PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YPF vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YPF and XOM is 0.29, 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.


-0.50.00.51.00.3

Performance

YPF vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YPF Sociedad Anónima (YPF) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
108.65%
0.66%
YPF
XOM

Key characteristics

Sharpe Ratio

YPF:

4.27

XOM:

1.04

Sortino Ratio

YPF:

4.30

XOM:

1.53

Omega Ratio

YPF:

1.54

XOM:

1.18

Calmar Ratio

YPF:

2.73

XOM:

1.06

Martin Ratio

YPF:

20.04

XOM:

3.41

Ulcer Index

YPF:

9.22%

XOM:

5.80%

Daily Std Dev

YPF:

43.29%

XOM:

19.08%

Max Drawdown

YPF:

-94.53%

XOM:

-62.40%

Current Drawdown

YPF:

-9.13%

XOM:

-9.67%

Fundamentals

Market Cap

YPF:

$13.64B

XOM:

$490.10B

EPS

YPF:

$1.98

XOM:

$8.03

PE Ratio

YPF:

15.07

XOM:

13.89

PEG Ratio

YPF:

-0.17

XOM:

4.14

Total Revenue (TTM)

YPF:

$8.04T

XOM:

$261.26B

Gross Profit (TTM)

YPF:

$2.24T

XOM:

$67.90B

EBITDA (TTM)

YPF:

$919.22T

XOM:

$56.62B

Returns By Period

In the year-to-date period, YPF achieves a 0.47% return, which is significantly lower than XOM's 4.42% return. Over the past 10 years, YPF has underperformed XOM with an annualized return of 6.18%, while XOM has yielded a comparatively higher 6.71% annualized return.


YPF

YTD

0.47%

1M

1.64%

6M

111.86%

1Y

173.26%

5Y*

33.98%

10Y*

6.18%

XOM

YTD

4.42%

1M

6.09%

6M

-0.97%

1Y

19.81%

5Y*

16.41%

10Y*

6.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

YPF vs. XOM — Risk-Adjusted Performance Rank

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

YPF
The Risk-Adjusted Performance Rank of YPF is 9797
Overall Rank
The Sharpe Ratio Rank of YPF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of YPF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of YPF is 9696
Omega Ratio Rank
The Calmar Ratio Rank of YPF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of YPF is 9797
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 7575
Overall Rank
The Sharpe Ratio Rank of XOM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 8080
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 7575
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.

YPF vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and Exxon Mobil Corporation (XOM). 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.


Sharpe ratio
The chart of Sharpe ratio for YPF, currently valued at 4.27, compared to the broader market-2.000.002.004.004.271.04
The chart of Sortino ratio for YPF, currently valued at 4.30, compared to the broader market-4.00-2.000.002.004.004.301.53
The chart of Omega ratio for YPF, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.18
The chart of Calmar ratio for YPF, currently valued at 2.73, compared to the broader market0.002.004.006.002.731.06
The chart of Martin ratio for YPF, currently valued at 20.04, compared to the broader market-10.000.0010.0020.0030.0020.043.41
YPF
XOM

The current YPF Sharpe Ratio is 4.27, which is higher than the XOM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of YPF and XOM, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.27
1.04
YPF
XOM

Dividends

YPF vs. XOM - Dividend Comparison

YPF has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.42%.


TTM20242023202220212020201920182017201620152014
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%
XOM
Exxon Mobil Corporation
3.42%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

YPF vs. XOM - Drawdown Comparison

The maximum YPF drawdown since its inception was -94.53%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for YPF and XOM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.13%
-9.67%
YPF
XOM

Volatility

YPF vs. XOM - Volatility Comparison

YPF Sociedad Anónima (YPF) has a higher volatility of 11.29% compared to Exxon Mobil Corporation (XOM) at 4.63%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
11.29%
4.63%
YPF
XOM

Financials

YPF vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between YPF Sociedad Anónima and Exxon Mobil 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab