BPT vs. CL=F

Last updated Jun 5, 2026

BPT (BP Prudhoe Bay Royalty Trust) is a stock, while CL=F (Crude Oil WTI) is an asset.

Performance

BPT vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP Prudhoe Bay Royalty Trust (BPT) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BPT

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CL=F

• 1D: -3.24%
• 1M: -9.15%
• YTD: 61.81%
• 6M: 55.71%
• 1Y: 47.83%
• 3Y*: 8.74%
• 5Y*: 6.01%
• 10Y*: 6.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BPT vs. CL=F - Yearly Performance Comparison

	2026 (YTD)
BPT BP Prudhoe Bay Royalty Trust	0.00%
CL=F Crude Oil WTI	46.20%

Return for Risk

BPT vs. CL=F — Risk / Return Rank

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

CL=F

CL=F Risk / Return Rank: 24
CL=F Sharpe Ratio Rank: 21
CL=F Sortino Ratio Rank: 29
CL=F Omega Ratio Rank: 21
CL=F Calmar Ratio Rank: 27
CL=F Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPT vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BP Prudhoe Bay Royalty Trust (BPT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BPT	CL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.86	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.06	—

Drawdowns

BPT vs. CL=F - Drawdown Comparison

The maximum BPT drawdown since its inception was 0.00%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for BPT and CL=F.

Drawdown Indicators

	BPT	CL=F	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-92.04%	+92.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-39.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-53.86%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-84.82%	—
Current Drawdown Current decline from peak	0.00%	-36.05%	+36.05%
Average Drawdown Average peak-to-trough decline	0.00%	-40.80%	+40.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.32%	—

Volatility

Volatility by Period

	BPT	CL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	49.35%	-49.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	38.92%	-38.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	49.55%	-49.55%