AR vs. CL=F
Compare and contrast key facts about Antero Resources Corporation (AR) and Crude Oil WTI (CL=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AR or CL=F.
Key characteristics
| AR | CL=F | |
|---|---|---|
| YTD Return | 43.96% | 10.57% |
| 1Y Return | 58.73% | 15.48% |
| 3Y Return (Ann) | 49.49% | 6.15% |
| 5Y Return (Ann) | 35.48% | 4.40% |
| 10Y Return (Ann) | -6.59% | -1.98% |
| Sharpe Ratio | 1.33 | 0.45 |
| Daily Std Dev | 41.07% | 28.05% |
| Max Drawdown | -98.97% | -93.11% |
| Current Drawdown | -49.70% | -45.47% |
Correlation
The correlation between AR and CL=F is 0.32, 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.
Performance
AR vs. CL=F - Performance Comparison
In the year-to-date period, AR achieves a 43.96% return, which is significantly higher than CL=F's 10.57% return. Over the past 10 years, AR has underperformed CL=F with an annualized return of -6.59%, while CL=F has yielded a comparatively higher -1.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
AR vs. CL=F - Volatility Comparison
Antero Resources Corporation (AR) has a higher volatility of 9.60% compared to Crude Oil WTI (CL=F) at 5.98%. 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.