RRC vs XLE: returns, Sharpe ratio and drawdown

Over the past year, XLE returned +57.07% against +16.43% for RRC. Over five years, XLE averaged +19.02% a year, compared with +13.23% for RRC. XLE had the higher Sharpe ratio over the past year (1.98 vs 0.50), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.59% for XLE and -25.52% for RRC.