EQNR vs XLE: returns, Sharpe ratio and drawdown

Over the past year, EQNR returned +102.76% against +57.07% for XLE. Over five years, XLE averaged +19.02% a year, compared with +13.15% for EQNR. XLE had the higher Sharpe ratio over the past year (1.98 vs 1.91), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.59% for XLE and -26.82% for EQNR.