BZ=F vs. OIH

In the year-to-date period, BZ=F achieves a -13.42% return, which is significantly higher than OIH's -15.55% return. Over the past 10 years, BZ=F has outperformed OIH with an annualized return of -0.25%, while OIH has yielded a comparatively lower -9.76% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and VanEck Vectors Oil Services ETF (OIH). 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 comparable to the OIH Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of BZ=F and OIH, 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 OIH drawdown of -94.24%. Use the drawdown chart below to compare losses from any high point for BZ=F and OIH. For additional features, visit the drawdowns tool.

Crude Oil Brent (BZ=F) and VanEck Vectors Oil Services ETF (OIH) have volatilities of 9.90% and 9.43%, 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.