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CL=F vs. BZ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CL=F and BZ=F is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

CL=F vs. BZ=F - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.59%
-2.23%
CL=F
BZ=F

Key characteristics

Sharpe Ratio

CL=F:

-0.02

BZ=F:

-0.06

Sortino Ratio

CL=F:

0.16

BZ=F:

0.08

Omega Ratio

CL=F:

1.02

BZ=F:

1.01

Calmar Ratio

CL=F:

-0.01

BZ=F:

-0.03

Martin Ratio

CL=F:

-0.05

BZ=F:

-0.11

Ulcer Index

CL=F:

13.86%

BZ=F:

14.22%

Daily Std Dev

CL=F:

27.29%

BZ=F:

24.14%

Max Drawdown

CL=F:

-93.11%

BZ=F:

-86.77%

Current Drawdown

CL=F:

-46.73%

BZ=F:

-44.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with CL=F having a 8.62% return and BZ=F slightly lower at 8.24%. Over the past 10 years, CL=F has underperformed BZ=F with an annualized return of 4.61%, while BZ=F has yielded a comparatively higher 5.14% annualized return.


CL=F

YTD

8.62%

1M

10.53%

6M

-1.59%

1Y

4.65%

5Y*

5.04%

10Y*

4.61%

BZ=F

YTD

8.24%

1M

10.08%

6M

-2.23%

1Y

2.14%

5Y*

4.25%

10Y*

5.14%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CL=F vs. BZ=F — Risk-Adjusted Performance Rank

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

CL=F
The Risk-Adjusted Performance Rank of CL=F is 1717
Overall Rank
The Sharpe Ratio Rank of CL=F is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1313
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1414
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 2020
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 2020
Martin Ratio Rank

BZ=F
The Risk-Adjusted Performance Rank of BZ=F is 22
Overall Rank
The Sharpe Ratio Rank of BZ=F is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BZ=F is 00
Sortino Ratio Rank
The Omega Ratio Rank of BZ=F is 00
Omega Ratio Rank
The Calmar Ratio Rank of BZ=F is 00
Calmar Ratio Rank
The Martin Ratio Rank of BZ=F is 88
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.

CL=F vs. BZ=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Crude Oil Brent (BZ=F). 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.


Sharpe ratio
The chart of Sharpe ratio for CL=F, currently valued at -0.11, compared to the broader market00.000.501.001.502.00-0.11
The chart of Sortino ratio for CL=F, currently valued at 0.03, compared to the broader market00.501.001.502.002.500.03
The chart of Omega ratio for CL=F, currently valued at 1.00, compared to the broader market01.101.201.301.401.00
The chart of Calmar ratio for CL=F, currently valued at -0.05, compared to the broader market00.001.002.003.004.00-0.05
The chart of Martin ratio for CL=F, currently valued at -0.20, compared to the broader market00.002.004.006.008.0010.00-0.20
CL=F
BZ=F

The current CL=F Sharpe Ratio is -0.02, which is higher than the BZ=F Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CL=F and BZ=F, 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-0.80-0.60-0.40-0.200.000.200.40AugustSeptemberOctoberNovemberDecember2025
-0.11
-0.16
CL=F
BZ=F

Drawdowns

CL=F vs. BZ=F - Drawdown Comparison

The maximum CL=F drawdown since its inception was -93.11%, which is greater than BZ=F's maximum drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for CL=F and BZ=F. For additional features, visit the drawdowns tool.


-54.00%-52.00%-50.00%-48.00%-46.00%-44.00%AugustSeptemberOctoberNovemberDecember2025
-46.73%
-44.69%
CL=F
BZ=F

Volatility

CL=F vs. BZ=F - Volatility Comparison

Crude Oil WTI (CL=F) has a higher volatility of 6.27% compared to Crude Oil Brent (BZ=F) at 5.67%. This indicates that CL=F's price experiences larger fluctuations and is considered to be riskier than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.27%
5.67%
CL=F
BZ=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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