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CVI vs. PBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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CVI vs. PBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVI
CVR Energy, Inc.
26.15%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%
PBR
Petróleo Brasileiro S.A. - Petrobras
69.45%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%

Fundamentals

Market Cap

CVI:

$3.18B

PBR:

$129.40B

EPS

CVI:

$0.27

PBR:

$3.12

PE Ratio

CVI:

117.64

PBR:

6.44

PEG Ratio

CVI:

0.24

PBR:

0.17

PS Ratio

CVI:

0.44

PBR:

1.43

PB Ratio

CVI:

4.35

PBR:

1.71

Total Revenue (TTM)

CVI:

$7.16B

PBR:

$90.81B

Gross Profit (TTM)

CVI:

-$5.38B

PBR:

$43.25B

EBITDA (TTM)

CVI:

$529.00M

PBR:

$43.02B

Returns By Period

In the year-to-date period, CVI achieves a 26.15% return, which is significantly lower than PBR's 69.45% return. Over the past 10 years, CVI has underperformed PBR with an annualized return of 16.72%, while PBR has yielded a comparatively higher 25.00% annualized return.


CVI

1D
-6.09%
1M
26.75%
YTD
26.15%
6M
-12.25%
1Y
86.75%
3Y*
9.41%
5Y*
31.43%
10Y*
16.72%

PBR

1D
-3.23%
1M
15.94%
YTD
69.45%
6M
62.45%
1Y
49.18%
3Y*
39.09%
5Y*
44.81%
10Y*
25.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 7878
Overall Rank
CVI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVI Omega Ratio Rank: 7878
Omega Ratio Rank
CVI Calmar Ratio Rank: 7474
Calmar Ratio Rank
CVI Martin Ratio Rank: 7272
Martin Ratio Rank

PBR
PBR Risk / Return Rank: 7979
Overall Rank
PBR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 7878
Sortino Ratio Rank
PBR Omega Ratio Rank: 7979
Omega Ratio Rank
PBR Calmar Ratio Rank: 7979
Calmar Ratio Rank
PBR Martin Ratio Rank: 7474
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

1.60

1.50

+0.10

Sortino ratio

Return per unit of downside risk

2.27

2.01

+0.26

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.76

2.25

-0.49

Martin ratio

Return relative to average drawdown

4.03

4.35

-0.32

CVI vs. PBR - Sharpe Ratio Comparison

The current CVI Sharpe Ratio is 1.60, which is comparable to the PBR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CVI and PBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CVIPBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.50

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.18

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.53

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.21

0.00

Correlation

The correlation between CVI and PBR is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CVI vs. PBR - Dividend Comparison

CVI's dividend yield for the trailing twelve months is around 8.32%, more than PBR's 4.19% yield.


TTM20252024202320222021202020192018201720162015
CVI
CVR Energy, Inc.
8.32%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
4.19%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%0.00%

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%

-22.03%

-26.18%

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

-19.79%

-17.44%

-2.35%

Average Drawdown

Average peak-to-trough decline

-35.35%

-52.98%

+17.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.07%

11.58%

+9.49%

Volatility

CVI vs. PBR - Volatility Comparison

CVR Energy, Inc. (CVI) has a higher volatility of 20.86% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 11.82%. 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

20.86%

11.82%

+9.04%

Volatility (6M)

Calculated over the trailing 6-month period

37.43%

22.22%

+15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

54.44%

32.99%

+21.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.48%

38.05%

+21.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.93%

47.66%

+11.27%

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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.81B
25.22B
(CVI) Total Revenue
(PBR) Total Revenue
Values in USD except per share items