Exxon Mobil Corporation (XOM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Exxon Mobil Corporation (XOM): 1Y return 29.2%, Sharpe ratio 1.13, volatility 24.6%, max drawdown -20.1%. A Stock in the Equity asset class. Compare XOM with other assets and invest through your own broker with pfolio.
Exxon Mobil Corporation (XOM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XOM Performance
- MTD
- Return: 5.7%, Sharpe: 4.75, Volatility: 33.8%, Max Drawdown: -3.0%
- YTD
- Return: 21.7%, Sharpe: 1.37, Volatility: 29.3%, Max Drawdown: -20.1%
- 1Y
- Return: 29.2%, Sharpe: 1.13, Volatility: 24.6%, Max Drawdown: -20.1%
- 5Y
- Return: 185.3%, Sharpe: 0.90, Volatility: 26.3%, Max Drawdown: -20.5%
- 10Y
- Return: 135.1%, Sharpe: 0.44, Volatility: 27.8%, Max Drawdown: -61.3%
Frequently Asked Questions
- What is Exxon Mobil Corporation (XOM)?
- Exxon Mobil Corporation (XOM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XOM compare to other assets?
- You can compare XOM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XOM through pfolio?
- pfolio helps you build diversified portfolios that may include XOM. You invest through your own broker — pfolio provides the analytics.