CRK vs. VTWO
CRK (Comstock Resources, Inc.) is a stock, while VTWO (Vanguard Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, CRK returned 16.96%/yr vs 10.85%/yr for VTWO. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
CRK vs. VTWO - Performance Comparison
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Returns By Period
In the year-to-date period, CRK achieves a -42.80% return, which is significantly lower than VTWO's 18.91% return. Over the past 10 years, CRK has outperformed VTWO with an annualized return of 16.96%, while VTWO has yielded a comparatively lower 10.85% annualized return.
CRK
- 1D
- 4.41%
- 1M
- -9.67%
- 6M
- -45.54%
- YTD
- -42.80%
- 1Y
- -19.20%
- 3Y*
- 4.82%
- 5Y*
- 18.13%
- 10Y*
- 16.96%
- ALL TIME*
- -1.50%
VTWO
- 1D
- -0.42%
- 1M
- -2.08%
- 6M
- 12.79%
- YTD
- 18.91%
- 1Y
- 37.17%
- 3Y*
- 15.32%
- 5Y*
- 7.17%
- 10Y*
- 10.85%
- ALL TIME*
- 11.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.07M | $34.06M | $38.78M | |
| $175.65M | $196.25M | $231.49M |
CRK vs. VTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | -42.80% | 27.22% | 105.88% | -32.37% | 70.63% | 85.13% | -46.90% | 81.68% | -46.45% | -14.11% |
VTWO Vanguard Russell 2000 ETF | 18.91% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
Correlation
The correlation between CRK and VTWO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.36 |
The correlation between CRK and VTWO shifts across timeframes, from -0.01 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRK vs. VTWO — Risk / Return Rank
CRK
VTWO
CRK vs. VTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) and Vanguard Russell 2000 ETF (VTWO). 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.
| CRK | VTWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.14 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.87 | 11.17 | -12.03 |
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Drawdowns
CRK vs. VTWO - Drawdown Comparison
The maximum CRK drawdown since its inception was -99.32%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for CRK and VTWO.
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Drawdown Indicators
| CRK | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -41.19% | -58.13% |
Max Drawdown (1Y)Largest decline over 1 year | -54.77% | -10.99% | -43.78% |
Max Drawdown (3Y)Largest decline over 3 years | -59.73% | -27.57% | -32.16% |
Max Drawdown (5Y)Largest decline over 5 years | -64.25% | -31.88% | -32.37% |
Max Drawdown (10Y)Largest decline over 10 years | -68.63% | -41.19% | -27.44% |
Current DrawdownCurrent decline from peak | -96.59% | -3.04% | -93.55% |
Average DrawdownAverage peak-to-trough decline | -62.75% | -8.32% | -54.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.09% | 3.09% | +27.00% |
Volatility
CRK vs. VTWO - Volatility Comparison
Comstock Resources, Inc. (CRK) has a higher volatility of 13.76% compared to Vanguard Russell 2000 ETF (VTWO) at 3.79%. This indicates that CRK's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRK | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.76% | 3.79% | +9.97% |
Volatility (6M)Calculated over the trailing 6-month period | 39.19% | 14.10% | +25.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.79% | 19.35% | +37.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.21% | 22.43% | +35.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.05% | 23.06% | +43.99% |
Dividends
CRK vs. VTWO - Dividend Comparison
CRK has not paid dividends to shareholders, while VTWO's dividend yield for the trailing twelve months is around 1.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | 0.00% | 0.00% | 0.00% | 5.65% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWO Vanguard Russell 2000 ETF | 1.11% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Frequently Asked Questions
CRK and VTWO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRK has higher volatility (13.76%) compared to VTWO (3.79%). In terms of maximum drawdown, CRK dropped -99.32% vs VTWO's -41.19%.
VTWO currently has the higher Sharpe Ratio (1.79 vs -0.47), 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.
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