Exxon Mobil Corporation

10-Year Study

XONA.XETRA · Energy · DE · Common Stock

Executive Summary: Exxon Mobil Corporation has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 428.1%.

1Y CAGR
+24697.4%
3Y CAGR
+167.0%
5Y CAGR
+39.7%
10Y CAGR
+9.3%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
6249259967.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4573988777454.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37189.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +130001.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -90.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026118089.38.318.9-14.5————————130001.0%
2025-24.610.9-14.53.81.2-59.78.3-57.0-35.60.00.00.0-90.9%
2024-39.6-0.21.9-26.94.7-25.611.7-5.5-51.120.2-22.4-3.4-83.7%
20231.1-6.0-3.0-11.2-14.1-1.63.5-7.4-32.9-13.8-8.983.8-35.8%
2022-17.7-36.717.0-14.414.1-13.411.417.3-13.34.413.9-26.2-48.7%
2021-5.716.1-16.0-2.3-2.4-1.016.10.20.7-2.8-13.9-15.6-28.1%
2020-5.30.4-16.816.613.5-2.3-5.33.03.0-5.022.922.246.8%
20194.810.93.7-59.1-3.7-5.75.30.5-7.9-9.412.5-1.5-56.2%
2018-0.9-8.5-4.26.88.82.5-2.1-0.16.9-4.3-0.1-13.7-10.8%
2017-9.4-0.3-0.0-2.1-3.9-1.2-4.2-4.57.93.8-2.31.2-15.0%
2016———3.95.04.3-6.0-0.2-0.7-2.09.83.918.5%

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 428.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.8% of variance. Idiosyncratic stock-specific factors contribute 30.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110393.320010369867
2016-05-0110908.240980972929
2016-06-0111382.151992014387
2016-07-0110699.108559017393
2016-08-0110676.164211308462
2016-09-0110599.512942939202
2016-10-0110390.502999708091
2016-11-0111403.585768788747
2016-12-0111846.59131503365
2017-01-0110730.095676296896
2017-02-0110693.53577705606
2017-03-0110690.75959263576
2017-04-0110470.910282293047
2017-05-0110060.524902986643
2017-06-019939.801706945154
2017-07-019521.557276154821
2017-08-019091.983563355183
2017-09-019806.197831718315
2017-10-0110181.717600805094
2017-11-019944.537550956251
2017-12-0110067.526603399601
2018-01-019974.565251561093
2018-02-019124.420012207045
2018-03-018742.919198744185
2018-04-019336.859359722053
2018-05-0110159.753082891559
2018-06-0110418.162778307385
2018-07-0110196.251742770182
2018-08-0110185.208244451203
2018-09-0110890.073303516567
2018-10-0110425.572741135093
2018-11-0110414.202632884313
2018-12-018984.957571328547
2019-01-019413.735172419423
2019-02-0110442.597283830155
2019-03-0110829.32385620181
2019-04-014429.6473557740455
2019-05-014266.342156264536
2019-06-014021.3849410243406
2019-07-014235.722553028184
2019-08-014256.135751635546
2019-09-013919.319337336915
2019-10-013551.8829304525534
2019-11-013996.8890248256316
2019-12-013935.6498183529284
2020-01-013727.4358933867275
2020-02-013743.7663744027404
2020-03-013115.0422712621707
2020-04-013633.5353355326183
2020-05-014123.450544711767
2020-06-014029.549986857658
2020-07-013817.253733649489
2020-08-013931.5671007615797
2020-09-014049.9631854650193
2020-10-013845.8319780901666
2020-11-014725.637372857954
2020-12-015776.913012968566
2021-01-015450.303392648307
2021-02-016328.067428620419
2021-03-015317.617796375149
2021-04-015195.139383429741
2021-05-015072.660581134955
2021-06-015021.6277792912415
2021-07-015827.945814812279
2021-08-015838.1526087906495
2021-09-015878.978616655993
2021-10-015715.673806495864
2021-11-014919.562175603815
2021-12-014154.070147948119
2022-01-013417.156364733101
2022-02-012163.7908760433097
2022-03-012531.226893578292
2022-04-012167.873398959968
2022-05-012474.0702100222466
2022-06-012143.3776774359485
2022-07-012388.3350873508334
2022-08-012800.680219691886
2022-09-012427.1201257698817
2022-10-012533.268252373966
2022-11-012884.373983567625
2022-12-012129.0885552156096
2023-01-012151.542917943955
2023-02-012022.9402339368355
2023-03-011961.700832789442
2023-04-011741.2391443985766
2023-05-011496.2817344836917
2023-06-011471.7860129596725
2023-07-011522.8188148033853
2023-08-011410.5466118122786
2023-09-01947.1687749648579
2023-10-01816.5248294994091
2023-11-01744.0582469878426
2023-12-011367.679050476572
2024-01-01826.7314288030896
2024-02-01824.6900700074156
2024-03-01839.9998716255915
2024-04-01614.4349322515584
2024-05-01643.0133226982535
2024-06-01478.6876871342692
2024-07-01534.8237399611502
2024-08-01505.22471878529035
2024-09-01246.9987687105588
2024-10-01296.8067747443364
2024-11-01230.2600062016765
2024-12-01222.5030228522031
2025-01-01167.79585791301986
2025-02-01186.16766122320257
2025-03-01159.22233591214405
2025-04-01165.34627846031705
2025-05-01167.38758858731867
2025-06-0167.4653654001115
2025-07-0173.07897433295003
2025-08-0131.395378832816775
2025-09-0120.20898942060586
2025-10-0120.20898942060586
2025-11-0120.20898942060586
2025-12-0120.20898942060586
2026-01-0123884.861833792285
2026-02-0125867.506598541277
2026-03-0130750.32507894774
2026-04-0126292.09950988097
Annual Return Matrix
YearAnnual Return
2017-0.15017524149553196
2018-0.1075307843443386
2019-0.5619734665290146
20200.46784223180359286
2021-0.2809186950499921
2022-0.48746928208054896
2023-0.3576222806110245
2024-0.8373134232225965
2025-0.9091743152000699
20261300.01010805976
Total Factor Risk
4.2813041671136505
VTI.US Exposure
0.3884457874221615
VEA.US Exposure
0.04027386929754709
VWO.US Exposure
0.0017570909213120546
QQQ.US Exposure
0.04127304912744088
VTV.US Exposure
0.04535625965999372
IJR.US Exposure
0.020084620921018943
QUAL.US Exposure
0.007088006052622282
SHV.US Exposure
0.012331334353112256
TLT.US Exposure
0.0018268384342964615
LQD.US Exposure
0.0012841957679224987
HYG.US Exposure
0.012011707601799574
GLD.US Exposure
0.0015094836169534064
USO.US Exposure
0.0032167263438302634
VNQ.US Exposure
0.023938867250431903
BTC-USD.CC Exposure
0.0034692692759700603
CPER.US Exposure
0.0014750104436085307
VIX.INDX Exposure
0.006870222194823493
UUP.US Exposure
0.05772140527882488
TIP.US Exposure
0.0298969950777253
Idiosyncratic Exposure
0.3001692609586048
Value Score
40.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
428.1%

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 →2.86%
Market Cap$578.0B
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
$178
Avg Yield on Cost
1.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$177.811.78%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 →
-2.8%
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 →
+147.9%
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 →
15.5% 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 Corporation a high-risk investment?

Exxon Mobil Corporation (XONA.XETRA) has an annualized volatility of 428.1% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of XONA.XETRA?

Over the past 10 years, XONA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 20% 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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