CVE vs. IMO

In the year-to-date period, CVE achieves a -19.48% return, which is significantly lower than IMO's 12.74% return. Over the past 10 years, CVE has underperformed IMO with an annualized return of -2.42%, while IMO has yielded a comparatively higher 7.05% annualized return.

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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.

The current CVE Sharpe Ratio is -1.09, which is lower than the IMO Sharpe Ratio of 0.01. 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.

CVE's dividend yield for the trailing twelve months is around 5.10%, more than IMO's 2.63% yield.

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.

Cenovus Energy Inc. (CVE) has a higher volatility of 24.13% compared to Imperial Oil Limited (IMO) at 17.40%. 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.

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.