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XOP vs. FET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XOP vs. FET - 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 Forum Energy Technologies, Inc. (FET). The values are adjusted to include any dividend payments, if applicable.

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XOP vs. FET - 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%
FET
Forum Energy Technologies, Inc.
57.35%138.54%-30.13%-24.85%83.80%34.87%-64.58%-59.32%-73.44%-29.32%

Returns By Period

In the year-to-date period, XOP achieves a 39.04% return, which is significantly lower than FET's 57.35% return. Over the past 10 years, XOP has outperformed FET with an annualized return of 5.87%, while FET has yielded a comparatively lower -13.84% 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%

FET

1D
-0.89%
1M
-3.42%
YTD
57.35%
6M
118.41%
1Y
180.46%
3Y*
31.74%
5Y*
24.29%
10Y*
-13.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XOP vs. FET — 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

FET
FET Risk / Return Rank: 9393
Overall Rank
FET Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FET Sortino Ratio Rank: 9292
Sortino Ratio Rank
FET Omega Ratio Rank: 9292
Omega Ratio Rank
FET Calmar Ratio Rank: 9494
Calmar Ratio Rank
FET Martin Ratio Rank: 9494
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. FET - 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 Forum Energy Technologies, Inc. (FET). 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.


XOPFETDifference

Sharpe ratio

Return per unit of total volatility

1.05

3.02

-1.97

Sortino ratio

Return per unit of downside risk

1.48

3.10

-1.63

Omega ratio

Gain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratio

Return relative to maximum drawdown

1.51

5.48

-3.97

Martin ratio

Return relative to average drawdown

4.90

14.67

-9.76

XOP vs. FET - Sharpe Ratio Comparison

The current XOP Sharpe Ratio is 1.05, which is lower than the FET Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of XOP and FET, 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


XOPFETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

3.02

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

-0.17

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.18

+0.25

Correlation

The correlation between XOP and FET is 0.59, 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.


Dividends

XOP vs. FET - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 1.86%, while FET has not paid dividends to shareholders.


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%
FET
Forum Energy Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XOP vs. FET - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, smaller than the maximum FET drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for XOP and FET.


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Drawdown Indicators


XOPFETDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-99.56%

+9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-23.81%

-34.03%

+10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

-59.14%

+24.16%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

-99.34%

+16.73%

Current Drawdown

Current decline from peak

-35.01%

-92.08%

+57.07%

Average Drawdown

Average peak-to-trough decline

-42.64%

-68.51%

+25.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

12.89%

-5.56%

Volatility

XOP vs. FET - Volatility Comparison

The current volatility for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) is 8.36%, while Forum Energy Technologies, Inc. (FET) has a volatility of 14.37%. This indicates that XOP experiences smaller price fluctuations and is considered to be less risky than FET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOPFETDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

14.37%

-6.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.57%

38.71%

-19.14%

Volatility (1Y)

Calculated over the trailing 1-year period

33.73%

60.16%

-26.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.12%

50.27%

-16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.29%

82.51%

-42.22%