Occidental Petroleum (OXY): analysis and statistics
Return, volatility, Sharpe ratio and risk for Occidental Petroleum, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $61.46 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | -0.86% |
| Total return over period | -2.54% |
| Annualized volatility | 31.57% |
| Period volatility | 54.50% |
| Sharpe ratio | -0.15 |
| Sortino ratio | -0.21 |
| Max drawdown | -46.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.62% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $35.18 – $66.31 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Occidental Petroleum (OXY) has posted an annualized return of -0.86% with annual volatility of 31.57%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -46.94%. Its correlation with the S&P 500 is 0.22, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how OXY would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Occidental Petroleum (OXY) is of the S&P 500.
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