CL=F vs. BTC-USD

In the year-to-date period, CL=F achieves a -3.74% return, which is significantly lower than BTC-USD's 130.66% return. Over the past 10 years, CL=F has underperformed BTC-USD with an annualized return of 1.97%, while BTC-USD has yielded a comparatively higher 76.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Bitcoin (BTC-USD). 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 current CL=F Sharpe Ratio is -0.45, which is lower than the BTC-USD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CL=F and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CL=F drawdown since its inception was -93.11%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for CL=F and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for Crude Oil WTI (CL=F) is 7.15%, while Bitcoin (BTC-USD) has a volatility of 14.07%. This indicates that CL=F experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.