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AR vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AR and CL=F is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

AR vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antero Resources Corporation (AR) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-29.45%
-38.68%
AR
CL=F

Key characteristics

Sharpe Ratio

AR:

0.31

CL=F:

-0.67

Sortino Ratio

AR:

0.71

CL=F:

-0.79

Omega Ratio

AR:

1.10

CL=F:

0.91

Calmar Ratio

AR:

0.23

CL=F:

-0.34

Martin Ratio

AR:

0.93

CL=F:

-1.35

Ulcer Index

AR:

14.99%

CL=F:

15.00%

Daily Std Dev

AR:

45.00%

CL=F:

29.23%

Max Drawdown

AR:

-98.97%

CL=F:

-93.11%

Current Drawdown

AR:

-45.57%

CL=F:

-56.52%

Returns By Period

In the year-to-date period, AR achieves a 0.80% return, which is significantly higher than CL=F's -11.34% return. Over the past 10 years, AR has underperformed CL=F with an annualized return of -1.35%, while CL=F has yielded a comparatively higher 0.90% annualized return.


AR

YTD

0.80%

1M

-13.77%

6M

27.36%

1Y

5.81%

5Y*

73.69%

10Y*

-1.35%

CL=F

YTD

-11.34%

1M

-9.30%

6M

-11.99%

1Y

-24.41%

5Y*

32.50%

10Y*

0.90%

*Annualized

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Risk-Adjusted Performance

AR vs. CL=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AR
The Risk-Adjusted Performance Rank of AR is 6161
Overall Rank
The Sharpe Ratio Rank of AR is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AR is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AR is 6464
Calmar Ratio Rank
The Martin Ratio Rank of AR is 6464
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 88
Overall Rank
The Sharpe Ratio Rank of CL=F is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 99
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 99
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 88
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AR vs. CL=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Antero Resources Corporation (AR) and Crude Oil WTI (CL=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for AR, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
AR: 0.07
CL=F: -0.67
The chart of Sortino ratio for AR, currently valued at 0.39, compared to the broader market-6.00-4.00-2.000.002.004.00
AR: 0.39
CL=F: -0.79
The chart of Omega ratio for AR, currently valued at 1.06, compared to the broader market0.501.001.502.00
AR: 1.06
CL=F: 0.91
The chart of Calmar ratio for AR, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
AR: 0.05
CL=F: -0.39
The chart of Martin ratio for AR, currently valued at 0.21, compared to the broader market-5.000.005.0010.0015.0020.00
AR: 0.21
CL=F: -1.35

The current AR Sharpe Ratio is 0.31, which is higher than the CL=F Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of AR and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.07
-0.67
AR
CL=F

Drawdowns

AR vs. CL=F - Drawdown Comparison

The maximum AR drawdown since its inception was -98.97%, which is greater than CL=F's maximum drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for AR and CL=F. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-45.57%
-48.93%
AR
CL=F

Volatility

AR vs. CL=F - Volatility Comparison

Antero Resources Corporation (AR) has a higher volatility of 24.71% compared to Crude Oil WTI (CL=F) at 14.26%. This indicates that AR's price experiences larger fluctuations and is considered to be riskier than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.71%
14.26%
AR
CL=F