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

Correlation

The correlation between CPE and CL=F is 0.10, 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.


-0.50.00.51.0
Correlation: 0.1

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.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
-17.55%
239.92%
CPE
CL=F

Key characteristics

Returns By Period


CPE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CL=F

YTD

-17.18%

1M

-17.12%

6M

-14.80%

1Y

-25.30%

5Y*

21.24%

10Y*

0.01%

*Annualized

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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 1818
Overall Rank
The Sharpe Ratio Rank of CL=F is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 1818
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.


The chart of Calmar ratio for CPE, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
CPE: 0.00
CL=F: -0.34


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
1.00
-0.67
CPE
CL=F

Drawdowns

CPE vs. CL=F - Drawdown Comparison


-90.00%-80.00%-70.00%-60.00%-50.00%December2025FebruaryMarchAprilMay
-87.23%
-59.38%
CPE
CL=F

Volatility

CPE vs. CL=F - Volatility Comparison

The current volatility for Callon Petroleum Company (CPE) is 0.00%, while Crude Oil WTI (CL=F) has a volatility of 14.68%. This indicates that CPE experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay0
14.68%
CPE
CL=F