Exxon Mobil Corp

10-Year Study

XOM.US · Energy · US · Common Stock

Executive Summary: Exxon Mobil Corp has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 57.7% and an annualized volatility of 25.9%.

1Y CAGR
+58.2%
3Y CAGR
+18.3%
5Y CAGR
+25.9%
10Y CAGR
+10.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +87.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.58.611.3-10.4————————27.1%
2025-0.75.16.8-11.2-2.35.43.63.3-1.31.42.33.816.0%
20242.82.611.21.7-0.0-1.83.00.3-0.6-0.41.8-8.811.3%
20235.2-4.5-0.27.9-12.95.0-0.04.55.7-10.0-2.1-2.7-6.3%
202224.14.45.33.213.8-10.813.2-0.4-8.726.91.3-0.987.5%
20218.823.32.72.53.58.1-8.7-3.97.99.6-5.92.357.6%
2020-11.0-16.0-26.222.4-0.3-1.6-5.9-3.2-14.0-5.019.78.1-36.2%
20197.59.02.2-0.6-10.88.3-3.0-6.83.1-4.32.02.47.3%
20184.4-12.4-1.54.25.51.8-1.5-0.66.0-6.30.8-14.2-15.1%
2017-7.1-2.20.8-0.4-0.50.3-0.9-3.77.41.70.90.4-3.8%
2016———5.81.55.3-5.1-1.20.2-4.55.73.410.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 15.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110575.414333468378
2016-05-0110739.094321332972
2016-06-0111308.496449098817
2016-07-0110730.640235160488
2016-08-0110601.94203493739
2016-09-0110618.97970094364
2016-10-0110137.17078549005
2016-11-0110715.452478601173
2016-12-0111078.77469397873
2017-01-0110296.910466232679
2017-02-0110072.71994035892
2017-03-0110158.185756807205
2017-04-0110113.60293913613
2017-05-0110065.320302571188
2017-06-0110094.067895376522
2017-07-0110007.806617866056
2017-08-019636.418797299872
2017-09-0110349.725380942602
2017-10-0110522.67341513633
2017-11-0110612.412522407029
2017-12-0110657.013839172574
2018-01-0111123.357511649805
2018-02-019749.115280807006
2018-03-019603.675400089165
2018-04-0110007.843616054994
2018-05-0110563.056938362866
2018-06-0110756.797954740116
2018-07-0110598.168219665647
2018-08-0110531.460485009258
2018-09-0111168.569298532837
2018-10-0110467.083636256006
2018-11-0110549.312111172158
2018-12-019048.517575064701
2019-01-019723.938013234252
2019-02-0110603.366465211528
2019-03-0110840.83934091426
2019-04-0110773.787541617905
2019-05-019606.38363409826
2019-06-0110401.82479597775
2019-07-0110093.694737342557
2019-08-019411.119335168993
2019-09-019703.839362450171
2019-10-019286.057936782841
2019-11-019475.934334929589
2019-12-019705.425035411314
2020-01-018637.856176940139
2020-02-017255.474344530836
2020-03-015355.561845247675
2020-04-016554.469658710206
2020-05-016537.783475498874
2020-06-016429.933754742705
2020-07-016050.350835326612
2020-08-015855.943851548466
2020-09-015033.418614158837
2020-10-014782.7003868160655
2020-11-015725.451239161843
2020-12-016189.427027547001
2021-01-016733.004419433669
2021-02-018302.634086061487
2021-03-018525.5851726058
2021-04-018740.896133134283
2021-05-019043.30083042435
2021-06-019773.034609955843
2021-07-018919.356897479869
2021-08-018574.663270232923
2021-09-019250.953165842531
2021-10-0110139.557168676594
2021-11-019537.855621967305
2021-12-019753.037088834502
2022-01-0112107.213351906423
2022-02-0112637.878375853501
2022-03-0113309.894980640698
2022-04-0113738.574496778381
2022-05-0115629.47793705498
2022-06-0113942.80449971974
2022-07-0115780.89302528641
2022-08-0115713.944802401922
2022-09-0114352.799930443405
2022-10-0118215.947329378225
2022-11-0118455.048125394263
2022-12-0118282.673563129087
2023-01-0119229.124234368726
2023-02-0118358.20536584734
2023-03-0118316.452909630072
2023-04-0119766.26394138007
2023-05-0117215.164817682173
2023-06-0118069.36050480329
2023-07-0118067.677087206583
2023-08-0118886.724494835977
2023-09-0119972.140363729195
2023-10-0117979.676894816
2023-11-0117610.98994204234
2023-12-0117137.894100083802
2024-01-0117622.99585435293
2024-02-0118082.6243555378
2024-03-0120110.25460303718
2024-04-0120461.45991153733
2024-05-0120451.488899618365
2024-06-0120078.251169605246
2024-07-0120683.467544263713
2024-08-0120735.708987045084
2024-09-0120609.11968359149
2024-10-0120531.756470520766
2024-11-0120909.63747324569
2024-12-0119067.904626068554
2025-01-0118936.72750428095
2025-02-0119910.916420516704
2025-03-0121270.145120951995
2025-04-0118891.49454234801
2025-05-0118464.446774156087
2025-06-0119457.15990722762
2025-07-0120150.25212477275
2025-08-0120820.515450331695
2025-09-0120539.970596881667
2025-10-0120833.26857972812
2025-11-0121302.163435857627
2025-12-0122114.409061566086
2026-01-0125984.520904381417
2026-02-0128211.119065721734
2026-03-0131385.563676658025
2026-04-0128114.923774481238
Annual Return Matrix
YearAnnual Return
2017-0.03806926907136965
2018-0.15093311206892068
20190.07259835159704764
2020-0.3622714095504118
20210.5757576663279336
20220.8745620873378515
2023-0.0626155391930191
20240.11261655106010449
20250.15977132753918455
20260.27133959113308603
Total Factor Risk
0.2588324291513797
VTI.US Exposure
0.0329805496822393
VEA.US Exposure
-0.0024362117447812707
VWO.US Exposure
0.0010726841314092734
QQQ.US Exposure
-0.0021484814170207142
VTV.US Exposure
0.35809159898373105
IJR.US Exposure
0.04671505414792518
QUAL.US Exposure
0.00009605684313573552
SHV.US Exposure
0.19717248524522926
TLT.US Exposure
-0.016425918815489705
LQD.US Exposure
0.005712007298760633
HYG.US Exposure
0.000521179894413266
GLD.US Exposure
0.002419736082448953
USO.US Exposure
0.18950417180437318
VNQ.US Exposure
-0.002587269253752822
BTC-USD.CC Exposure
0.0001504163237118802
CPER.US Exposure
0.013026658522700546
VIX.INDX Exposure
0.0014977024394010163
UUP.US Exposure
0.015304264103169972
TIP.US Exposure
0.00048358875503570466
Idiosyncratic Exposure
0.15884972697335958
Value Score
40.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →24.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.49%
Market Cap$669.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,528
Avg Yield on Cost
5.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$643.776.44%Solid
2021$645.626.46%Solid
2022$656.726.57%Solid
2023$680.776.81%Solid
2024$710.377.10%Solid
2026$190.541.91%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+22.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Exxon Mobil Corp a high-risk investment?

Exxon Mobil Corp (XOM.US) has an annualized volatility of 25.9% and experienced a maximum drawdown of 57.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of XOM.US?

Over the past 10 years, XOM.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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