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 | 11.74% | 54.32% |
| 1Y Return | 11.41% | 47.62% |
| 3Y Return (Ann) | 6.02% | 40.93% |
| 5Y Return (Ann) | 4.26% | 35.68% |
| 10Y Return (Ann) | -2.14% | -5.27% |
| Sharpe Ratio | 0.26 | 1.48 |
| Daily Std Dev | 27.48% | 40.62% |
| Max Drawdown | -93.11% | -98.97% |
| Current Drawdown | -44.90% | -46.08% |
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 11.74% return, which is significantly lower than AR's 54.32% return. Over the past 10 years, CL=F has outperformed AR with an annualized return of -2.14%, while AR has yielded a comparatively lower -5.27% 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 5.26%, while Antero Resources Corporation (AR) has a volatility of 9.75%. 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.