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CL=F vs. AR
Performance
Return for Risk
Drawdowns
Volatility

Performance

CL=F vs. AR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil WTI (CL=F) and Antero Resources Corporation (AR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CL=F achieves a 61.81% return, which is significantly higher than AR's 7.66% return. Over the past 10 years, CL=F has outperformed AR with an annualized return of 6.46%, while AR has yielded a comparatively lower 2.38% annualized return.


CL=F

1D
-3.24%
1M
-9.15%
YTD
61.81%
6M
55.71%
1Y
47.83%
3Y*
8.74%
5Y*
6.01%
10Y*
6.46%

AR

1D
1.56%
1M
-5.19%
YTD
7.66%
6M
1.37%
1Y
-0.54%
3Y*
21.41%
5Y*
23.26%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CL=F vs. AR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CL=F
Crude Oil WTI
61.81%-19.41%-0.82%-10.70%7.44%53.98%-19.98%32.92%-24.35%12.51%
AR
Antero Resources Corporation
7.66%-1.68%54.54%-26.82%77.09%221.10%91.23%-69.65%-50.58%-19.66%

Correlation

The correlation between CL=F and AR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2013

0.36

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Return for Risk

CL=F vs. AR — Risk / Return Rank

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

CL=F
CL=F Risk / Return Rank: 2424
Overall Rank
CL=F Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CL=F Sortino Ratio Rank: 2929
Sortino Ratio Rank
CL=F Omega Ratio Rank: 2121
Omega Ratio Rank
CL=F Calmar Ratio Rank: 2727
Calmar Ratio Rank
CL=F Martin Ratio Rank: 2020
Martin Ratio Rank

AR
AR Risk / Return Rank: 3939
Overall Rank
AR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AR Sortino Ratio Rank: 3636
Sortino Ratio Rank
AR Omega Ratio Rank: 3636
Omega Ratio Rank
AR Calmar Ratio Rank: 4040
Calmar Ratio Rank
AR Martin Ratio Rank: 4040
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.

CL=F vs. AR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Antero Resources Corporation (AR). 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.


CL=FARDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratioReturn relative to maximum drawdown

1.57

-0.02

+1.59

Martin ratioReturn relative to average drawdown

2.56

-0.03

+2.59

CL=F vs. AR - Sharpe Ratio Comparison

The current CL=F Sharpe Ratio is 0.86, which is higher than the AR Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of CL=F and AR, 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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Sharpe Ratios by Period


CL=FARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

-0.01

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.48

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.04

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.05

+0.11

Drawdowns

CL=F vs. AR - Drawdown Comparison

The maximum CL=F drawdown since its inception was -92.04%, smaller than the maximum AR drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for CL=F and AR.


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Drawdown Indicators


CL=FARDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-99.01%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.07%

-31.77%

+4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-39.46%

-33.19%

-6.27%

Max Drawdown (5Y)

Largest decline over 5 years

-53.86%

-58.39%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

-97.78%

+12.96%

Current Drawdown

Current decline from peak

-36.05%

-44.96%

+8.91%

Average Drawdown

Average peak-to-trough decline

-40.80%

-61.37%

+20.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.32%

20.53%

-8.21%

Volatility

CL=F vs. AR - Volatility Comparison

Crude Oil WTI (CL=F) has a higher volatility of 15.67% compared to Antero Resources Corporation (AR) at 10.09%. This indicates that CL=F's price experiences larger fluctuations and is considered to be riskier than AR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CL=FARDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.67%

10.09%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

46.59%

26.99%

+19.60%

Volatility (1Y)

Calculated over the trailing 1-year period

49.35%

38.71%

+10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.92%

48.25%

-9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.55%

60.71%

-11.16%

Frequently Asked Questions


CL=F and AR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CL=F has higher volatility (15.67%) compared to AR (10.09%). In terms of maximum drawdown, CL=F dropped -92.04% vs AR's -99.01%.

CL=F currently has the higher Sharpe Ratio (0.86 vs -0.01), 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

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