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CPE vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CPE and CL=F is 0.11, 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.

CPE vs. CL=F

Last updated May 26, 2025

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPE or 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.

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Key characteristics

Returns By Period

CPE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

CL=F

YTD

-13.64%

1M

-2.36%

6M

-13.06%

1Y

-20.33%

3Y*

-16.89%

5Y*

13.34%

10Y*

0.59%

*Annualized

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Callon Petroleum Company

Crude Oil WTI

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CPE vs. CL=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CPE
The Risk-Adjusted Performance Rank of CPE is 5454
Overall Rank
The Sharpe Ratio Rank of CPE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CPE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CPE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CPE is 5353
Calmar Ratio Rank
The Martin Ratio Rank of CPE is 5656
Martin Ratio Rank
CL=F
The Risk-Adjusted Performance Rank of CL=F is 22
Overall Rank
The Sharpe Ratio Rank of CL=F is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 00
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 00
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 00
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 00
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.

CPE vs. CL=F - Risk-Adjusted Performance 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

CPE vs. CL=F - Drawdown Comparison

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CPE vs. CL=F - Volatility Comparison

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