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COP vs. QCLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COP and QCLN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

COP vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ConocoPhillips Company (COP) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
242.33%
51.48%
COP
QCLN

Key characteristics

Sharpe Ratio

COP:

-0.96

QCLN:

-0.51

Sortino Ratio

COP:

-1.23

QCLN:

-0.54

Omega Ratio

COP:

0.84

QCLN:

0.94

Calmar Ratio

COP:

-0.79

QCLN:

-0.25

Martin Ratio

COP:

-1.36

QCLN:

-1.31

Ulcer Index

COP:

18.55%

QCLN:

12.85%

Daily Std Dev

COP:

26.37%

QCLN:

33.02%

Max Drawdown

COP:

-70.66%

QCLN:

-76.18%

Current Drawdown

COP:

-26.85%

QCLN:

-68.22%

Returns By Period

In the year-to-date period, COP achieves a -3.17% return, which is significantly higher than QCLN's -18.93% return. Over the past 10 years, COP has outperformed QCLN with an annualized return of 7.15%, while QCLN has yielded a comparatively lower 4.54% annualized return.


COP

YTD

-3.17%

1M

5.09%

6M

-13.99%

1Y

-25.80%

5Y*

28.33%

10Y*

7.15%

QCLN

YTD

-18.93%

1M

-5.60%

6M

-20.29%

1Y

-17.63%

5Y*

8.76%

10Y*

4.54%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

COP vs. QCLN — Risk-Adjusted Performance Rank

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

COP
The Risk-Adjusted Performance Rank of COP is 1111
Overall Rank
The Sharpe Ratio Rank of COP is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of COP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of COP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of COP is 88
Calmar Ratio Rank
The Martin Ratio Rank of COP is 1717
Martin Ratio Rank

QCLN
The Risk-Adjusted Performance Rank of QCLN is 99
Overall Rank
The Sharpe Ratio Rank of QCLN is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLN is 77
Sortino Ratio Rank
The Omega Ratio Rank of QCLN is 99
Omega Ratio Rank
The Calmar Ratio Rank of QCLN is 1414
Calmar Ratio Rank
The Martin Ratio Rank of QCLN is 77
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.

COP vs. QCLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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 COP, currently valued at -0.96, compared to the broader market-2.00-1.000.001.002.003.00
COP: -0.96
QCLN: -0.51
The chart of Sortino ratio for COP, currently valued at -1.23, compared to the broader market-6.00-4.00-2.000.002.004.00
COP: -1.23
QCLN: -0.54
The chart of Omega ratio for COP, currently valued at 0.84, compared to the broader market0.501.001.502.00
COP: 0.84
QCLN: 0.94
The chart of Calmar ratio for COP, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.00
COP: -0.79
QCLN: -0.25
The chart of Martin ratio for COP, currently valued at -1.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
COP: -1.36
QCLN: -1.31

The current COP Sharpe Ratio is -0.96, which is lower than the QCLN Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of COP and QCLN, 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 Ratio-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.96
-0.51
COP
QCLN

Dividends

COP vs. QCLN - Dividend Comparison

COP's dividend yield for the trailing twelve months is around 2.86%, more than QCLN's 1.15% yield.


TTM20242023202220212020201920182017201620152014
COP
ConocoPhillips Company
2.86%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
1.15%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.25%0.72%0.78%

Drawdowns

COP vs. QCLN - Drawdown Comparison

The maximum COP drawdown since its inception was -70.66%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for COP and QCLN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-26.85%
-68.22%
COP
QCLN

Volatility

COP vs. QCLN - Volatility Comparison

ConocoPhillips Company (COP) has a higher volatility of 12.97% compared to First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) at 9.72%. This indicates that COP's price experiences larger fluctuations and is considered to be riskier than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.97%
9.72%
COP
QCLN
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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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