Crude Oil WTI (CL=F)
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Crude Oil WTI (CL=F) returned -13.85% year-to-date (YTD) and -20.52% over the past 12 months. Over the past 10 years, CL=F returned 0.18% annually, underperforming the S&P 500 benchmark at 10.68%.
CL=F
-13.85%
-2.60%
-10.50%
-20.52%
-18.22%
13.06%
0.18%
^GSPC (Benchmark)
-1.34%
5.02%
-3.08%
9.39%
13.76%
14.45%
10.68%
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% | 5.45% | -13.85% | |||||||
| 2024 | 5.39% | 2.30% | 6.42% | -1.38% | -5.60% | 5.10% | -4.71% | -5.45% | -6.72% | 1.53% | -1.58% | 5.21% | -0.82% |
| 2023 | -1.59% | -2.50% | -1.80% | 1.07% | -10.93% | 3.72% | 14.89% | 2.02% | 7.04% | -9.35% | -5.53% | -5.54% | -10.70% |
| 2022 | 15.50% | 8.10% | 5.37% | 4.49% | 8.71% | -7.87% | -6.16% | -7.98% | -11.58% | 8.49% | -5.55% | -0.26% | 7.44% |
| 2021 | 7.09% | 17.57% | -3.35% | 7.27% | 5.48% | 8.68% | 0.63% | -6.79% | 9.43% | 9.48% | -19.48% | 13.71% | 53.98% |
| 2020 | -14.96% | -13.04% | -45.46% | -10.85% | 64.03% | 9.77% | 3.13% | 5.74% | -5.66% | -10.67% | 25.89% | 6.86% | -19.98% |
| 2019 | 18.20% | 6.61% | 4.63% | 6.14% | -16.16% | 9.10% | 0.19% | -6.38% | -1.66% | 0.50% | 1.64% | 10.21% | 32.92% |
| 2018 | 6.82% | -4.79% | 5.53% | 5.56% | -2.29% | 8.29% | -6.67% | 2.57% | 5.32% | -10.43% | -21.93% | -10.51% | -24.35% |
| 2017 | -1.69% | 2.27% | -6.31% | -1.94% | -2.14% | -4.67% | 8.58% | -6.03% | 9.99% | 5.08% | 5.24% | 5.20% | 12.51% |
| 2016 | -9.23% | 0.39% | 13.60% | 19.77% | 6.93% | -1.57% | -13.93% | 7.45% | 7.92% | -2.86% | 5.51% | 8.66% | 45.03% |
| 2015 | -9.44% | 3.15% | -4.34% | 25.27% | 1.12% | -1.38% | -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.
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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.
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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 92.04%, occurring on Apr 21, 2020. The portfolio has not yet recovered.
The current Crude Oil WTI drawdown is 57.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -92.04% | Jul 6, 2008 | 3202 | Apr 21, 2020 | — | — | — |
| -73.48% | Oct 12, 1990 | 2051 | Dec 10, 1998 | 1498 | May 12, 2004 | 3549 |
| -67.64% | Aug 4, 1983 | 664 | Mar 31, 1986 | 1124 | Sep 17, 1990 | 1788 |
| -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 chart below shows the rolling one-month volatility.
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