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

Correlation

The correlation between CRC and BSM is 0.48, 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.


-0.50.00.51.00.5

Performance

CRC vs. BSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Resources Corporation (CRC) and Black Stone Minerals, L.P. (BSM). The values are adjusted to include any dividend payments, if applicable.

200.00%220.00%240.00%260.00%280.00%300.00%320.00%JulyAugustSeptemberOctoberNovemberDecember
262.74%
246.37%
CRC
BSM

Key characteristics

Sharpe Ratio

CRC:

-0.10

BSM:

-0.36

Sortino Ratio

CRC:

0.13

BSM:

-0.38

Omega Ratio

CRC:

1.02

BSM:

0.95

Calmar Ratio

CRC:

-0.17

BSM:

-0.40

Martin Ratio

CRC:

-0.42

BSM:

-1.24

Ulcer Index

CRC:

9.46%

BSM:

5.19%

Daily Std Dev

CRC:

38.65%

BSM:

17.76%

Max Drawdown

CRC:

-30.69%

BSM:

-75.58%

Current Drawdown

CRC:

-14.59%

BSM:

-13.12%

Fundamentals

Market Cap

CRC:

$4.87B

BSM:

$2.99B

EPS

CRC:

$7.02

BSM:

$1.62

PE Ratio

CRC:

7.59

BSM:

8.75

PEG Ratio

CRC:

2.28

BSM:

1.22

Total Revenue (TTM)

CRC:

$2.99B

BSM:

$394.47M

Gross Profit (TTM)

CRC:

$1.64B

BSM:

$279.63M

EBITDA (TTM)

CRC:

$1.25B

BSM:

$420.45M

Returns By Period

In the year-to-date period, CRC achieves a -5.07% return, which is significantly lower than BSM's -2.70% return.


CRC

YTD

-5.07%

1M

-12.49%

6M

5.40%

1Y

-5.15%

5Y*

N/A

10Y*

N/A

BSM

YTD

-2.70%

1M

-7.59%

6M

-5.67%

1Y

-6.73%

5Y*

12.27%

10Y*

N/A

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

CRC vs. BSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for California Resources Corporation (CRC) and Black Stone Minerals, L.P. (BSM). 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.


Sharpe ratio
The chart of Sharpe ratio for CRC, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.10-0.36
The chart of Sortino ratio for CRC, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.13-0.38
The chart of Omega ratio for CRC, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.95
The chart of Calmar ratio for CRC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17-0.40
The chart of Martin ratio for CRC, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.42-1.24
CRC
BSM

The current CRC Sharpe Ratio is -0.10, which is higher than the BSM Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of CRC and BSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.10
-0.36
CRC
BSM

Dividends

CRC vs. BSM - Dividend Comparison

CRC's dividend yield for the trailing twelve months is around 2.76%, less than BSM's 11.43% yield.


TTM202320222021202020192018201720162015
CRC
California Resources Corporation
2.76%2.12%1.82%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
BSM
Black Stone Minerals, L.P.
11.43%11.90%9.13%8.23%10.18%11.64%8.62%6.70%5.87%2.95%

Drawdowns

CRC vs. BSM - Drawdown Comparison

The maximum CRC drawdown since its inception was -30.69%, smaller than the maximum BSM drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for CRC and BSM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.59%
-13.12%
CRC
BSM

Volatility

CRC vs. BSM - Volatility Comparison

California Resources Corporation (CRC) has a higher volatility of 11.01% compared to Black Stone Minerals, L.P. (BSM) at 5.65%. This indicates that CRC's price experiences larger fluctuations and is considered to be riskier than BSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.01%
5.65%
CRC
BSM

Financials

CRC vs. BSM - Financials Comparison

This section allows you to compare key financial metrics between California Resources Corporation and Black Stone Minerals, L.P.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab