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

Correlation

The correlation between CRK and EQT is 0.42, 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. EQT - Performance Comparison

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

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-35.83%
1,274.84%
CRK
EQT

Key characteristics

Sharpe Ratio

CRK:

1.73

EQT:

0.47

Sortino Ratio

CRK:

2.43

EQT:

0.95

Omega Ratio

CRK:

1.29

EQT:

1.11

Calmar Ratio

CRK:

0.84

EQT:

0.33

Martin Ratio

CRK:

7.48

EQT:

1.30

Ulcer Index

CRK:

10.97%

EQT:

11.73%

Daily Std Dev

CRK:

47.38%

EQT:

32.66%

Max Drawdown

CRK:

-99.32%

EQT:

-91.57%

Current Drawdown

CRK:

-95.93%

EQT:

-23.07%

Fundamentals

Market Cap

CRK:

$4.70B

EQT:

$26.37B

EPS

CRK:

-$0.18

EQT:

$0.75

PEG Ratio

CRK:

-0.04

EQT:

0.20

Total Revenue (TTM)

CRK:

$1.29B

EQT:

$4.79B

Gross Profit (TTM)

CRK:

-$85.64M

EQT:

$703.36M

EBITDA (TTM)

CRK:

$864.84M

EQT:

$2.73B

Returns By Period

In the year-to-date period, CRK achieves a 78.76% return, which is significantly higher than EQT's 13.22% return. Over the past 10 years, CRK has underperformed EQT with an annualized return of -7.43%, while EQT has yielded a comparatively higher 0.75% annualized return.


CRK

YTD

78.76%

1M

5.47%

6M

46.62%

1Y

73.27%

5Y*

17.53%

10Y*

-7.43%

EQT

YTD

13.22%

1M

-7.63%

6M

17.39%

1Y

12.18%

5Y*

34.05%

10Y*

0.75%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CRK vs. EQT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) and EQT Corporation (EQT). 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-4.00-2.000.002.001.730.47
The chart of Sortino ratio for CRK, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.430.95
The chart of Omega ratio for CRK, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.11
The chart of Calmar ratio for CRK, currently valued at 0.84, compared to the broader market0.002.004.006.000.840.33
The chart of Martin ratio for CRK, currently valued at 7.48, compared to the broader market-5.000.005.0010.0015.0020.0025.007.481.30
CRK
EQT

The current CRK Sharpe Ratio is 1.73, which is higher than the EQT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CRK and EQT, 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
0.47
CRK
EQT

Dividends

CRK vs. EQT - Dividend Comparison

CRK has not paid dividends to shareholders, while EQT's dividend yield for the trailing twelve months is around 1.49%.


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%
EQT
EQT Corporation
1.49%1.58%1.66%0.00%0.24%1.10%83.74%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRK vs. EQT - Drawdown Comparison

The maximum CRK drawdown since its inception was -99.32%, which is greater than EQT's maximum drawdown of -91.57%. Use the drawdown chart below to compare losses from any high point for CRK and EQT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-95.93%
-23.07%
CRK
EQT

Volatility

CRK vs. EQT - Volatility Comparison

Comstock Resources, Inc. (CRK) has a higher volatility of 15.41% compared to EQT Corporation (EQT) at 8.48%. This indicates that CRK's price experiences larger fluctuations and is considered to be riskier than EQT 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%
8.48%
CRK
EQT

Financials

CRK vs. EQT - Financials Comparison

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


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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