BZ=F vs. BP
Compare and contrast key facts about Crude Oil Brent (BZ=F) and BP p.l.c. (BP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BZ=F or BP.
Performance
BZ=F vs. BP - Performance Comparison
Returns By Period
In the year-to-date period, BZ=F achieves a -4.79% return, which is significantly higher than BP's -12.27% return. Over the past 10 years, BZ=F has underperformed BP with an annualized return of -0.88%, while BP has yielded a comparatively higher 2.24% annualized return.
BZ=F
-4.79%
0.92%
-12.38%
-9.27%
3.12%
-0.88%
BP
-12.27%
-4.58%
-18.60%
-12.78%
-0.01%
2.24%
Key characteristics
| BZ=F | BP | |
|---|---|---|
| Sharpe Ratio | -0.18 | -0.54 |
| Sortino Ratio | -0.08 | -0.61 |
| Omega Ratio | 0.99 | 0.92 |
| Calmar Ratio | -0.09 | -0.43 |
| Martin Ratio | -0.38 | -1.05 |
| Ulcer Index | 11.84% | 10.75% |
| Daily Std Dev | 25.38% | 20.87% |
| Max Drawdown | -86.77% | -69.44% |
| Current Drawdown | -49.79% | -22.93% |
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Correlation
The correlation between BZ=F and BP is 0.35, 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.
Risk-Adjusted Performance
BZ=F vs. BP - Risk-Adjusted Performance Comparison
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.
Drawdowns
BZ=F vs. BP - Drawdown Comparison
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.
Volatility
BZ=F vs. BP - Volatility Comparison
Crude Oil Brent (BZ=F) has a higher volatility of 9.23% compared to BP p.l.c. (BP) at 8.15%. 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.