PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CRAK vs. EYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CRAK vs. EYLD

Last updated Jun 24, 2026

CRAK (VanEck Oil Refiners ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both exchange-traded funds - CRAK is a Energy Equities fund tracking the MVIS Global Oil Refiners Index, while EYLD is a Emerging Markets Equities fund actively managed by Cambria. CRAK is passively managed, while EYLD is actively managed. Over the past 5 years, CRAK returned 12.08%/yr vs 9.26%/yr for EYLD. At a 0.48 correlation, their price movements are largely independent. CRAK charges 0.62%/yr vs 0.65%/yr for EYLD.

Performance

CRAK vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Oil Refiners ETF (CRAK) and Cambria Emerging Shareholder Yield ETF (EYLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with CRAK having a 20.86% return and EYLD slightly higher at 20.89%.

CRAK

1D
-0.83%
1M
-6.54%
YTD
20.86%
6M
20.73%
1Y
42.08%
3Y*
19.31%
5Y*
12.08%
10Y*
12.77%

EYLD

1D
-3.97%
1M
1.24%
YTD
20.89%
6M
21.27%
1Y
37.65%
3Y*
24.14%
5Y*
9.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRAK vs. EYLD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CRAK
VanEck Oil Refiners ETF		20.86%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%
EYLD
Cambria Emerging Shareholder Yield ETF		20.89%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%

Correlation

The correlation between CRAK and EYLD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.48

The correlation between CRAK and EYLD shifts across timeframes, from 0.29 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

CRAK vs. EYLD - Sectors Allocation Comparison

Sectors
CRAK
EYLD

Energy

98.8%
6.6%

Industrials

4.0%
16.7%

Basic Materials

1.2%
1.2%

Communication Services

-

2.6%

Consumer Cyclical

-

6.0%

Consumer Defensive

-

3.1%

Financial Services

-

21.6%

Healthcare

-

1.9%

Real Estate

-

2.0%

Technology

-

21.5%

Utilities

-

4.5%

Energy

CRAK
98.8%
EYLD
6.6%

Industrials

CRAK
4.0%
EYLD
16.7%

Basic Materials

CRAK
1.2%
EYLD
1.2%

Communication Services

CRAK

-

EYLD
2.6%

Consumer Cyclical

CRAK

-

EYLD
6.0%

Consumer Defensive

CRAK

-

EYLD
3.1%

Financial Services

CRAK

-

EYLD
21.6%

Healthcare

CRAK

-

EYLD
1.9%

Real Estate

CRAK

-

EYLD
2.0%

Technology

CRAK

-

EYLD
21.5%

Utilities

CRAK

-

EYLD
4.5%

Compare stocks, funds, or ETFs

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

VanEck Oil Refiners ETF

Cambria Emerging Shareholder Yield ETF

Often compared with CRAK:
CRAK vs. XLECRAK vs. OIHCRAK vs. VDECRAK vs. IEOCRAK vs. USAICRAK vs. SCHDCRAK vs. AMLP
Often compared with EYLD:
EYLD vs. GVALEYLD vs. EDIVEYLD vs. EEMSEYLD vs. AUSFEYLD vs. ECOWEYLD vs. FEMSEYLD vs. EWX

Return for Risk

CRAK vs. EYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRAK
CRAK Risk / Return Rank: 6969
Overall Rank
CRAK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRAK Omega Ratio Rank: 6666
Omega Ratio Rank
CRAK Calmar Ratio Rank: 6969
Calmar Ratio Rank
CRAK Martin Ratio Rank: 6666
Martin Ratio Rank
EYLD
EYLD Risk / Return Rank: 6666
Overall Rank
EYLD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
EYLD Omega Ratio Rank: 6363
Omega Ratio Rank
EYLD Calmar Ratio Rank: 7474
Calmar Ratio Rank
EYLD Martin Ratio Rank: 7373
Martin Ratio Rank
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.

CRAK vs. EYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Oil Refiners ETF (CRAK) and Cambria Emerging Shareholder Yield ETF (EYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CRAKEYLDDifference
Sharpe ratioReturn per unit of total volatility
2.21
1.93

+0.28

Sortino ratioReturn per unit of downside risk
2.98
2.54

+0.44

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.29

3.59

-0.30

Martin ratioReturn relative to average drawdown

11.53

12.91

-1.39

CRAK vs. EYLD - Sharpe Ratio Comparison

The current CRAK Sharpe Ratio is 2.21, which is comparable to the EYLD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CRAK and EYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

CRAK vs. EYLD - Drawdown Comparison

The maximum CRAK drawdown since its inception was -58.80%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for CRAK and EYLD.

Loading charts...

Drawdown Indicators

CRAKEYLDDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-41.82%

-16.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-10.52%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

-20.89%

-14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-29.39%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

—

—

Current Drawdown

Current decline from peak

-12.74%

-5.47%

-7.27%

Average Drawdown

Average peak-to-trough decline

-12.47%

-10.24%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.92%

+0.74%

Volatility

CRAK vs. EYLD - Volatility Comparison

The current volatility for VanEck Oil Refiners ETF (CRAK) is 6.42%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 9.70%. This indicates that CRAK experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CRAKEYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

9.70%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

17.09%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

19.57%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

18.62%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

21.78%

+0.39%

CRAK vs. EYLD - Expense Ratio Comparison

CRAK has a 0.62% expense ratio, which is lower than EYLD's 0.65% expense ratio.

Dividends

CRAK vs. EYLD - Dividend Comparison

CRAK's dividend yield for the trailing twelve months is around 1.67%, less than EYLD's 5.03% yield.

PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF		1.67%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
EYLD
Cambria Emerging Shareholder Yield ETF		5.03%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%0.00%

Frequently Asked Questions

CRAK and EYLD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EYLD has higher volatility (9.70%) compared to CRAK (6.42%). In terms of maximum drawdown, CRAK dropped -58.80% vs EYLD's -41.82%.

On 5-year performance, CRAK leads with 12.08% vs 9.26% for EYLD. On fees, CRAK is cheaper at 0.62% per year. On volatility, CRAK has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CRAK has performed better with a 12.08% return vs 9.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRAK is cheaper with a 0.62% expense ratio, compared with 0.65% for EYLD.

EYLD has the higher dividend yield at 5.03%, compared with 1.67% for CRAK.

CRAK is categorized as Energy Equities, while EYLD is Emerging Markets Equities. They also come from different issuers: VanEck and Cambria. Their fees differ too: 0.62% for CRAK and 0.65% for EYLD.

CRAK currently has the higher Sharpe Ratio (2.21 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CRAK and EYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer