.25% |
| 10Y Return (Ann) | -3.67% | 25.02% |
| Sharpe Ratio | 0.23 | 1.10 |
| Sortino Ratio | 0.46 | 1.70 |
| Omega Ratio | 1.06 | 1.21 |
| Calmar Ratio | 0.09 | 1.50 |
| Martin Ratio | 0.53 | 3.53 |
| Ulcer Index | 9.57% | 7.05% |
| Daily Std Dev | 22.18% | 22.55% |
| Max Drawdown | -90.27% | -81.80% |
| Current Drawdown | -49.79% | -3.92% |
Correlation
The correlation between XOP and AAPL is 0.33, 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.
Performance
XOP vs. AAPL - Performance Comparison
In the year-to-date period, XOP achieves a 4.06% return, which is significantly lower than AAPL's 18.46% return. Over the past 10 years, XOP has underperformed AAPL with an annualized return of -3.67%, while AAPL has yielded a comparatively higher 25.02% annualized 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
XOP vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Apple Inc (AAPL). 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
XOP vs. AAPL - Dividend Comparison
XOP's dividend yield for the trailing twelve months is around 2.48%, more than AAPL's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOP SPDR S&P Oil & Gas Exploration & Production ETF | 2.48% | 2.63% | 2.47% | 1.61% | 2.34% | 1.47% | 0.99% | 0.76% | 0.76% | 2.21% | 1.41% | 0.84% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
XOP vs. AAPL - Drawdown Comparison
The maximum XOP drawdown since its inception was -90.27%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for XOP and AAPL. For additional features, visit the drawdowns tool.
Volatility
XOP vs. AAPL - Volatility Comparison
SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 7.96% compared to Apple Inc (AAPL) at 5.17%. This indicates that XOP's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.