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

Correlation

The correlation between CL=F and GOLD is 0.15, 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.


-0.50.00.51.00.1

Performance

CL=F vs. GOLD - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-1.59%
-15.20%
CL=F
GOLD

Key characteristics

Sharpe Ratio

CL=F:

0.09

GOLD:

-0.24

Sortino Ratio

CL=F:

0.32

GOLD:

-0.11

Omega Ratio

CL=F:

1.04

GOLD:

0.99

Calmar Ratio

CL=F:

0.05

GOLD:

-0.12

Martin Ratio

CL=F:

0.18

GOLD:

-0.77

Ulcer Index

CL=F:

13.76%

GOLD:

10.48%

Daily Std Dev

CL=F:

27.37%

GOLD:

33.50%

Max Drawdown

CL=F:

-93.11%

GOLD:

-88.51%

Current Drawdown

CL=F:

-44.84%

GOLD:

-63.57%

Returns By Period

In the year-to-date period, CL=F achieves a 11.74% return, which is significantly higher than GOLD's 2.19% return. Over the past 10 years, CL=F has underperformed GOLD with an annualized return of 4.48%, while GOLD has yielded a comparatively higher 4.96% annualized return.


CL=F

YTD

11.74%

1M

13.34%

6M

-1.60%

1Y

10.51%

5Y*

5.69%

10Y*

4.48%

GOLD

YTD

2.19%

1M

-3.12%

6M

-15.20%

1Y

1.60%

5Y*

0.20%

10Y*

4.96%

*Annualized

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Risk-Adjusted Performance

CL=F vs. GOLD — 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 2929
Overall Rank
The Sharpe Ratio Rank of CL=F is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 2828
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 3434
Overall Rank
The Sharpe Ratio Rank of GOLD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 3232
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. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Barrick Gold Corporation (GOLD). 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 0.09, compared to the broader market0.000.501.001.502.000.090.33
The chart of Sortino ratio for CL=F, currently valued at 0.32, compared to the broader market0.501.001.502.002.500.320.66
The chart of Omega ratio for CL=F, currently valued at 1.04, compared to the broader market1.101.201.301.401.041.08
The chart of Calmar ratio for CL=F, currently valued at 0.05, compared to the broader market0.001.002.003.004.000.050.15
The chart of Martin ratio for CL=F, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.000.180.92
CL=F
GOLD

The current CL=F Sharpe Ratio is 0.09, which is higher than the GOLD Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CL=F and GOLD, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.09
0.33
CL=F
GOLD

Drawdowns

CL=F vs. GOLD - Drawdown Comparison

The maximum CL=F drawdown since its inception was -93.11%, which is greater than GOLD's maximum drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for CL=F and GOLD. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%AugustSeptemberOctoberNovemberDecember2025
-44.84%
-63.57%
CL=F
GOLD

Volatility

CL=F vs. GOLD - Volatility Comparison

Crude Oil WTI (CL=F) has a higher volatility of 6.47% compared to Barrick Gold Corporation (GOLD) at 5.57%. This indicates that CL=F's price experiences larger fluctuations and is considered to be riskier than GOLD 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%14.00%AugustSeptemberOctoberNovemberDecember2025
6.47%
5.57%
CL=F
GOLD
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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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