IYE vs XOP: returns, Sharpe ratio and drawdown

Over the past year, XOP returned +59.96% against +55.38% for IYE. Over five years, IYE averaged +18.05% a year, compared with +13.60% for XOP. IYE had the higher Sharpe ratio over the past year (1.96 vs 1.64), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.97% for IYE and -18.68% for XOP.