CL=F vs. AR
Compare and contrast key facts about Crude Oil WTI (CL=F) and Antero Resources Corporation (AR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CL=F or AR.
Key characteristics
| CL=F | AR | |
|---|---|---|
| YTD Return | -4.97% | 37.52% |
| 1Y Return | -13.00% | 18.10% |
| 3Y Return (Ann) | -4.90% | 17.48% |
| 5Y Return (Ann) | 2.96% | 69.47% |
| 10Y Return (Ann) | -0.94% | -4.72% |
| Sharpe Ratio | -0.29 | 0.48 |
| Sortino Ratio | -0.22 | 0.97 |
| Omega Ratio | 0.97 | 1.12 |
| Calmar Ratio | -0.15 | 0.27 |
| Martin Ratio | -0.71 | 1.18 |
| Ulcer Index | 11.37% | 15.67% |
| Daily Std Dev | 28.57% | 38.84% |
| Max Drawdown | -93.11% | -98.97% |
| Current Drawdown | -53.14% | -51.95% |
Correlation
The correlation between CL=F and AR is 0.32, 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
CL=F vs. AR - Performance Comparison
In the year-to-date period, CL=F achieves a -4.97% return, which is significantly lower than AR's 37.52% return. Over the past 10 years, CL=F has outperformed AR with an annualized return of -0.94%, while AR has yielded a comparatively lower -4.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CL=F vs. AR - Risk-Adjusted Performance 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.
Drawdowns
CL=F vs. AR - Drawdown Comparison
The maximum CL=F drawdown since its inception was -93.11%, smaller than the maximum AR drawdown of -98.97%. Use the drawdown chart below to compare losses from any high point for CL=F and AR. For additional features, visit the drawdowns tool.
Volatility
CL=F vs. AR - Volatility Comparison
The current volatility for Crude Oil WTI (CL=F) is 10.21%, while Antero Resources Corporation (AR) has a volatility of 15.40%. This indicates that CL=F experiences smaller price fluctuations and is considered to be less risky than AR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.