VLO vs XLE: returns, Sharpe ratio and drawdown

Over the past year, VLO returned +173.93% against +48.68% for XLE. Over five years, VLO averaged +41.48% a year, compared with +17.93% for XLE. VLO had the higher Sharpe ratio over the past year (2.80 vs 1.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.67% for VLO and -15.59% for XLE.