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CVI vs. PBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CVI vs. PBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CVR Energy, Inc. (CVI) and Petróleo Brasileiro S.A. - Petrobras (PBR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVI achieves a 42.78% return, which is significantly lower than PBR's 58.90% return. Over the past 10 years, CVI has underperformed PBR with an annualized return of 20.34%, while PBR has yielded a comparatively higher 23.74% annualized return.


CVI

1D
2.12%
1M
7.47%
YTD
42.78%
6M
4.92%
1Y
56.16%
3Y*
23.31%
5Y*
32.35%
10Y*
20.34%

PBR

1D
-0.74%
1M
-14.52%
YTD
58.90%
6M
52.46%
1Y
72.27%
3Y*
26.96%
5Y*
33.44%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVI vs. PBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVI
CVR Energy, Inc.
42.78%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%
PBR
Petróleo Brasileiro S.A. - Petrobras
58.90%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%

Correlation

The correlation between CVI and PBR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.28

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

0.33

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2007

0.36

Fundamentals

Market Cap

CVI:

$3.58B

PBR:

$120.64B

EPS

CVI:

-$0.42

PBR:

$3.16

PS Ratio

CVI:

0.48

PBR:

1.29

PB Ratio

CVI:

6.66

PBR:

1.42

Total Revenue (TTM)

CVI:

$7.50B

PBR:

$93.27B

Gross Profit (TTM)

CVI:

-$1.54B

PBR:

$43.47B

EBITDA (TTM)

CVI:

$441.00M

PBR:

$41.03B

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Return for Risk

CVI vs. PBR — Risk / Return Rank

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

CVI
CVI Risk / Return Rank: 6767
Overall Rank
CVI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 6969
Sortino Ratio Rank
CVI Omega Ratio Rank: 6666
Omega Ratio Rank
CVI Calmar Ratio Rank: 6363
Calmar Ratio Rank
CVI Martin Ratio Rank: 6363
Martin Ratio Rank

PBR
PBR Risk / Return Rank: 8888
Overall Rank
PBR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 8787
Sortino Ratio Rank
PBR Omega Ratio Rank: 8686
Omega Ratio Rank
PBR Calmar Ratio Rank: 9191
Calmar Ratio Rank
PBR Martin Ratio Rank: 8888
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.

CVI vs. PBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVR Energy, Inc. (CVI) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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.


CVIPBRDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.30

-1.20

Sortino ratio

Return per unit of downside risk

1.70

2.92

-1.22

Omega ratio

Gain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratio

Return relative to maximum drawdown

1.15

4.88

-3.73

Martin ratio

Return relative to average drawdown

2.51

10.89

-8.38

CVI vs. PBR - Sharpe Ratio Comparison

The current CVI Sharpe Ratio is 1.09, which is lower than the PBR Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CVI and PBR, 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


CVIPBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.30

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.89

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.51

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.20

+0.01

Drawdowns

CVI vs. PBR - Drawdown Comparison

The maximum CVI drawdown since its inception was -92.39%, roughly equal to the maximum PBR drawdown of -95.62%. Use the drawdown chart below to compare losses from any high point for CVI and PBR.


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Drawdown Indicators


CVIPBRDifference

Max Drawdown

Largest peak-to-trough decline

-92.39%

-95.62%

+3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-48.21%

-15.02%

-33.19%

Max Drawdown (3Y)

Largest decline over 3 years

-56.17%

-28.24%

-27.93%

Max Drawdown (5Y)

Largest decline over 5 years

-56.17%

-39.62%

-16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-80.26%

-75.13%

-5.13%

Current Drawdown

Current decline from peak

-9.22%

-22.58%

+13.36%

Average Drawdown

Average peak-to-trough decline

-35.18%

-52.74%

+17.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.03%

6.73%

+15.30%

Volatility

CVI vs. PBR - Volatility Comparison

CVR Energy, Inc. (CVI) has a higher volatility of 14.78% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 9.16%. This indicates that CVI's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVIPBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.78%

9.16%

+5.62%

Volatility (6M)

Calculated over the trailing 6-month period

40.20%

24.99%

+15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

51.62%

31.62%

+20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.18%

37.90%

+20.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.09%

47.11%

+11.98%

Dividends

CVI vs. PBR - Dividend Comparison

CVI's dividend yield for the trailing twelve months is around 1.32%, less than PBR's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CVI
CVR Energy, Inc.
1.32%8.88%8.00%14.85%32.04%14.28%8.05%7.54%7.25%5.37%7.88%5.08%
PBR
Petróleo Brasileiro S.A. - Petrobras
4.46%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%0.00%

Financials

CVI vs. PBR - Financials Comparison

This section allows you to compare key financial metrics between CVR Energy, Inc. and Petróleo Brasileiro S.A. - Petrobras. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
1.98B
23.53B
(CVI) Total Revenue
(PBR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CVI and PBR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVI has higher volatility (14.78%) compared to PBR (9.16%). In terms of maximum drawdown, CVI dropped -92.39% vs PBR's -95.62%.

PBR currently has the higher Sharpe Ratio (2.30 vs 1.09), 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.

Portfolio Optimizer

Find the right allocation for CVI and PBR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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