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CRAK vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRAK vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Oil Refiners ETF (CRAK) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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CRAK vs. IXC - 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%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, CRAK achieves a 31.71% return, which is significantly lower than IXC's 37.40% return. Over the past 10 years, CRAK has outperformed IXC with an annualized return of 12.53%, while IXC has yielded a comparatively lower 11.57% annualized 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%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRAK vs. IXC - Expense Ratio Comparison

CRAK has a 0.60% expense ratio, which is higher than IXC's 0.46% expense ratio.


Return for Risk

CRAK vs. IXC — 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

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Oil Refiners ETF (CRAK) and iShares Global Energy ETF (IXC). 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.


CRAKIXCDifference

Sharpe ratio

Return per unit of total volatility

3.63

1.90

+1.73

Sortino ratio

Return per unit of downside risk

4.38

2.35

+2.03

Omega ratio

Gain probability vs. loss probability

1.66

1.36

+0.31

Calmar ratio

Return relative to maximum drawdown

4.91

2.39

+2.52

Martin ratio

Return relative to average drawdown

21.23

7.98

+13.24

CRAK vs. IXC - Sharpe Ratio Comparison

The current CRAK Sharpe Ratio is 3.63, which is higher than the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CRAK and IXC, 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


CRAKIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.63

1.90

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.98

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.43

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.33

+0.21

Correlation

The correlation between CRAK and IXC is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRAK vs. IXC - Dividend Comparison

CRAK's dividend yield for the trailing twelve months is around 1.53%, less than IXC's 2.68% 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%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

CRAK vs. IXC - Drawdown Comparison

The maximum CRAK drawdown since its inception was -58.80%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for CRAK and IXC.


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Drawdown Indicators


CRAKIXCDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-67.88%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-18.03%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-24.93%

-10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

-64.16%

+5.36%

Current Drawdown

Current decline from peak

0.00%

-1.12%

+1.12%

Average Drawdown

Average peak-to-trough decline

-12.64%

-17.57%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

5.41%

-1.92%

Volatility

CRAK vs. IXC - Volatility Comparison

VanEck Oil Refiners ETF (CRAK) has a higher volatility of 5.52% compared to iShares Global Energy ETF (IXC) at 4.41%. This indicates that CRAK's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRAKIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

4.41%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

12.78%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

22.29%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

23.46%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

26.78%

-4.68%