BZ=F vs. CL=F

The year-to-date returns for both stocks are quite close, with BZ=F having a -12.58% return and CL=F slightly lower at -12.65%. Over the past 10 years, BZ=F has underperformed CL=F with an annualized return of -0.23%, while CL=F has yielded a comparatively higher 0.40% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) 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 BZ=F Sharpe Ratio is -0.72, which is comparable to the CL=F Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of BZ=F 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 BZ=F drawdown since its inception was -86.77%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for BZ=F and CL=F. For additional features, visit the drawdowns tool.

The current volatility for Crude Oil Brent (BZ=F) is 10.01%, while Crude Oil WTI (CL=F) has a volatility of 11.00%. This indicates that BZ=F experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.