PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPG vs. OXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CPGOXY

Fundamentals


CPGOXY
Total Revenue (TTM)$1.88B$20.02B
Gross Profit (TTM)$903.30M$6.88B
EBITDA (TTM)$1.15B$9.66B

Correlation

-0.50.00.51.00.6

The correlation between CPG and OXY is 0.63, 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.

Performance

CPG vs. OXY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.00%
-18.75%
CPG
OXY

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

CPG vs. OXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crescent Point Energy Corp. (CPG) and Occidental Petroleum Corporation (OXY). 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.


CPG
Sharpe ratio
The chart of Sharpe ratio for CPG, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72
Sortino ratio
The chart of Sortino ratio for CPG, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The chart of Omega ratio for CPG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for CPG, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for CPG, currently valued at 1.85, compared to the broader market0.0010.0020.0030.001.85
OXY
Sharpe ratio
The chart of Sharpe ratio for OXY, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78
Sortino ratio
The chart of Sortino ratio for OXY, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.006.00-1.02
Omega ratio
The chart of Omega ratio for OXY, currently valued at 0.88, compared to the broader market0.501.001.502.000.88
Calmar ratio
The chart of Calmar ratio for OXY, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50
Martin ratio
The chart of Martin ratio for OXY, currently valued at -1.22, compared to the broader market0.0010.0020.0030.00-1.22

CPG vs. OXY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.72
-0.78
CPG
OXY

Dividends

CPG vs. OXY - Dividend Comparison

CPG has not paid dividends to shareholders, while OXY's dividend yield for the trailing twelve months is around 1.66%.


TTM20232022202120202019201820172016201520142013
CPG
Crescent Point Energy Corp.
4.13%7.03%4.27%0.69%0.75%0.89%11.92%4.72%3.85%18.76%12.80%7.11%
OXY
Occidental Petroleum Corporation
1.66%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%

Drawdowns

CPG vs. OXY - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-70.73%
-31.69%
CPG
OXY

Volatility

CPG vs. OXY - Volatility Comparison

The current volatility for Crescent Point Energy Corp. (CPG) is 0.00%, while Occidental Petroleum Corporation (OXY) has a volatility of 5.02%. This indicates that CPG experiences smaller price fluctuations and is considered to be less risky than OXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
5.02%
CPG
OXY

Financials

CPG vs. OXY - Financials Comparison

This section allows you to compare key financial metrics between Crescent Point Energy Corp. and Occidental Petroleum Corporation. 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



Values in USD except per share items