BPT vs. CL=F

In the year-to-date period, BPT achieves a -0.75% return, which is significantly higher than CL=F's -18.86% return. Over the past 10 years, BPT has underperformed CL=F with an annualized return of -31.26%, while CL=F has yielded a comparatively higher 1.00% annualized return.

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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.

The current BPT Sharpe Ratio is -0.96, which is comparable to the CL=F Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of BPT and CL=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.

The maximum BPT drawdown since its inception was -98.64%, 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 BPT and CL=F. For additional features, visit the drawdowns tool.

BP Prudhoe Bay Royalty Trust (BPT) and Crude Oil WTI (CL=F) have volatilities of 11.54% and 11.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.