DVN vs OKE: returns, Sharpe ratio and drawdown

Over the past year, DVN returned +42.42% against +26.72% for OKE. Over five years, OKE averaged +6.77% a year, compared with +4.07% for DVN. DVN had the higher Sharpe ratio over the past year (1.07 vs 0.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.55% for OKE and -22.70% for DVN.