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CRC vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRC and TRMD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CRC vs. TRMD - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
265.75%
383.89%
CRC
TRMD

Key characteristics

Sharpe Ratio

CRC:

-0.11

TRMD:

-0.72

Sortino Ratio

CRC:

0.11

TRMD:

-0.88

Omega Ratio

CRC:

1.01

TRMD:

0.90

Calmar Ratio

CRC:

-0.18

TRMD:

-0.49

Martin Ratio

CRC:

-0.47

TRMD:

-1.34

Ulcer Index

CRC:

9.42%

TRMD:

17.55%

Daily Std Dev

CRC:

38.66%

TRMD:

32.63%

Max Drawdown

CRC:

-30.69%

TRMD:

-48.24%

Current Drawdown

CRC:

-13.88%

TRMD:

-47.58%

Fundamentals

Market Cap

CRC:

$4.87B

TRMD:

$2.32B

EPS

CRC:

$7.02

TRMD:

$8.08

PE Ratio

CRC:

7.59

TRMD:

2.94

Total Revenue (TTM)

CRC:

$2.99B

TRMD:

$1.65B

Gross Profit (TTM)

CRC:

$1.64B

TRMD:

$889.07M

EBITDA (TTM)

CRC:

$1.25B

TRMD:

$969.48M

Returns By Period

In the year-to-date period, CRC achieves a -4.28% return, which is significantly higher than TRMD's -24.52% return.


CRC

YTD

-4.28%

1M

-11.02%

6M

4.18%

1Y

-3.20%

5Y*

N/A

10Y*

N/A

TRMD

YTD

-24.52%

1M

-15.83%

6M

-40.92%

1Y

-23.43%

5Y*

29.90%

10Y*

N/A

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Risk-Adjusted Performance

CRC vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for California Resources Corporation (CRC) and TORM plc (TRMD). 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 -0.08, compared to the broader market-4.00-2.000.002.00-0.08-0.72
The chart of Sortino ratio for CRC, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.16-0.88
The chart of Omega ratio for CRC, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.90
The chart of Calmar ratio for CRC, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.49
The chart of Martin ratio for CRC, currently valued at -0.34, compared to the broader market0.0010.0020.00-0.34-1.34
CRC
TRMD

The current CRC Sharpe Ratio is -0.11, which is higher than the TRMD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of CRC and TRMD, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
-0.72
CRC
TRMD

Dividends

CRC vs. TRMD - Dividend Comparison

CRC's dividend yield for the trailing twelve months is around 2.74%, less than TRMD's 38.79% yield.


TTM2023202220212020
CRC
California Resources Corporation
2.74%2.12%1.82%0.40%0.00%
TRMD
TORM plc
38.79%23.05%6.99%0.00%14.89%

Drawdowns

CRC vs. TRMD - Drawdown Comparison

The maximum CRC drawdown since its inception was -30.69%, smaller than the maximum TRMD drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for CRC and TRMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.88%
-47.58%
CRC
TRMD

Volatility

CRC vs. TRMD - Volatility Comparison

California Resources Corporation (CRC) has a higher volatility of 11.02% compared to TORM plc (TRMD) at 9.80%. This indicates that CRC's price experiences larger fluctuations and is considered to be riskier than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
9.80%
CRC
TRMD

Financials

CRC vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between California Resources Corporation and TORM plc. 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
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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.

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