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CRK vs. BSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRK and BSM is 0.40, 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.


-0.50.00.51.00.4

Performance

CRK vs. BSM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
46.61%
-5.67%
CRK
BSM

Key characteristics

Sharpe Ratio

CRK:

1.73

BSM:

-0.36

Sortino Ratio

CRK:

2.43

BSM:

-0.38

Omega Ratio

CRK:

1.29

BSM:

0.95

Calmar Ratio

CRK:

0.84

BSM:

-0.40

Martin Ratio

CRK:

7.48

BSM:

-1.24

Ulcer Index

CRK:

10.97%

BSM:

5.19%

Daily Std Dev

CRK:

47.38%

BSM:

17.76%

Max Drawdown

CRK:

-99.32%

BSM:

-75.58%

Current Drawdown

CRK:

-95.93%

BSM:

-13.12%

Fundamentals

Market Cap

CRK:

$4.70B

BSM:

$2.99B

EPS

CRK:

-$0.18

BSM:

$1.62

PEG Ratio

CRK:

-0.04

BSM:

1.22

Total Revenue (TTM)

CRK:

$1.29B

BSM:

$394.47M

Gross Profit (TTM)

CRK:

-$85.64M

BSM:

$279.63M

EBITDA (TTM)

CRK:

$864.84M

BSM:

$420.45M

Returns By Period

In the year-to-date period, CRK achieves a 78.76% return, which is significantly higher than BSM's -2.70% return.


CRK

YTD

78.76%

1M

5.47%

6M

46.62%

1Y

73.27%

5Y*

17.53%

10Y*

-7.43%

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

CRK vs. BSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) 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 CRK, currently valued at 1.73, compared to the broader market-4.00-2.000.002.001.73-0.36
The chart of Sortino ratio for CRK, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.43-0.38
The chart of Omega ratio for CRK, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.95
The chart of Calmar ratio for CRK, currently valued at 1.18, compared to the broader market0.002.004.006.001.18-0.40
The chart of Martin ratio for CRK, currently valued at 7.48, compared to the broader market-5.000.005.0010.0015.0020.0025.007.48-1.24
CRK
BSM

The current CRK Sharpe Ratio is 1.73, which is higher than the BSM Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of CRK 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.73
-0.36
CRK
BSM

Dividends

CRK vs. BSM - Dividend Comparison

CRK has not paid dividends to shareholders, while BSM's dividend yield for the trailing twelve months is around 11.43%.


TTM20232022202120202019201820172016201520142013
CRK
Comstock Resources, Inc.
0.00%5.65%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.34%2.05%
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%0.00%0.00%

Drawdowns

CRK vs. BSM - Drawdown Comparison

The maximum CRK drawdown since its inception was -99.32%, which is greater than BSM's maximum drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for CRK and BSM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.04%
-13.12%
CRK
BSM

Volatility

CRK vs. BSM - Volatility Comparison

Comstock Resources, Inc. (CRK) has a higher volatility of 15.41% compared to Black Stone Minerals, L.P. (BSM) at 5.65%. This indicates that CRK'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.41%
5.65%
CRK
BSM

Financials

CRK vs. BSM - Financials Comparison

This section allows you to compare key financial metrics between Comstock Resources, Inc. 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
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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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