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CIVI vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIVI and FZROX is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CIVI vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Civitas Resources, Inc. (CIVI) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-5.57%
107.09%
CIVI
FZROX

Key characteristics

Sharpe Ratio

CIVI:

-1.04

FZROX:

0.48

Sortino Ratio

CIVI:

-1.64

FZROX:

0.81

Omega Ratio

CIVI:

0.77

FZROX:

1.12

Calmar Ratio

CIVI:

-0.58

FZROX:

0.49

Martin Ratio

CIVI:

-1.71

FZROX:

2.01

Ulcer Index

CIVI:

33.78%

FZROX:

4.76%

Daily Std Dev

CIVI:

55.52%

FZROX:

19.78%

Max Drawdown

CIVI:

-99.87%

FZROX:

-34.96%

Current Drawdown

CIVI:

-99.48%

FZROX:

-10.37%

Returns By Period

In the year-to-date period, CIVI achieves a -34.73% return, which is significantly lower than FZROX's -6.23% return.


CIVI

YTD

-34.73%

1M

-16.11%

6M

-40.35%

1Y

-58.14%

5Y*

19.66%

10Y*

-35.94%

FZROX

YTD

-6.23%

1M

-3.00%

6M

-4.53%

1Y

9.00%

5Y*

15.32%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CIVI vs. FZROX — Risk-Adjusted Performance Rank

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

CIVI
The Risk-Adjusted Performance Rank of CIVI is 66
Overall Rank
The Sharpe Ratio Rank of CIVI is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CIVI is 55
Sortino Ratio Rank
The Omega Ratio Rank of CIVI is 44
Omega Ratio Rank
The Calmar Ratio Rank of CIVI is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CIVI is 44
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 5959
Overall Rank
The Sharpe Ratio Rank of FZROX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 5858
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.

CIVI vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Civitas Resources, Inc. (CIVI) and Fidelity ZERO Total Market Index Fund (FZROX). 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 chart of Sharpe ratio for CIVI, currently valued at -1.04, compared to the broader market-2.00-1.000.001.002.003.00
CIVI: -1.04
FZROX: 0.48
The chart of Sortino ratio for CIVI, currently valued at -1.64, compared to the broader market-6.00-4.00-2.000.002.004.00
CIVI: -1.64
FZROX: 0.81
The chart of Omega ratio for CIVI, currently valued at 0.77, compared to the broader market0.501.001.502.00
CIVI: 0.77
FZROX: 1.12
The chart of Calmar ratio for CIVI, currently valued at -0.83, compared to the broader market0.001.002.003.004.005.00
CIVI: -0.83
FZROX: 0.49
The chart of Martin ratio for CIVI, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.00
CIVI: -1.71
FZROX: 2.01

The current CIVI Sharpe Ratio is -1.04, which is lower than the FZROX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CIVI and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.04
0.48
CIVI
FZROX

Dividends

CIVI vs. FZROX - Dividend Comparison

CIVI's dividend yield for the trailing twelve months is around 8.48%, more than FZROX's 1.24% yield.


TTM2024202320222021202020192018
CIVI
Civitas Resources, Inc.
8.48%5.45%5.69%6.34%2.37%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.24%1.16%1.36%1.57%1.25%1.27%1.51%0.74%

Drawdowns

CIVI vs. FZROX - Drawdown Comparison

The maximum CIVI drawdown since its inception was -99.87%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for CIVI and FZROX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.57%
-10.37%
CIVI
FZROX

Volatility

CIVI vs. FZROX - Volatility Comparison

Civitas Resources, Inc. (CIVI) has a higher volatility of 38.89% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 14.38%. This indicates that CIVI's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
38.89%
14.38%
CIVI
FZROX