CL=F vs. SLB

In the year-to-date period, CL=F achieves a -3.74% return, which is significantly higher than SLB's -26.46% return. Over the past 10 years, CL=F has outperformed SLB with an annualized return of 1.97%, while SLB has yielded a comparatively lower -5.59% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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 higher than the SLB Sharpe Ratio of -1.00. 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.

Crude Oil WTI (CL=F) has a higher volatility of 6.96% compared to Schlumberger Limited (SLB) at 6.14%. This indicates that CL=F's price experiences larger fluctuations and is considered to be riskier than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.