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CDDRF vs. SD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CDDRF vs. SD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Headwater Exploration Inc (CDDRF) and SandRidge Energy, Inc. (SD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDDRF achieves a 26.20% return, which is significantly higher than SD's -1.00% return.


CDDRF

1D
0.23%
1M
-8.32%
YTD
26.20%
6M
29.11%
1Y
70.72%
3Y*
29.04%
5Y*
23.87%
10Y*
40.05%

SD

1D
-0.93%
1M
-9.22%
YTD
-1.00%
6M
-0.24%
1Y
22.29%
3Y*
9.04%
5Y*
25.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDDRF vs. SD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDDRF
Headwater Exploration Inc
26.20%56.83%2.83%15.86%8.48%117.55%248.15%-7.69%17.00%19.05%
SD
SandRidge Energy, Inc.
-1.00%28.18%-0.35%-8.19%62.81%237.42%-26.89%-44.28%-63.88%-10.53%

Correlation

The correlation between CDDRF and SD is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.33

Over the past year, CDDRF and SD have become more correlated (0.53) than their long-term average of 0.33, meaning their price movements have been converging.

Fundamentals

Market Cap

CDDRF:

$2.06B

SD:

$513.82M

EPS

CDDRF:

CA$0.58

SD:

$2.06

PE Ratio

CDDRF:

21.03

SD:

6.75

PEG Ratio

CDDRF:

0.41

SD:

0.59

PS Ratio

CDDRF:

5.07

SD:

3.13

PB Ratio

CDDRF:

3.84

SD:

0.98

Total Revenue (TTM)

CDDRF:

CA$575.44M

SD:

$163.53M

Gross Profit (TTM)

CDDRF:

CA$291.20M

SD:

$48.88M

EBITDA (TTM)

CDDRF:

CA$309.56M

SD:

$91.86M

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Headwater Exploration Inc

SandRidge Energy, Inc.

Return for Risk

CDDRF vs. SD — Risk / Return Rank

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

CDDRF
CDDRF Risk / Return Rank: 8888
Overall Rank
CDDRF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CDDRF Sortino Ratio Rank: 8585
Sortino Ratio Rank
CDDRF Omega Ratio Rank: 8383
Omega Ratio Rank
CDDRF Calmar Ratio Rank: 9393
Calmar Ratio Rank
CDDRF Martin Ratio Rank: 9292
Martin Ratio Rank

SD
SD Risk / Return Rank: 6060
Overall Rank
SD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SD Sortino Ratio Rank: 5656
Sortino Ratio Rank
SD Omega Ratio Rank: 5454
Omega Ratio Rank
SD Calmar Ratio Rank: 6464
Calmar Ratio Rank
SD Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDDRF vs. SD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Headwater Exploration Inc (CDDRF) and SandRidge Energy, Inc. (SD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDDRFSDDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratioReturn relative to maximum drawdown

5.26

1.07

+4.19

Martin ratioReturn relative to average drawdown

13.94

2.52

+11.41

CDDRF vs. SD - Sharpe Ratio Comparison

The current CDDRF Sharpe Ratio is 2.08, which is higher than the SD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CDDRF and SD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDDRF vs. SD - Drawdown Comparison

The maximum CDDRF drawdown since its inception was -45.52%, smaller than the maximum SD drawdown of -97.03%. Use the drawdown chart below to compare losses from any high point for CDDRF and SD.


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Drawdown Indicators


CDDRFSDDifference

Max Drawdown

Largest peak-to-trough decline

-45.52%

-97.03%

+51.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-20.98%

+7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-41.77%

-37.87%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-41.77%

-57.05%

+15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

Current Drawdown

Current decline from peak

-13.32%

-30.28%

+16.96%

Average Drawdown

Average peak-to-trough decline

-18.54%

-50.83%

+32.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

9.32%

-4.17%

Volatility

CDDRF vs. SD - Volatility Comparison

Headwater Exploration Inc (CDDRF) and SandRidge Energy, Inc. (SD) have volatilities of 12.77% and 12.45%, 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.


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Volatility by Period


CDDRFSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.77%

12.45%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

26.17%

27.15%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

34.21%

36.96%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.46%

48.29%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.81%

66.34%

-8.53%

Dividends

CDDRF vs. SD - Dividend Comparison

CDDRF's dividend yield for the trailing twelve months is around 2.77%, less than SD's 4.97% yield.


PositionTTM2025202420232022
CDDRF
Headwater Exploration Inc
2.77%3.44%6.34%6.87%1.70%
SD
SandRidge Energy, Inc.
4.97%3.19%17.51%16.09%0.00%

Financials

CDDRF vs. SD - Financials Comparison

This section allows you to compare key financial metrics between Headwater Exploration Inc and SandRidge Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M20222023202420252026
176.72M
49.78M
(CDDRF) Total Revenue
(SD) Total Revenue
Please note, different currencies. CDDRF values in CAD, SD values in USD

CDDRF vs. SD - Profitability Comparison

The chart below illustrates the profitability comparison between Headwater Exploration Inc and SandRidge Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
58.5%
0
Portfolio components
CDDRF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Headwater Exploration Inc reported a gross profit of 103.29M and revenue of 176.72M. Therefore, the gross margin over that period was 58.5%.

SD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported a gross profit of 0.00 and revenue of 49.78M. Therefore, the gross margin over that period was 0.0%.

CDDRF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Headwater Exploration Inc reported an operating income of 63.47M and revenue of 176.72M, resulting in an operating margin of 35.9%.

SD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported an operating income of 17.86M and revenue of 49.78M, resulting in an operating margin of 35.9%.

CDDRF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Headwater Exploration Inc reported a net income of 35.57M and revenue of 176.72M, resulting in a net margin of 20.1%.

SD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported a net income of 18.67M and revenue of 49.78M, resulting in a net margin of 37.5%.


Frequently Asked Questions


CDDRF and SD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDDRF has higher volatility (12.77%) compared to SD (12.45%). In terms of maximum drawdown, CDDRF dropped -45.52% vs SD's -97.03%.

CDDRF currently has the higher Sharpe Ratio (2.08 vs 0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CDDRF and SD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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