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CVE vs. IMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVE and IMO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

CVE vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cenovus Energy Inc. (CVE) and Imperial Oil Limited (IMO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-35.12%
118.40%
CVE
IMO

Key characteristics

Sharpe Ratio

CVE:

-1.33

IMO:

-0.34

Sortino Ratio

CVE:

-1.89

IMO:

-0.26

Omega Ratio

CVE:

0.75

IMO:

0.97

Calmar Ratio

CVE:

-0.72

IMO:

-0.45

Martin Ratio

CVE:

-1.98

IMO:

-1.03

Ulcer Index

CVE:

22.39%

IMO:

9.73%

Daily Std Dev

CVE:

33.36%

IMO:

29.94%

Max Drawdown

CVE:

-95.01%

IMO:

-84.96%

Current Drawdown

CVE:

-61.53%

IMO:

-18.79%

Fundamentals

Market Cap

CVE:

$20.71B

IMO:

$32.63B

EPS

CVE:

$1.17

IMO:

$6.35

PE Ratio

CVE:

9.62

IMO:

10.00

PEG Ratio

CVE:

0.45

IMO:

0.85

Total Revenue (TTM)

CVE:

$44.33B

IMO:

$37.17B

Gross Profit (TTM)

CVE:

$8.42B

IMO:

$5.26B

EBITDA (TTM)

CVE:

$6.68B

IMO:

$6.15B

Returns By Period

In the year-to-date period, CVE achieves a -25.02% return, which is significantly lower than IMO's 3.83% return. Over the past 10 years, CVE has underperformed IMO with an annualized return of -2.62%, while IMO has yielded a comparatively higher 6.79% annualized return.


CVE

YTD

-25.02%

1M

-8.09%

6M

-37.29%

1Y

-44.62%

5Y*

38.47%

10Y*

-2.62%

IMO

YTD

3.83%

1M

-1.14%

6M

-16.61%

1Y

-9.52%

5Y*

43.66%

10Y*

6.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CVE vs. IMO — Risk-Adjusted Performance Rank

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

CVE
The Risk-Adjusted Performance Rank of CVE is 55
Overall Rank
The Sharpe Ratio Rank of CVE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CVE is 44
Sortino Ratio Rank
The Omega Ratio Rank of CVE is 55
Omega Ratio Rank
The Calmar Ratio Rank of CVE is 1111
Calmar Ratio Rank
The Martin Ratio Rank of CVE is 33
Martin Ratio Rank

IMO
The Risk-Adjusted Performance Rank of IMO is 3333
Overall Rank
The Sharpe Ratio Rank of IMO is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IMO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of IMO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of IMO is 2727
Calmar Ratio Rank
The Martin Ratio Rank of IMO is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVE vs. IMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cenovus Energy Inc. (CVE) and Imperial Oil Limited (IMO). 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.


Sharpe ratio
The chart of Sharpe ratio for CVE, currently valued at -1.33, compared to the broader market-2.00-1.000.001.002.00
CVE: -1.33
IMO: -0.34
The chart of Sortino ratio for CVE, currently valued at -1.89, compared to the broader market-6.00-4.00-2.000.002.004.00
CVE: -1.89
IMO: -0.26
The chart of Omega ratio for CVE, currently valued at 0.75, compared to the broader market0.501.001.502.00
CVE: 0.75
IMO: 0.97
The chart of Calmar ratio for CVE, currently valued at -0.72, compared to the broader market0.001.002.003.004.00
CVE: -0.72
IMO: -0.45
The chart of Martin ratio for CVE, currently valued at -1.98, compared to the broader market-10.000.0010.0020.00
CVE: -1.98
IMO: -1.03

The current CVE Sharpe Ratio is -1.33, which is lower than the IMO Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of CVE and IMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.33
-0.34
CVE
IMO

Dividends

CVE vs. IMO - Dividend Comparison

CVE's dividend yield for the trailing twelve months is around 5.48%, more than IMO's 2.85% yield.


TTM20242023202220212020201920182017201620152014
CVE
Cenovus Energy Inc.
5.48%3.92%2.33%1.81%0.57%0.75%1.58%2.17%1.70%1.01%5.25%4.64%
IMO
Imperial Oil Limited
2.85%2.84%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%

Drawdowns

CVE vs. IMO - Drawdown Comparison

The maximum CVE drawdown since its inception was -95.01%, which is greater than IMO's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for CVE and IMO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.53%
-18.79%
CVE
IMO

Volatility

CVE vs. IMO - Volatility Comparison

Cenovus Energy Inc. (CVE) has a higher volatility of 18.03% compared to Imperial Oil Limited (IMO) at 13.89%. This indicates that CVE's price experiences larger fluctuations and is considered to be riskier than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
18.03%
13.89%
CVE
IMO

Financials

CVE vs. IMO - Financials Comparison

This section allows you to compare key financial metrics between Cenovus Energy Inc. and Imperial Oil Limited. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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