CL=F vs. SHEL
Compare and contrast key facts about Crude Oil WTI (CL=F) and Shell plc (SHEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CL=F or SHEL.
Key characteristics
| CL=F | SHEL | |
|---|---|---|
| YTD Return | 11.74% | 11.55% |
| 1Y Return | 11.41% | 24.77% |
| 3Y Return (Ann) | 6.02% | 26.22% |
| 5Y Return (Ann) | 4.26% | 6.80% |
| 10Y Return (Ann) | -2.14% | 4.06% |
| Sharpe Ratio | 0.26 | 1.37 |
| Daily Std Dev | 27.48% | 17.84% |
| Max Drawdown | -93.11% | -67.46% |
| Current Drawdown | -44.90% | -2.11% |
Correlation
The correlation between CL=F and SHEL is 0.26, 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.
Performance
CL=F vs. SHEL - Performance Comparison
The year-to-date returns for both stocks are quite close, with CL=F having a 11.74% return and SHEL slightly lower at 11.55%. Over the past 10 years, CL=F has underperformed SHEL with an annualized return of -2.14%, while SHEL has yielded a comparatively higher 4.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CL=F vs. SHEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Shell plc (SHEL). 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.
Drawdowns
CL=F vs. SHEL - Drawdown Comparison
The maximum CL=F drawdown since its inception was -93.11%, which is greater than SHEL's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for CL=F and SHEL. For additional features, visit the drawdowns tool.
Volatility
CL=F vs. SHEL - Volatility Comparison
Crude Oil WTI (CL=F) has a higher volatility of 5.26% compared to Shell plc (SHEL) at 3.80%. This indicates that CL=F's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.