CL=F vs. FANG

In the year-to-date period, CL=F achieves a -14.36% return, which is significantly higher than FANG's -15.24% return. Over the past 10 years, CL=F has underperformed FANG with an annualized return of 0.08%, while FANG has yielded a comparatively higher 8.22% 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 -0.70, which is comparable to the FANG Sharpe Ratio of -0.77. 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.

The current volatility for Crude Oil WTI (CL=F) is 11.30%, while Diamondback Energy, Inc. (FANG) has a volatility of 15.41%. This indicates that CL=F experiences smaller price fluctuations and is considered to be less risky than FANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.