BP vs. BZ=F
Compare and contrast key facts about BP p.l.c. (BP) and Crude Oil Brent (BZ=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BP or BZ=F.
Performance
BP vs. BZ=F - Performance Comparison
Returns By Period
In the year-to-date period, BP achieves a -13.58% return, which is significantly lower than BZ=F's -8.01% return. Over the past 10 years, BP has outperformed BZ=F with an annualized return of 2.24%, while BZ=F has yielded a comparatively lower -1.08% annualized return.
BP
-13.58%
-6.01%
-20.31%
-14.09%
-0.39%
2.24%
BZ=F
-8.01%
-2.49%
-15.61%
-12.08%
2.92%
-1.08%
Key characteristics
| BP | BZ=F | |
|---|---|---|
| Sharpe Ratio | -0.67 | -0.35 |
| Sortino Ratio | -0.80 | -0.33 |
| Omega Ratio | 0.90 | 0.96 |
| Calmar Ratio | -0.54 | -0.16 |
| Martin Ratio | -1.32 | -0.73 |
| Ulcer Index | 10.66% | 11.79% |
| Daily Std Dev | 20.90% | 25.19% |
| Max Drawdown | -69.44% | -86.77% |
| Current Drawdown | -24.09% | -51.49% |
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Correlation
The correlation between BP and BZ=F is 0.35, 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.
Risk-Adjusted Performance
BP vs. BZ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) and Crude Oil Brent (BZ=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
BP vs. BZ=F - Drawdown Comparison
The maximum BP drawdown since its inception was -69.44%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for BP and BZ=F. For additional features, visit the drawdowns tool.
Volatility
BP vs. BZ=F - Volatility Comparison
The current volatility for BP p.l.c. (BP) is 7.97%, while Crude Oil Brent (BZ=F) has a volatility of 8.58%. This indicates that BP experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.