CRK vs. XLE
CRK (Comstock Resources, Inc.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, CRK returned 13.46%/yr vs 9.37%/yr for XLE. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
CRK vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, CRK achieves a -41.93% return, which is significantly lower than XLE's 23.49% return. Over the past 10 years, CRK has outperformed XLE with an annualized return of 13.46%, while XLE has yielded a comparatively lower 9.37% annualized return.
CRK
- 1D
- 0.07%
- 1M
- -3.44%
- YTD
- -41.93%
- 6M
- -41.63%
- 1Y
- -54.70%
- 3Y*
- 9.89%
- 5Y*
- 16.31%
- 10Y*
- 13.46%
XLE
- 1D
- 0.74%
- 1M
- -7.80%
- YTD
- 23.49%
- 6M
- 24.07%
- 1Y
- 30.55%
- 3Y*
- 15.73%
- 5Y*
- 18.87%
- 10Y*
- 9.37%
CRK vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | -41.93% | 27.22% | 105.88% | -32.37% | 70.63% | 85.13% | -46.90% | 81.68% | -46.45% | -14.11% |
XLE State Street Energy Select Sector SPDR ETF | 23.49% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between CRK and XLE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.57 |
The correlation between CRK and XLE shifts across timeframes, from 0.42 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRK vs. XLE — Risk / Return Rank
CRK
XLE
CRK vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) and State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.25 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.18 | -3.14 |
| Martin ratioReturn relative to average drawdown | -1.52 | 6.53 | -8.05 |
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Drawdowns
CRK vs. XLE - Drawdown Comparison
The maximum CRK drawdown since its inception was -99.32%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for CRK and XLE.
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Drawdown Indicators
| CRK | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -71.26% | -28.06% |
Max Drawdown (1Y)Largest decline over 1 year | -57.15% | -14.05% | -43.10% |
Max Drawdown (3Y)Largest decline over 3 years | -58.78% | -20.14% | -38.64% |
Max Drawdown (5Y)Largest decline over 5 years | -64.25% | -26.04% | -38.21% |
Max Drawdown (10Y)Largest decline over 10 years | -68.63% | -66.81% | -1.82% |
Current DrawdownCurrent decline from peak | -96.54% | -12.32% | -84.22% |
Average DrawdownAverage peak-to-trough decline | -62.65% | -17.96% | -44.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.34% | 4.69% | +31.65% |
Volatility
CRK vs. XLE - Volatility Comparison
Comstock Resources, Inc. (CRK) has a higher volatility of 13.63% compared to State Street Energy Select Sector SPDR ETF (XLE) at 7.12%. This indicates that CRK's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRK | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.63% | 7.12% | +6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 40.97% | 16.82% | +24.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.48% | 20.93% | +36.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.19% | 25.98% | +32.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.11% | 29.60% | +38.51% |
Dividends
CRK vs. XLE - Dividend Comparison
CRK has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.79%.
| 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% |
XLE State Street Energy Select Sector SPDR ETF | 2.79% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
CRK and XLE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRK has higher volatility (13.63%) compared to XLE (7.12%). In terms of maximum drawdown, CRK dropped -99.32% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.48 vs -0.95), 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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