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BP vs. BZ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BP and BZ=F is 0.13, 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: 0.1

Performance

BP vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. (BP) and Crude Oil Brent (BZ=F). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
527.73%
66.55%
BP
BZ=F

Key characteristics

Sharpe Ratio

BP:

-0.77

BZ=F:

-0.61

Sortino Ratio

BP:

-0.91

BZ=F:

-0.69

Omega Ratio

BP:

0.87

BZ=F:

0.91

Calmar Ratio

BP:

-0.70

BZ=F:

-0.29

Martin Ratio

BP:

-1.32

BZ=F:

-1.10

Ulcer Index

BP:

16.22%

BZ=F:

14.81%

Daily Std Dev

BP:

27.96%

BZ=F:

26.26%

Max Drawdown

BP:

-69.44%

BZ=F:

-86.77%

Current Drawdown

BP:

-22.46%

BZ=F:

-54.22%

Returns By Period

In the year-to-date period, BP achieves a 0.14% return, which is significantly higher than BZ=F's -10.41% return. Over the past 10 years, BP has outperformed BZ=F with an annualized return of 1.87%, while BZ=F has yielded a comparatively lower 0.15% annualized return.


BP

YTD

0.14%

1M

-15.17%

6M

-4.58%

1Y

-21.80%

5Y*

9.41%

10Y*

1.87%

BZ=F

YTD

-10.41%

1M

-9.67%

6M

-11.58%

1Y

-25.28%

5Y*

25.58%

10Y*

0.15%

*Annualized

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Risk-Adjusted Performance

BP vs. BZ=F — Risk-Adjusted Performance Rank

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

BP
The Risk-Adjusted Performance Rank of BP is 1313
Overall Rank
The Sharpe Ratio Rank of BP is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of BP is 1515
Sortino Ratio Rank
The Omega Ratio Rank of BP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BP is 99
Calmar Ratio Rank
The Martin Ratio Rank of BP is 1515
Martin Ratio Rank

BZ=F
The Risk-Adjusted Performance Rank of BZ=F is 1717
Overall Rank
The Sharpe Ratio Rank of BZ=F is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BZ=F is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BZ=F is 1515
Omega Ratio Rank
The Calmar Ratio Rank of BZ=F is 1717
Calmar Ratio Rank
The Martin Ratio Rank of BZ=F is 2323
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.

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.


The chart of Sharpe ratio for BP, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.00
BP: -0.50
BZ=F: -0.61
The chart of Sortino ratio for BP, currently valued at -0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
BP: -0.51
BZ=F: -0.69
The chart of Omega ratio for BP, currently valued at 0.92, compared to the broader market0.501.001.502.00
BP: 0.92
BZ=F: 0.91
The chart of Calmar ratio for BP, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00
BP: -0.44
BZ=F: -0.29
The chart of Martin ratio for BP, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.00
BP: -1.03
BZ=F: -1.10

The current BP Sharpe Ratio is -0.77, which is comparable to the BZ=F Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of BP and BZ=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-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.50
-0.61
BP
BZ=F

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-22.46%
-54.22%
BP
BZ=F

Volatility

BP vs. BZ=F - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 17.36% compared to Crude Oil Brent (BZ=F) at 12.98%. This indicates that BP's price experiences larger fluctuations and is considered to be riskier than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.36%
12.98%
BP
BZ=F