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BP vs. CVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BPCVI
YTD Return7.13%16.84%
1Y Return4.94%24.43%
3Y Return (Ann)19.44%36.37%
5Y Return (Ann)2.42%7.07%
10Y Return (Ann)3.35%7.91%
Sharpe Ratio0.290.75
Daily Std Dev22.18%38.20%
Max Drawdown-69.44%-92.39%
Current Drawdown-5.90%-5.19%

Fundamentals


BPCVI
Market Cap$107.46B$3.66B
EPS$5.15$7.65
PE Ratio7.344.76
PEG Ratio13.74-2.16
Revenue (TTM)$208.35B$9.25B
Gross Profit (TTM)$70.17B$1.42B
EBITDA (TTM)$44.16B$1.42B

Correlation

0.47
-1.001.00

The correlation between BP and CVI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BP vs. CVI - Performance Comparison

In the year-to-date period, BP achieves a 7.13% return, which is significantly lower than CVI's 16.84% return. Over the past 10 years, BP has underperformed CVI with an annualized return of 3.35%, while CVI has yielded a comparatively higher 7.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
19.42%
471.61%
BP
CVI

Compare stocks, funds, or ETFs


BP p.l.c.

CVR Energy, Inc.

Risk-Adjusted Performance

BP vs. CVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) and CVR Energy, Inc. (CVI). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BP
BP p.l.c.
0.29
CVI
CVR Energy, Inc.
0.75

BP vs. CVI - Sharpe Ratio Comparison

The current BP Sharpe Ratio is 0.29, which is lower than the CVI Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of BP and CVI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.29
0.75
BP
CVI

Dividends

BP vs. CVI - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 4.55%, less than CVI's 12.91% yield.


TTM20232022202120202019201820172016201520142013
BP
BP p.l.c.
4.55%4.71%3.94%4.83%9.21%6.52%6.41%5.71%6.42%7.67%6.14%4.50%
CVI
CVR Energy, Inc.
12.91%14.85%15.32%14.28%8.05%7.54%7.25%5.37%7.88%5.08%12.92%32.81%

Drawdowns

BP vs. CVI - Drawdown Comparison

The maximum BP drawdown since its inception was -69.44%, smaller than the maximum CVI drawdown of -92.39%. The drawdown chart below compares losses from any high point along the way for BP and CVI


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.90%
-5.19%
BP
CVI

Volatility

BP vs. CVI - Volatility Comparison

The current volatility for BP p.l.c. (BP) is 4.12%, while CVR Energy, Inc. (CVI) has a volatility of 11.90%. This indicates that BP experiences smaller price fluctuations and is considered to be less risky than CVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
4.12%
11.90%
BP
CVI