# XOM Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: a76f6f064716eeee19352a80291b2f6a779d840acfc32ea8bb048c365d8d3558.

## Return & risk

For XOM over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 14.21%, annualized volatility 23.19%, and maximum drawdown -20.11%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.38% for 95% VaR and -3.41% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.45, Sortino 0.62, and Calmar 0.61 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.25 and alpha 6.34%. Up capture is 0.14 and down capture is -0.01.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, XOM's latest reported revenue is 332,238,000,000, net margin is 8.68%, and return on equity is 11.12%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 14.21% | 3y | 2026-06-30 |
| Annualized volatility | 23.19% | 3y | 2026-06-30 |
| Maximum drawdown | -20.11% | 3y | 2026-06-30 |
| 95% daily VaR | -2.38% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.41% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.45 | 3y | 2026-06-30 |
| Sortino ratio | 0.62 | 3y | 2026-06-30 |
| Calmar ratio | 0.61 | 3y | 2026-06-30 |
| Beta vs SPY | 0.25 | 3y | 2026-06-30 |
| Alpha vs SPY | 6.34% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.14 | 3y | 2026-06-30 |
| Down capture vs SPY | -0.01 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 332,238,000,000 | 2025-12-31 | 0000034088-26-000045 |
| Net margin | 8.68% | 2025-12-31 | 0000034088-26-000045 |
| Return on equity | 11.12% | 2025-12-31 | 0000034088-26-000045 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf XOM --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: a76f6f064716eeee19352a80291b2f6a779d840acfc32ea8bb048c365d8d3558.