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CRAK vs. EYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CRAK vs. EYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRAK
VanEck Oil Refiners ETF
31.71%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%
EYLD
Cambria Emerging Shareholder Yield ETF
8.65%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%

Returns By Period

In the year-to-date period, CRAK achieves a 31.71% return, which is significantly higher than EYLD's 8.65% return.


CRAK

1D
0.80%
1M
10.12%
YTD
31.71%
6M
37.36%
1Y
75.35%
3Y*
20.21%
5Y*
16.07%
10Y*
12.53%

EYLD

1D
3.16%
1M
-7.14%
YTD
8.65%
6M
15.08%
1Y
38.64%
3Y*
19.59%
5Y*
7.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRAK vs. EYLD - Expense Ratio Comparison

CRAK has a 0.60% expense ratio, which is lower than EYLD's 0.65% expense ratio.


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: 9898
Overall Rank
CRAK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9898
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9898
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9797
Calmar Ratio Rank
CRAK Martin Ratio Rank: 9797
Martin Ratio Rank

EYLD
EYLD Risk / Return Rank: 9191
Overall Rank
EYLD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 9191
Sortino Ratio Rank
EYLD Omega Ratio Rank: 9292
Omega Ratio Rank
EYLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
EYLD Martin Ratio Rank: 9191
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.


CRAKEYLDDifference

Sharpe ratio

Return per unit of total volatility

3.63

2.09

+1.54

Sortino ratio

Return per unit of downside risk

4.38

2.62

+1.76

Omega ratio

Gain probability vs. loss probability

1.66

1.41

+0.26

Calmar ratio

Return relative to maximum drawdown

4.91

2.71

+2.20

Martin ratio

Return relative to average drawdown

21.23

12.03

+9.19

CRAK vs. EYLD - Sharpe Ratio Comparison

The current CRAK Sharpe Ratio is 3.63, which is higher than the EYLD Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CRAK and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRAKEYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.63

2.09

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.44

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.50

+0.04

Correlation

The correlation between CRAK and EYLD is 0.50, 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.


Dividends

CRAK vs. EYLD - Dividend Comparison

CRAK's dividend yield for the trailing twelve months is around 1.53%, less than EYLD's 5.57% yield.


TTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF
1.53%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
5.57%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%0.00%

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.


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Drawdown Indicators


CRAKEYLDDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-41.82%

-16.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-13.65%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-30.26%

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

Current Drawdown

Current decline from peak

0.00%

-7.70%

+7.70%

Average Drawdown

Average peak-to-trough decline

-12.64%

-10.43%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.08%

+0.41%

Volatility

CRAK vs. EYLD - Volatility Comparison

The current volatility for VanEck Oil Refiners ETF (CRAK) is 5.52%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 9.30%. 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.


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Volatility by Period


CRAKEYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

9.30%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

12.90%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

18.61%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

18.10%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

21.62%

+0.48%