CL=F vs. SLB

In the year-to-date period, CL=F achieves a -0.72% return, which is significantly lower than SLB's 9.65% return. Over the past 10 years, CL=F has outperformed SLB with an annualized return of 2.48%, while SLB has yielded a comparatively lower -4.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and Schlumberger Limited (SLB). 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 -0.45, which is comparable to the SLB Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of CL=F and SLB, 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%, which is greater than SLB's maximum drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for CL=F and SLB. For additional features, visit the drawdowns tool.

The current volatility for Crude Oil WTI (CL=F) is 5.17%, while Schlumberger Limited (SLB) has a volatility of 8.00%. This indicates that CL=F experiences smaller price fluctuations and is considered to be less risky than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.