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XOP vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOP and ET is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

XOP vs. ET - 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 Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
5.45%
905.24%
XOP
ET

Key characteristics

Sharpe Ratio

XOP:

-0.79

ET:

0.70

Sortino Ratio

XOP:

-0.96

ET:

1.08

Omega Ratio

XOP:

0.86

ET:

1.15

Calmar Ratio

XOP:

-0.40

ET:

0.74

Martin Ratio

XOP:

-1.83

ET:

2.82

Ulcer Index

XOP:

13.84%

ET:

6.46%

Daily Std Dev

XOP:

31.93%

ET:

26.00%

Max Drawdown

XOP:

-90.27%

ET:

-87.81%

Current Drawdown

XOP:

-58.84%

ET:

-15.88%

Returns By Period

In the year-to-date period, XOP achieves a -13.85% return, which is significantly lower than ET's -9.48% return. Over the past 10 years, XOP has underperformed ET with an annualized return of -4.40%, while ET has yielded a comparatively higher 1.89% annualized return.


XOP

YTD

-13.85%

1M

-14.85%

6M

-14.58%

1Y

-25.94%

5Y*

22.17%

10Y*

-4.40%

ET

YTD

-9.48%

1M

-7.82%

6M

9.83%

1Y

17.93%

5Y*

30.73%

10Y*

1.89%

*Annualized

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Risk-Adjusted Performance

XOP vs. ET — Risk-Adjusted Performance Rank

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

XOP
The Risk-Adjusted Performance Rank of XOP is 22
Overall Rank
The Sharpe Ratio Rank of XOP is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of XOP is 11
Sortino Ratio Rank
The Omega Ratio Rank of XOP is 11
Omega Ratio Rank
The Calmar Ratio Rank of XOP is 33
Calmar Ratio Rank
The Martin Ratio Rank of XOP is 11
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XOP vs. ET - 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 Energy Transfer LP (ET). 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.


The chart of Sharpe ratio for XOP, currently valued at -0.79, compared to the broader market-1.000.001.002.003.004.00
XOP: -0.79
ET: 0.70
The chart of Sortino ratio for XOP, currently valued at -0.96, compared to the broader market-2.000.002.004.006.008.00
XOP: -0.96
ET: 1.08
The chart of Omega ratio for XOP, currently valued at 0.86, compared to the broader market0.501.001.502.002.50
XOP: 0.86
ET: 1.15
The chart of Calmar ratio for XOP, currently valued at -0.40, compared to the broader market0.002.004.006.008.0010.0012.00
XOP: -0.40
ET: 0.74
The chart of Martin ratio for XOP, currently valued at -1.83, compared to the broader market0.0020.0040.0060.00
XOP: -1.83
ET: 2.82

The current XOP Sharpe Ratio is -0.79, which is lower than the ET Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XOP and ET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.79
0.70
XOP
ET

Dividends

XOP vs. ET - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 2.86%, less than ET's 7.36% yield.


TTM20242023202220212020201920182017201620152014
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
2.86%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%1.41%
ET
Energy Transfer LP
7.36%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

XOP vs. ET - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, roughly equal to the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for XOP and ET. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.84%
-15.88%
XOP
ET

Volatility

XOP vs. ET - Volatility Comparison

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 22.80% compared to Energy Transfer LP (ET) at 16.28%. This indicates that XOP's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.80%
16.28%
XOP
ET