Crude Oil WTI (CL=F)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Crude Oil WTI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Crude Oil WTI (CL=F) returned -19.69% year-to-date (YTD) and -27.00% over the past 12 months. Over the past 10 years, CL=F returned -0.33% annually, underperforming the S&P 500 benchmark at 10.35%.
CL=F
-19.69%
-7.69%
-19.94%
-27.00%
16.58%
-0.33%
^GSPC (Benchmark)
-3.93%
11.36%
-1.09%
10.19%
14.74%
10.35%
Monthly Returns
The table below presents the monthly returns of CL=F, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.80% | -3.82% | 2.47% | -18.56% | -1.70% | -19.69% | |||||||
| 2024 | 5.86% | 3.18% | 6.27% | -1.49% | -6.03% | 5.91% | -4.45% | -5.60% | -7.86% | 2.20% | -1.82% | 4.78% | -0.56% |
| 2023 | -1.73% | -2.31% | -1.79% | 1.47% | -11.32% | 3.75% | 15.80% | 2.24% | 8.56% | -10.76% | -6.25% | -5.67% | -10.73% |
| 2022 | 17.21% | 8.59% | 4.76% | 4.40% | 9.53% | -7.77% | -11.22% | -4.62% | -11.23% | 8.86% | -6.91% | -0.36% | 6.71% |
| 2021 | 7.58% | 17.82% | -3.80% | 7.47% | 6.51% | 8.49% | 0.65% | -7.37% | 9.53% | 12.02% | -21.26% | 13.64% | 55.01% |
| 2020 | -15.56% | -13.19% | -54.24% | -8.01% | 88.11% | 10.81% | 2.55% | 5.81% | -5.61% | -11.01% | 26.68% | 7.01% | -20.54% |
| 2019 | 18.45% | 6.38% | 7.64% | 3.77% | -16.29% | 10.45% | -0.86% | -5.94% | -1.87% | 0.20% | 1.83% | 10.68% | 34.46% |
| 2018 | 7.13% | -4.77% | 5.35% | 5.59% | -2.23% | 10.61% | -7.27% | 1.51% | 7.88% | -13.27% | -22.02% | -10.84% | -24.84% |
| 2017 | -1.69% | 2.27% | -6.31% | -3.48% | -1.06% | -4.72% | 8.97% | -5.86% | 9.40% | 5.24% | 5.55% | 5.26% | 12.47% |
| 2016 | -9.23% | 0.39% | 13.60% | 19.77% | 6.93% | -1.57% | -17.11% | 11.58% | 7.92% | -2.86% | 5.51% | 8.66% | 45.03% |
| 2015 | -9.44% | 3.15% | -4.34% | 25.27% | 0.96% | -1.21% | -20.77% | 4.41% | -8.35% | 3.33% | -10.60% | -11.07% | -30.47% |
| 2014 | -0.94% | 5.23% | -0.98% | -1.81% | 2.98% | 2.59% | -6.83% | -2.25% | -5.00% | -11.65% | -17.87% | -19.47% | -45.87% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CL=F is 13, meaning it’s performing worse than 87% of other futures on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Crude Oil WTI (CL=F) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Crude Oil WTI. 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 WTI was 93.11%, occurring on Apr 20, 2020. The portfolio has not yet recovered.
The current Crude Oil WTI drawdown is 60.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.11% | Jul 6, 2008 | 3374 | Apr 20, 2020 | — | — | — |
| -73.48% | Oct 12, 1990 | 2050 | Dec 10, 1998 | 1498 | May 12, 2004 | 3548 |
| -37.93% | Apr 24, 1989 | 293 | Jun 20, 1990 | 32 | Aug 6, 1990 | 325 |
| -34.47% | Jul 16, 2006 | 149 | Jan 18, 2007 | 156 | Jul 31, 2007 | 305 |
| -26.21% | Oct 27, 2004 | 33 | Dec 10, 2004 | 68 | Mar 16, 2005 | 101 |
Volatility
Volatility Chart
The current Crude Oil WTI volatility is 13.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.