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CLMT vs. SD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLMT vs. SD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CLMT achieves a 88.07% return, which is significantly higher than SD's 9.48% return.


CLMT

1D
3.49%
1M
9.43%
YTD
88.07%
6M
90.37%
1Y
183.11%
3Y*
5Y*
10Y*

SD

1D
0.85%
1M
-1.28%
YTD
9.48%
6M
4.48%
1Y
55.01%
3Y*
9.83%
5Y*
28.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLMT vs. SD - Yearly Performance Comparison


2026 (YTD)20252024
CLMT
Calumet Specialty Products Partners, L.P.
88.07%-9.76%29.76%
SD
SandRidge Energy, Inc.
9.48%28.18%-8.58%

Correlation

The correlation between CLMT and SD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2024

0.24

Fundamentals

Market Cap

CLMT:

$3.25B

SD:

$568.20M

EPS

CLMT:

-$2.17

SD:

$2.06

PS Ratio

CLMT:

0.78

SD:

3.46

Total Revenue (TTM)

CLMT:

$4.17B

SD:

$163.53M

Gross Profit (TTM)

CLMT:

$239.60M

SD:

$48.88M

EBITDA (TTM)

CLMT:

$67.00M

SD:

$91.86M

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Return for Risk

CLMT vs. SD — Risk / Return Rank

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

CLMT
CLMT Risk / Return Rank: 9696
Overall Rank
CLMT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLMT Sortino Ratio Rank: 9696
Sortino Ratio Rank
CLMT Omega Ratio Rank: 9595
Omega Ratio Rank
CLMT Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLMT Martin Ratio Rank: 9797
Martin Ratio Rank

SD
SD Risk / Return Rank: 7878
Overall Rank
SD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SD Sortino Ratio Rank: 7676
Sortino Ratio Rank
SD Omega Ratio Rank: 7373
Omega Ratio Rank
SD Calmar Ratio Rank: 8181
Calmar Ratio Rank
SD Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLMT vs. SD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calumet Specialty Products Partners, L.P. (CLMT) and SandRidge Energy, Inc. (SD). 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.


CLMTSDDifference

Sharpe ratio

Return per unit of total volatility

4.21

1.53

+2.68

Sortino ratio

Return per unit of downside risk

4.51

2.06

+2.45

Omega ratio

Gain probability vs. loss probability

1.59

1.25

+0.35

Calmar ratio

Return relative to maximum drawdown

8.08

2.78

+5.30

Martin ratio

Return relative to average drawdown

28.26

6.24

+22.01

CLMT vs. SD - Sharpe Ratio Comparison

The current CLMT Sharpe Ratio is 4.21, which is higher than the SD Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CLMT and SD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CLMTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.21

1.53

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.02

+0.83

Drawdowns

CLMT vs. SD - Drawdown Comparison

The maximum CLMT drawdown since its inception was -61.87%, smaller than the maximum SD drawdown of -97.03%. Use the drawdown chart below to compare losses from any high point for CLMT and SD.


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Drawdown Indicators


CLMTSDDifference

Max Drawdown

Largest peak-to-trough decline

-61.87%

-97.03%

+35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-22.81%

-19.90%

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-37.87%

Max Drawdown (5Y)

Largest decline over 5 years

-57.05%

Current Drawdown

Current decline from peak

0.00%

-22.91%

+22.91%

Average Drawdown

Average peak-to-trough decline

-20.61%

-50.92%

+30.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

8.84%

-2.33%

Volatility

CLMT vs. SD - Volatility Comparison

Calumet Specialty Products Partners, L.P. (CLMT) and SandRidge Energy, Inc. (SD) have volatilities of 13.46% and 13.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLMTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

13.46%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

30.52%

26.45%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

43.77%

36.19%

+7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.50%

48.26%

+13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.50%

66.06%

-4.56%

Dividends

CLMT vs. SD - Dividend Comparison

CLMT has not paid dividends to shareholders, while SD's dividend yield for the trailing twelve months is around 4.49%.


PositionTTM202520242023
CLMT
Calumet Specialty Products Partners, L.P.
0.00%0.00%0.00%0.00%
SD
SandRidge Energy, Inc.
4.49%3.19%17.51%16.09%

Financials

CLMT vs. SD - Financials Comparison

This section allows you to compare key financial metrics between Calumet Specialty Products Partners, L.P. and SandRidge Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20222023202420252026
1.03B
49.78M
(CLMT) Total Revenue
(SD) Total Revenue
Values in USD except per share items

CLMT vs. SD - Profitability Comparison

The chart below illustrates the profitability comparison between Calumet Specialty Products Partners, L.P. and SandRidge Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
-8.5%
0
Portfolio components
CLMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported a gross profit of -87.50M and revenue of 1.03B. Therefore, the gross margin over that period was -8.5%.

SD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported a gross profit of 0.00 and revenue of 49.78M. Therefore, the gross margin over that period was 0.0%.

CLMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported an operating income of -165.80M and revenue of 1.03B, resulting in an operating margin of -16.1%.

SD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported an operating income of 17.86M and revenue of 49.78M, resulting in an operating margin of 35.9%.

CLMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported a net income of -317.00M and revenue of 1.03B, resulting in a net margin of -30.8%.

SD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SandRidge Energy, Inc. reported a net income of 18.67M and revenue of 49.78M, resulting in a net margin of 37.5%.


Frequently Asked Questions


CLMT and SD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SD has higher volatility (13.46%) compared to CLMT (13.46%). In terms of maximum drawdown, CLMT dropped -61.87% vs SD's -97.03%.

CLMT currently has the higher Sharpe Ratio (4.21 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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