CTRA vs. OEF
CTRA (Coterra Energy Inc.) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 10 years, CTRA returned 6.42%/yr vs 16.70%/yr for OEF. At a 0.36 correlation, their price movements are largely independent.
Performance
CTRA vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, CTRA achieves a 24.61% return, which is significantly higher than OEF's 9.86% return. Over the past 10 years, CTRA has underperformed OEF with an annualized return of 6.42%, while OEF has yielded a comparatively higher 16.70% annualized return.
CTRA
- 1D
- -8.62%
- 1M
- -8.62%
- YTD
- 24.61%
- 6M
- 19.96%
- 1Y
- 34.11%
- 3Y*
- 12.65%
- 5Y*
- 19.04%
- 10Y*
- 6.42%
OEF
- 1D
- 0.32%
- 1M
- 4.92%
- YTD
- 9.86%
- 6M
- 9.63%
- 1Y
- 29.74%
- 3Y*
- 24.73%
- 5Y*
- 15.77%
- 10Y*
- 16.70%
CTRA vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRA Coterra Energy Inc. | 24.61% | 6.68% | 3.38% | 8.72% | 39.15% | 23.50% | -4.33% | -20.78% | -21.07% | 23.26% |
OEF iShares S&P 100 ETF | 9.86% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
Correlation
The correlation between CTRA and OEF is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2000 | 0.36 |
The correlation between CTRA and OEF shifts across timeframes, from -0.17 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CTRA vs. OEF — Risk / Return Rank
CTRA
OEF
CTRA vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coterra Energy Inc. (CTRA) and iShares S&P 100 ETF (OEF). 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.
| CTRA | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.70 | +0.33 |
| Martin ratioReturn relative to average drawdown | 6.37 | 11.37 | -5.00 |
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
| CTRA | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.35 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.90 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.91 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.45 | -0.18 |
Drawdowns
CTRA vs. OEF - Drawdown Comparison
The maximum CTRA drawdown since its inception was -74.41%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for CTRA and OEF.
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Drawdown Indicators
| CTRA | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.41% | -54.11% | -20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.51% | -11.06% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -19.80% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -26.47% | -6.78% |
Max Drawdown (10Y)Largest decline over 10 years | -52.56% | -31.44% | -21.12% |
Current DrawdownCurrent decline from peak | -10.33% | -0.63% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -26.96% | -11.76% | -15.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 2.62% | +4.76% |
Volatility
CTRA vs. OEF - Volatility Comparison
Coterra Energy Inc. (CTRA) has a higher volatility of 13.41% compared to iShares S&P 100 ETF (OEF) at 3.09%. This indicates that CTRA's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRA | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 3.09% | +10.32% |
Volatility (6M)Calculated over the trailing 6-month period | 23.40% | 9.48% | +13.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.69% | 12.72% | +17.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.49% | 17.69% | +16.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 18.44% | +17.12% |
Dividends
CTRA vs. OEF - Dividend Comparison
CTRA's dividend yield for the trailing twelve months is around 2.03%, more than OEF's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRA Coterra Energy Inc. | 2.03% | 3.34% | 3.29% | 4.58% | 8.47% | 5.89% | 2.46% | 2.01% | 1.12% | 0.59% | 0.34% | 0.45% |
OEF iShares S&P 100 ETF | 0.83% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
CTRA and OEF have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTRA has higher volatility (13.41%) compared to OEF (3.09%). In terms of maximum drawdown, CTRA dropped -74.41% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (2.35 vs 1.61), 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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