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CRC vs. SPXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRC vs. SPXC - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRC achieves a 28.87% return, which is significantly higher than SPXC's 16.71% return.


CRC

1D
-3.41%
1M
-4.09%
YTD
28.87%
6M
22.22%
1Y
26.74%
3Y*
14.50%
5Y*
14.04%
10Y*

SPXC

1D
4.41%
1M
17.34%
YTD
16.71%
6M
3.88%
1Y
45.38%
3Y*
40.55%
5Y*
31.42%
10Y*
31.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRC vs. SPXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRC
California Resources Corporation
28.87%-10.78%-2.57%28.85%3.69%81.82%18.25%
SPXC
SPX Corporation
16.71%37.48%44.06%53.86%10.00%9.42%16.46%

Correlation

The correlation between CRC and SPXC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.18

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.24

The correlation between CRC and SPXC shifts across timeframes, from -0.11 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CRC:

$4.17

SPXC:

$5.19

PE Ratio

CRC:

13.64

SPXC:

45.00

PS Ratio

CRC:

1.42

SPXC:

4.85

Total Revenue (TTM)

CRC:

$3.48B

SPXC:

$2.35B

Gross Profit (TTM)

CRC:

$1.30B

SPXC:

$909.30M

EBITDA (TTM)

CRC:

$1.34B

SPXC:

$475.30M

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Return for Risk

CRC vs. SPXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRC
CRC Risk / Return Rank: 6464
Overall Rank
CRC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CRC Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRC Omega Ratio Rank: 6161
Omega Ratio Rank
CRC Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRC Martin Ratio Rank: 6565
Martin Ratio Rank

SPXC
SPXC Risk / Return Rank: 7777
Overall Rank
SPXC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7474
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7878
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.

CRC vs. SPXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California Resources Corporation (CRC) and SPX Corporation (SPXC). 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.


CRCSPXCDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.08

Calmar ratioReturn relative to maximum drawdown

1.12

1.97

-0.85

Martin ratioReturn relative to average drawdown

2.32

5.04

-2.72

CRC vs. SPXC - Sharpe Ratio Comparison

The current CRC Sharpe Ratio is 0.76, which is lower than the SPXC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CRC and SPXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRC vs. SPXC - Drawdown Comparison

The maximum CRC drawdown since its inception was -44.75%, smaller than the maximum SPXC drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for CRC and SPXC.


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Drawdown Indicators


CRCSPXCDifference

Max Drawdown

Largest peak-to-trough decline

-44.75%

-81.12%

+36.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.04%

-23.15%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-44.75%

-33.54%

-11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-44.75%

-38.32%

-6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

Current Drawdown

Current decline from peak

-18.38%

-3.93%

-14.45%

Average Drawdown

Average peak-to-trough decline

-11.93%

-29.01%

+17.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.55%

9.04%

+2.51%

Volatility

CRC vs. SPXC - Volatility Comparison

The current volatility for California Resources Corporation (CRC) is 9.92%, while SPX Corporation (SPXC) has a volatility of 11.22%. This indicates that CRC experiences smaller price fluctuations and is considered to be less risky than SPXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRCSPXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

11.22%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

27.69%

28.23%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

35.48%

36.72%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.42%

35.15%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.70%

37.47%

+7.23%

Dividends

CRC vs. SPXC - Dividend Comparison

CRC's dividend yield for the trailing twelve months is around 2.82%, while SPXC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRC
California Resources Corporation
2.82%3.51%2.69%2.12%1.82%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%

Financials

CRC vs. SPXC - Financials Comparison

This section allows you to compare key financial metrics between California Resources Corporation and SPX 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
871.00M
566.80M
(CRC) Total Revenue
(SPXC) Total Revenue
Values in USD except per share items

CRC vs. SPXC - Profitability Comparison

The chart below illustrates the profitability comparison between California Resources Corporation and SPX Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20222023202420252026
35.5%
40.7%
Portfolio components
CRC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported a gross profit of 309.00M and revenue of 871.00M. Therefore, the gross margin over that period was 35.5%.

SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

CRC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported an operating income of 159.00M and revenue of 871.00M, resulting in an operating margin of 18.3%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

CRC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported a net income of 12.00M and revenue of 871.00M, resulting in a net margin of 1.4%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.


Frequently Asked Questions


CRC and SPXC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXC has higher volatility (11.22%) compared to CRC (9.92%). In terms of maximum drawdown, CRC dropped -44.75% vs SPXC's -81.12%.

SPXC currently has the higher Sharpe Ratio (1.24 vs 0.76), 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 CRC and SPXC

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