CPE vs. CL=F

Last updated Apr 2, 2026

Compare and contrast key facts about Callon Petroleum Company (CPE) and Crude Oil WTI (CL=F).

Performance

CPE vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Callon Petroleum Company (CPE) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

CPE vs. CL=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CPE Callon Petroleum Company	0.00%	0.00%	10.37%	-12.64%	-21.50%	259.04%	-72.75%	-25.58%	-46.58%	-20.95%
CL=F Crude Oil WTI	72.26%	-19.41%	-0.82%	-10.70%	7.44%	53.98%	-19.98%	32.92%	-24.35%	12.51%

Returns By Period

CPE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CL=F

• 1D: -2.44%
• 1M: 38.86%
• YTD: 72.26%
• 6M: 60.10%
• 1Y: 38.92%
• 3Y*: 9.28%
• 5Y*: 9.98%
• 10Y*: 10.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CPE vs. CL=F — Risk / Return Rank

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

CL=F

CL=F Risk / Return Rank: 29
CL=F Sharpe Ratio Rank: 29
CL=F Sortino Ratio Rank: 39
CL=F Omega Ratio Rank: 22
CL=F Calmar Ratio Rank: 37
CL=F Martin Ratio Rank: 17

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.

CPE vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Callon Petroleum Company (CPE) and Crude Oil WTI (CL=F). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CPE	CL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.07	—

Correlation

The correlation between CPE and CL=F is 0.28, 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.

Drawdowns

Drawdown Indicators

	CPE	CL=F	Difference
Max Drawdown Largest peak-to-trough decline	—	-92.04%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-27.07%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-53.86%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-84.82%	—
Current Drawdown Current decline from peak	—	-31.92%	—
Average Drawdown Average peak-to-trough decline	—	-40.84%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.32%	—

Volatility

Volatility by Period

	CPE	CL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	27.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	33.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	41.12%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	36.54%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	48.71%	—