Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
As of today (2026-06-26), Imperial Oil's Volatility is 35.23%.
Imperial Oil (TSX:IMO) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Imperial Oil Volatility Related Terms
TSX:IMO vs XOM, CVX: Volatility Comparison
For the Oil & Gas Integrated subindustry, Imperial Oil's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Imperial Oil Volatility vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, Imperial Oil's Volatility distribution charts can be found below:
* The bar in red indicates where Imperial Oil's Volatility falls into.
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Imperial Oil (TSX:IMO) has a Volatility of 35.23% as of Jun. 26, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Imperial Oil and its competitors.
Is Imperial Oil's Volatility too high?
Imperial Oil's current Volatility is 35.23%. Overall, Imperial Oil has a GF Score™ of 80/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Imperial Oil's Volatility compare to XOM and CVX?
Imperial Oil's Volatility of 35.23% can be compared against companies in the Oil & Gas industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for an Oil & Gas company?
A good Volatility depends on the Oil & Gas industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Imperial Oil and its competitors. Imperial Oil's current Volatility is 35.23%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Imperial Oil stock overvalued right now?
Based on GuruFocus' analysis, Imperial Oil (TSX:IMO) is currently considered Significantly Overvalued. The stock's GF Value™ is C$113.41, compared to a current price of C$160.92 — trading 41.9% above its estimated fair value. The current Volatility is 35.23%. Imperial Oil's overall GF Score™ is 80/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Imperial Oil (TSX:IMO), the current Volatility is 35.23% as of Jun. 26, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Imperial Oil (TSX:IMO) Overvalued in 2026?
Based on GuruFocus' analysis, Imperial Oil stock appears to be overvalued.
The current stock price of C$160.92 is trading 41.9% above its estimated GF Value™ of C$113.41.
GuruFocus considers Imperial Oil to be Significantly Overvalued.
Key valuation signals for TSX:IMO:
Volatility: 35.23%
GF Value™: C$113.41 vs. price of C$160.92 (41.9% above fair value)
No single metric tells the full story. See the TSX:IMO stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Imperial Oil Ltd is an integrated oil company active in all phases of the petroleum industry in Canada, including the exploration for, and production and sale of, crude oil, natural gas, petroleum products, and petrochemicals. It also pursues lower-emission business opportunities, including carbon capture and storage, hydrogen, lower-emission fuels, and lithium. The company's reportable segments are Upstream, Downstream, and Chemical. Maximum revenue for the company is generated from its Downstream segment, which refines crude oil into petroleum products and distributes and market these products. The Upstream segment explores and produces crude oil, its equivalents, and natural gas, and the Chemical segment manufactures and markets hydrocarbon-based chemicals and chemical products.
80GF Score
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