BZ=F vs. BP

In the year-to-date period, BZ=F achieves a -13.42% return, which is significantly lower than BP's 3.29% return. Over the past 10 years, BZ=F has underperformed BP with an annualized return of -0.25%, while BP has yielded a comparatively higher 2.33% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and BP p.l.c. (BP). 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 BZ=F Sharpe Ratio is -0.75, which is lower than the BP Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of BZ=F and BP, 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 BZ=F drawdown since its inception was -86.77%, which is greater than BP's maximum drawdown of -69.44%. Use the drawdown chart below to compare losses from any high point for BZ=F and BP. For additional features, visit the drawdowns tool.

Crude Oil Brent (BZ=F) has a higher volatility of 9.90% compared to BP p.l.c. (BP) at 9.22%. This indicates that BZ=F's price experiences larger fluctuations and is considered to be riskier than BP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.