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CLMT vs. CRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLMT and CRF is 0.18, 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.


-0.50.00.51.00.2

Performance

CLMT vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calumet Specialty Products Partners, L.P. (CLMT) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-22.42%
24.39%
CLMT
CRF

Key characteristics

Sharpe Ratio

CLMT:

-0.13

CRF:

2.40

Sortino Ratio

CLMT:

0.25

CRF:

2.58

Omega Ratio

CLMT:

1.03

CRF:

1.54

Calmar Ratio

CLMT:

-0.13

CRF:

2.11

Martin Ratio

CLMT:

-0.56

CRF:

12.38

Ulcer Index

CLMT:

14.58%

CRF:

3.79%

Daily Std Dev

CLMT:

62.09%

CRF:

19.60%

Max Drawdown

CLMT:

-96.83%

CRF:

-78.18%

Current Drawdown

CLMT:

-47.75%

CRF:

-3.86%

Returns By Period

In the year-to-date period, CLMT achieves a -29.61% return, which is significantly lower than CRF's 5.62% return. Over the past 10 years, CLMT has underperformed CRF with an annualized return of -4.13%, while CRF has yielded a comparatively higher 12.09% annualized return.


CLMT

YTD

-29.61%

1M

-3.37%

6M

-24.90%

1Y

-9.46%

5Y*

30.07%

10Y*

-4.13%

CRF

YTD

5.62%

1M

2.56%

6M

24.87%

1Y

46.94%

5Y*

16.48%

10Y*

12.09%

*Annualized

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Risk-Adjusted Performance

CLMT vs. CRF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLMT
The Risk-Adjusted Performance Rank of CLMT is 3838
Overall Rank
The Sharpe Ratio Rank of CLMT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CLMT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CLMT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CLMT is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CLMT is 3434
Martin Ratio Rank

CRF
The Risk-Adjusted Performance Rank of CRF is 8989
Overall Rank
The Sharpe Ratio Rank of CRF is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 9292
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 9191
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.

CLMT vs. CRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calumet Specialty Products Partners, L.P. (CLMT) and Cornerstone Total Return Fund, Inc. (CRF). 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 CLMT, currently valued at -0.13, compared to the broader market-2.000.002.00-0.132.40
The chart of Sortino ratio for CLMT, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.006.000.252.58
The chart of Omega ratio for CLMT, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.54
The chart of Calmar ratio for CLMT, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.132.11
The chart of Martin ratio for CLMT, currently valued at -0.56, compared to the broader market-10.000.0010.0020.0030.00-0.5612.38
CLMT
CRF

The current CLMT Sharpe Ratio is -0.13, which is lower than the CRF Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CLMT and CRF, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.13
2.40
CLMT
CRF

Dividends

CLMT vs. CRF - Dividend Comparison

CLMT has not paid dividends to shareholders, while CRF's dividend yield for the trailing twelve months is around 14.25%.


TTM20242023202220212020201920182017201620152014
CLMT
Calumet Specialty Products Partners, L.P.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.13%13.76%12.23%
CRF
Cornerstone Total Return Fund, Inc.
14.25%14.36%19.89%29.32%14.43%20.08%23.03%26.33%19.05%23.54%26.82%22.80%

Drawdowns

CLMT vs. CRF - Drawdown Comparison

The maximum CLMT drawdown since its inception was -96.83%, which is greater than CRF's maximum drawdown of -78.18%. Use the drawdown chart below to compare losses from any high point for CLMT and CRF. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-47.75%
-3.86%
CLMT
CRF

Volatility

CLMT vs. CRF - Volatility Comparison

Calumet Specialty Products Partners, L.P. (CLMT) has a higher volatility of 22.04% compared to Cornerstone Total Return Fund, Inc. (CRF) at 3.21%. This indicates that CLMT's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
22.04%
3.21%
CLMT
CRF
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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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