CRL vs. COP
CRL (Charles River Laboratories International, Inc.) and COP (ConocoPhillips Company) are both stocks. CRL operates in Diagnostics & Research (Healthcare), while COP operates in Oil & Gas E&P (Energy). Over the past 10 years, CRL returned 8.21%/yr vs 13.80%/yr for COP. At a 0.23 correlation, their price movements are largely independent.
Performance
CRL vs. COP - Performance Comparison
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Returns By Period
In the year-to-date period, CRL achieves a -6.54% return, which is significantly lower than COP's 28.95% return. Over the past 10 years, CRL has underperformed COP with an annualized return of 8.21%, while COP has yielded a comparatively higher 13.80% annualized return.
CRL
- 1D
- 2.81%
- 1M
- 4.97%
- YTD
- -6.54%
- 6M
- -0.36%
- 1Y
- 28.85%
- 3Y*
- -1.93%
- 5Y*
- -11.63%
- 10Y*
- 8.21%
COP
- 1D
- 1.49%
- 1M
- 5.18%
- YTD
- 28.95%
- 6M
- 29.96%
- 1Y
- 40.83%
- 3Y*
- 8.10%
- 5Y*
- 18.98%
- 10Y*
- 13.80%
CRL vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, Inc. | -6.54% | 8.06% | -21.91% | 8.49% | -42.17% | 50.80% | 63.56% | 34.97% | 3.41% | 43.65% |
COP ConocoPhillips Company | 28.95% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Correlation
The correlation between CRL and COP is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2000 | 0.23 |
Over the past year, the correlation between CRL and COP has dropped to 0.03 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
Fundamentals
CRL:
$9.13B
COP:
$145.64B
CRL:
-$3.75
COP:
$5.90
CRL:
2.28
COP:
2.53
CRL:
3.10
COP:
2.26
CRL:
$4.03B
COP:
$58.31B
CRL:
$1.00B
COP:
$17.02B
CRL:
$737.05M
COP:
$22.44B
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Return for Risk
CRL vs. COP — Risk / Return Rank
CRL
COP
CRL vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) and ConocoPhillips Company (COP). 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.
| CRL | COP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.75 | -1.90 |
| Martin ratioReturn relative to average drawdown | 1.77 | 6.17 | -4.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRL | COP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.41 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.58 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.37 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.23 | +0.01 |
Drawdowns
CRL vs. COP - Drawdown Comparison
The maximum CRL drawdown since its inception was -78.23%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for CRL and COP.
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Drawdown Indicators
| CRL | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.23% | -84.55% | +6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -33.88% | -14.90% | -18.98% |
Max Drawdown (3Y)Largest decline over 3 years | -63.52% | -36.19% | -27.33% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -36.19% | -42.04% |
Max Drawdown (10Y)Largest decline over 10 years | -78.23% | -70.66% | -7.57% |
Current DrawdownCurrent decline from peak | -59.32% | -10.48% | -48.84% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -25.48% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.36% | 6.63% | +9.73% |
Volatility
CRL vs. COP - Volatility Comparison
Charles River Laboratories International, Inc. (CRL) has a higher volatility of 16.68% compared to ConocoPhillips Company (COP) at 7.55%. This indicates that CRL's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRL | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 7.55% | +9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 34.88% | 22.71% | +12.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.06% | 29.22% | +15.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.76% | 32.73% | +10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.78% | 37.65% | +0.13% |
Dividends
CRL vs. COP - Dividend Comparison
CRL has not paid dividends to shareholders, while COP's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.78% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
CRL Charles River Laboratories International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CRL vs. COP - Financials Comparison
This section allows you to compare key financial metrics between Charles River Laboratories International, Inc. and ConocoPhillips Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CRL vs. COP - Profitability Comparison
CRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported a gross profit of 0.00 and revenue of 995.83M. Therefore, the gross margin over that period was 0.0%.
COP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a gross profit of 7.50B and revenue of 16.05B. Therefore, the gross margin over that period was 46.7%.
CRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported an operating income of 119.90M and revenue of 995.83M, resulting in an operating margin of 12.0%.
COP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported an operating income of 3.36B and revenue of 16.05B, resulting in an operating margin of 21.0%.
CRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported a net income of -14.84M and revenue of 995.83M, resulting in a net margin of -1.5%.
COP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a net income of 2.18B and revenue of 16.05B, resulting in a net margin of 13.6%.
Frequently Asked Questions
CRL and COP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRL has higher volatility (16.68%) compared to COP (7.55%). In terms of maximum drawdown, CRL dropped -78.23% vs COP's -84.55%.
COP currently has the higher Sharpe Ratio (1.41 vs 0.64), 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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