CL=F vs. FANG

In the year-to-date period, CL=F achieves a -2.83% return, which is significantly lower than FANG's 5.13% return. Over the past 10 years, CL=F has underperformed FANG with an annualized return of 1.85%, while FANG has yielded a comparatively higher 12.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Diamondback Energy, Inc. (FANG). 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 -0.39, which is lower than the FANG Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CL=F and FANG, 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 FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for CL=F and FANG. For additional features, visit the drawdowns tool.

Crude Oil WTI (CL=F) and Diamondback Energy, Inc. (FANG) have volatilities of 7.14% and 7.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.