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Calfrac Well Services Ltd. (CFW.TO)

Equity · Currency in CAD · Last updated Aug 3, 2022

Company Info

ISINCA1295844056
CUSIP129584405
SectorEnergy
IndustryOil & Gas Equipment & Services

CFW.TOShare Price Chart


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CFW.TOPerformance

The chart shows the growth of CA$10,000 invested in Calfrac Well Services Ltd. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly CA$103 for a total return of roughly -98.97%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-16.26%
-9.59%
CFW.TO (Calfrac Well Services Ltd.)
Benchmark (^GSPC)

CFW.TOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.75%8.93%
6M-17.09%-10.96%
YTD9.76%-15.60%
1Y27.35%-8.84%
5Y-51.45%7.61%
10Y-37.81%9.58%

CFW.TOMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202229.29%-7.73%-10.58%12.50%-6.94%3.20%-2.89%-1.91%
2021-3.05%5.76%-3.47%-12.31%-2.63%21.62%-10.62%-12.43%10.41%79.14%-22.65%-13.40%
2020-22.40%-27.84%-65.71%-8.33%-6.82%-12.20%-22.22%7.14%3.33%16.13%61.11%-72.83%
201915.16%21.71%-2.05%-6.57%-31.63%-2.80%-14.42%-11.80%0.00%-28.66%-26.79%52.44%
201815.55%-8.83%-6.51%13.75%3.43%-19.48%-11.11%2.82%-15.10%4.39%-40.93%-8.61%
2017-11.13%-12.06%-4.84%-1.98%-4.90%-23.94%34.66%9.17%37.40%2.56%18.27%-2.76%
2016-36.68%-17.24%13.33%37.50%20.86%71.68%-23.45%-4.04%3.16%-6.46%20.36%43.81%
2015-18.48%4.66%-0.97%20.38%-13.15%-10.89%-22.70%-22.82%-32.39%-25.34%-13.42%15.34%
2014-3.81%20.36%-1.29%7.87%-2.19%8.17%4.51%-1.63%-14.65%-22.32%-9.63%-16.89%
20132.36%-4.84%12.90%-6.23%8.64%9.91%12.34%-3.55%-3.91%3.83%-2.83%-1.04%
2012-8.67%24.63%-13.70%-2.87%-15.46%1.71%3.99%1.48%-1.62%-3.17%1.27%10.21%
2011-0.70%2.21%-10.07%7.10%2.72%-7.36%14.29%-5.26%-28.81%26.17%-10.49%3.04%
20108.77%4.47%-11.11%1.93%-8.88%-0.47%21.23%0.21%7.87%0.08%21.49%10.16%

CFW.TOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Calfrac Well Services Ltd. Sharpe ratio is 0.45. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.45
-0.44
CFW.TO (Calfrac Well Services Ltd.)
Benchmark (^GSPC)

CFW.TODividend History

Calfrac Well Services Ltd. granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.00 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendCA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$11.00CA$25.00CA$25.00CA$27.50CA$1.88CA$3.13

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%9.61%5.17%3.45%4.86%0.30%0.42%

CFW.TODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-99.55%
-16.07%
CFW.TO (Calfrac Well Services Ltd.)
Benchmark (^GSPC)

CFW.TOWorst Drawdowns

The table below shows the maximum drawdowns of the Calfrac Well Services Ltd.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Calfrac Well Services Ltd. is 99.72%, recorded on Aug 19, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.72%Jul 24, 20141775Aug 19, 2021
-45.06%Jul 25, 2011245Jul 13, 2012288Sep 6, 2013533
-35.38%Mar 8, 201053May 20, 201099Oct 13, 2010152
-18.58%Dec 14, 201060Mar 11, 201188Jul 18, 2011148
-17.71%Sep 10, 2013101Feb 3, 201418Feb 28, 2014119
-7.73%Feb 12, 20108Feb 24, 20105Mar 3, 201013
-6.34%May 8, 20147May 16, 201415Jun 9, 201422
-5.57%Mar 5, 20149Mar 17, 201423Apr 17, 201432
-5.11%Jan 11, 20109Jan 21, 20102Jan 25, 201011
-4.84%Jul 7, 20147Jul 15, 20146Jul 23, 201413

CFW.TOVolatility Chart

Current Calfrac Well Services Ltd. volatility is 62.17%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%MarchAprilMayJuneJulyAugust
62.17%
20.46%
CFW.TO (Calfrac Well Services Ltd.)
Benchmark (^GSPC)