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XOP vs. CL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XOP vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

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XOP vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
39.04%-2.15%-1.00%3.56%45.37%66.74%-36.40%-9.44%-28.10%-9.47%
CL
Colgate-Palmolive Company
8.75%-10.98%16.57%3.78%-5.44%2.08%27.17%18.60%-19.19%17.88%

Returns By Period

In the year-to-date period, XOP achieves a 39.04% return, which is significantly higher than CL's 8.75% return. Over the past 10 years, XOP has outperformed CL with an annualized return of 5.87%, while CL has yielded a comparatively lower 4.26% annualized return.


XOP

1D
-3.84%
1M
10.02%
YTD
39.04%
6M
31.49%
1Y
35.18%
3Y*
13.79%
5Y*
18.14%
10Y*
5.87%

CL

1D
0.21%
1M
-12.22%
YTD
8.75%
6M
9.49%
1Y
-6.80%
3Y*
6.86%
5Y*
4.12%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XOP vs. CL — Risk / Return Rank

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

XOP
XOP Risk / Return Rank: 5454
Overall Rank
XOP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 5454
Sortino Ratio Rank
XOP Omega Ratio Rank: 5454
Omega Ratio Rank
XOP Calmar Ratio Rank: 5656
Calmar Ratio Rank
XOP Martin Ratio Rank: 4949
Martin Ratio Rank

CL
CL Risk / Return Rank: 2727
Overall Rank
CL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CL Sortino Ratio Rank: 2222
Sortino Ratio Rank
CL Omega Ratio Rank: 2323
Omega Ratio Rank
CL Calmar Ratio Rank: 3131
Calmar Ratio Rank
CL Martin Ratio Rank: 3131
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.

XOP vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Colgate-Palmolive Company (CL). 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.


XOPCLDifference

Sharpe ratio

Return per unit of total volatility

1.05

-0.32

+1.37

Sortino ratio

Return per unit of downside risk

1.48

-0.32

+1.80

Omega ratio

Gain probability vs. loss probability

1.21

0.96

+0.25

Calmar ratio

Return relative to maximum drawdown

1.51

-0.32

+1.83

Martin ratio

Return relative to average drawdown

4.90

-0.56

+5.47

XOP vs. CL - Sharpe Ratio Comparison

The current XOP Sharpe Ratio is 1.05, which is higher than the CL Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of XOP and CL, 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


XOPCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

-0.32

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.23

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.22

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.42

-0.36

Correlation

The correlation between XOP and CL is 0.16, 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

XOP vs. CL - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 1.86%, less than CL's 2.44% yield.


TTM20252024202320222021202020192018201720162015
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
1.86%2.62%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%
CL
Colgate-Palmolive Company
2.44%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%

Drawdowns

XOP vs. CL - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for XOP and CL.


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Drawdown Indicators


XOPCLDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-58.91%

-31.36%

Max Drawdown (1Y)

Largest decline over 1 year

-23.81%

-20.74%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

-29.05%

-5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

-29.05%

-53.56%

Current Drawdown

Current decline from peak

-35.01%

-18.68%

-16.33%

Average Drawdown

Average peak-to-trough decline

-42.64%

-11.22%

-31.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

11.72%

-4.39%

Volatility

XOP vs. CL - Volatility Comparison

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 8.36% compared to Colgate-Palmolive Company (CL) at 6.60%. This indicates that XOP's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

6.60%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.57%

15.88%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

33.73%

21.32%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.12%

18.29%

+15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.29%

19.51%

+20.78%