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CROX vs. COP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CROX vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crocs, Inc. (CROX) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CROX achieves a 41.08% return, which is significantly higher than COP's 28.95% return. Over the past 10 years, CROX has outperformed COP with an annualized return of 27.39%, while COP has yielded a comparatively lower 13.80% annualized return.


CROX

1D
1.09%
1M
16.42%
YTD
41.08%
6M
39.95%
1Y
18.91%
3Y*
1.26%
5Y*
2.78%
10Y*
27.39%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CROX vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CROX
Crocs, Inc.
41.08%-21.92%17.26%-13.85%-15.43%104.63%49.58%61.24%105.54%84.26%
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 CROX and COP is -0.04, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2006

0.26

The correlation between CROX and COP shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CROX:

$6.12B

COP:

$145.64B

EPS

CROX:

-$1.94

COP:

$5.90

PS Ratio

CROX:

1.60

COP:

2.53

PB Ratio

CROX:

4.29

COP:

2.26

Total Revenue (TTM)

CROX:

$4.02B

COP:

$58.31B

Gross Profit (TTM)

CROX:

$2.34B

COP:

$17.02B

EBITDA (TTM)

CROX:

$297.04M

COP:

$22.44B

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Return for Risk

CROX vs. COP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CROX
CROX Risk / Return Rank: 5454
Overall Rank
CROX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CROX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CROX Omega Ratio Rank: 5555
Omega Ratio Rank
CROX Calmar Ratio Rank: 5555
Calmar Ratio Rank
CROX Martin Ratio Rank: 5353
Martin Ratio Rank

COP
COP Risk / Return Rank: 7878
Overall Rank
COP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
COP Sortino Ratio Rank: 7575
Sortino Ratio Rank
COP Omega Ratio Rank: 7272
Omega Ratio Rank
COP Calmar Ratio Rank: 8282
Calmar Ratio Rank
COP Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CROX vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) 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.


CROXCOPDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratioReturn relative to maximum drawdown

0.58

2.75

-2.17

Martin ratioReturn relative to average drawdown

0.99

6.17

-5.18

CROX vs. COP - Sharpe Ratio Comparison

The current CROX Sharpe Ratio is 0.36, which is lower than the COP Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CROX and COP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CROXCOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.41

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.58

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.37

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.23

-0.06

Drawdowns

CROX vs. COP - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than COP's maximum drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for CROX and COP.


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Drawdown Indicators


CROXCOPDifference

Max Drawdown

Largest peak-to-trough decline

-98.74%

-84.55%

-14.19%

Max Drawdown (1Y)

Largest decline over 1 year

-32.54%

-14.90%

-17.64%

Max Drawdown (3Y)

Largest decline over 3 years

-54.04%

-36.19%

-17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-73.86%

-36.19%

-37.67%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

-70.66%

-4.52%

Current Drawdown

Current decline from peak

-33.18%

-10.48%

-22.70%

Average Drawdown

Average peak-to-trough decline

-61.28%

-25.48%

-35.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.17%

6.63%

+12.54%

Volatility

CROX vs. COP - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 11.01% compared to ConocoPhillips Company (COP) at 7.55%. This indicates that CROX'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


CROXCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

7.55%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

31.82%

22.71%

+9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

52.52%

29.22%

+23.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.12%

32.73%

+22.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.96%

37.65%

+18.31%

Dividends

CROX vs. COP - Dividend Comparison

CROX has not paid dividends to shareholders, while COP's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
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%
CROX
Crocs, 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

CROX vs. COP - Financials Comparison

This section allows you to compare key financial metrics between Crocs, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
921.46M
16.05B
(CROX) Total Revenue
(COP) Total Revenue
Values in USD except per share items

CROX vs. COP - Profitability Comparison

The chart below illustrates the profitability comparison between Crocs, Inc. and ConocoPhillips Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
56.8%
46.7%
Portfolio components
CROX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported a gross profit of 522.95M and revenue of 921.46M. Therefore, the gross margin over that period was 56.8%.

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%.

CROX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported an operating income of 200.84M and revenue of 921.46M, resulting in an operating margin of 21.8%.

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%.

CROX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported a net income of 137.56M and revenue of 921.46M, resulting in a net margin of 14.9%.

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


CROX and COP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CROX has higher volatility (11.01%) compared to COP (7.55%). In terms of maximum drawdown, CROX dropped -98.74% vs COP's -84.55%.

COP currently has the higher Sharpe Ratio (1.41 vs 0.36), 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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