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BZ=F vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BZ=F and ^IXIC is 0.12, 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.


Performance

BZ=F vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil Brent (BZ=F) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BZ=F:

-0.75

^IXIC:

0.55

Sortino Ratio

BZ=F:

-0.91

^IXIC:

1.06

Omega Ratio

BZ=F:

0.89

^IXIC:

1.15

Calmar Ratio

BZ=F:

-0.36

^IXIC:

0.68

Martin Ratio

BZ=F:

-1.38

^IXIC:

2.24

Ulcer Index

BZ=F:

15.46%

^IXIC:

7.41%

Daily Std Dev

BZ=F:

28.29%

^IXIC:

26.01%

Max Drawdown

BZ=F:

-86.77%

^IXIC:

-77.93%

Current Drawdown

BZ=F:

-55.76%

^IXIC:

-5.26%

Returns By Period

In the year-to-date period, BZ=F achieves a -13.42% return, which is significantly lower than ^IXIC's -1.03% return. Over the past 10 years, BZ=F has underperformed ^IXIC with an annualized return of -0.25%, while ^IXIC has yielded a comparatively higher 14.21% annualized return.


BZ=F

YTD

-13.42%

1M

-0.08%

6M

-10.94%

1Y

-21.91%

5Y*

14.35%

10Y*

-0.25%

^IXIC

YTD

-1.03%

1M

13.61%

6M

0.02%

1Y

14.16%

5Y*

16.27%

10Y*

14.21%

*Annualized

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Risk-Adjusted Performance

BZ=F vs. ^IXIC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BZ=F

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6868
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BZ=F vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and NASDAQ Composite (^IXIC). 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 ^IXIC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BZ=F and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

BZ=F vs. ^IXIC - Drawdown Comparison

The maximum BZ=F drawdown since its inception was -86.77%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for BZ=F and ^IXIC. For additional features, visit the drawdowns tool.


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Volatility

BZ=F vs. ^IXIC - Volatility Comparison

Crude Oil Brent (BZ=F) has a higher volatility of 9.90% compared to NASDAQ Composite (^IXIC) at 7.89%. This indicates that BZ=F's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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