Crude Oil Brent (BZ=F)

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Crude Oil Brent (BZ=F) is up 57.4% since the beginning of the year. BZ=F is currently trading at $96 per share. Investors who bought $1,000 worth of BZ=F shares 5 years ago would now be looking at an investment worth $1,343.

Crude Oil Brent (BZ=F) has returned 57.40% so far this year and 48.20% over the past 12 months. Over the last ten years, BZ=F has returned 6.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Jun 27, 1988, BZ=F's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was Mar 2026 with a return of +63.3%, while the worst month was Mar 2020 at -55.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BZ=F closed higher 52% of trading days. The best single day was Apr 2, 2020 with a return of +21.0%, while the worst single day was Jan 17, 1991 at -34.8%.

Crude Oil Brent has an annualized alpha of 10.60%, beta of 0.28, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 28, 1988.

• This asset participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (38.05%) than losses (31.30%) - typical of diversified or defensive assets.
• Beta of 0.28 may look defensive, but with R2 of 0.02 this asset is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this asset's risk.
• R2 of 0.02 means this asset moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

BZ=F ranks 31 for risk / return — below 31% of futures on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and compare them to S&P 500 Index.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Crude Oil Brent. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Crude Oil Brent was 86.77%, occurring on Apr 21, 2020. The portfolio has not yet recovered.

The current Crude Oil Brent drawdown is 34.43%.

The chart below shows the rolling one-month volatility.