CVI vs. PBR
Compare and contrast key facts about CVR Energy, Inc. (CVI) and Petróleo Brasileiro S.A. - Petrobras (PBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVI or PBR.
Key characteristics
| CVI | PBR | |
|---|---|---|
| YTD Return | -34.33% | -3.67% |
| 1Y Return | -34.24% | 4.63% |
| 3Y Return (Ann) | 12.62% | 50.91% |
| 5Y Return (Ann) | -7.82% | 20.89% |
| 10Y Return (Ann) | -0.39% | 15.17% |
| Sharpe Ratio | -0.69 | 0.16 |
| Sortino Ratio | -0.74 | 0.43 |
| Omega Ratio | 0.89 | 1.06 |
| Calmar Ratio | -0.57 | 0.13 |
| Martin Ratio | -1.32 | 0.46 |
| Ulcer Index | 24.13% | 10.42% |
| Daily Std Dev | 45.93% | 29.64% |
| Max Drawdown | -92.39% | -95.28% |
| Current Drawdown | -47.90% | -33.84% |
Fundamentals
| CVI | PBR | |
|---|---|---|
| Market Cap | $1.90B | $85.69B |
| EPS | $0.69 | $2.48 |
| PE Ratio | 27.39 | 5.49 |
| PEG Ratio | -2.16 | 2.49 |
| Total Revenue (TTM) | $7.87B | $74.32B |
| Gross Profit (TTM) | $321.00M | $36.83B |
| EBITDA (TTM) | $492.00M | $35.78B |
Correlation
The correlation between CVI and PBR is 0.37, 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.
Performance
CVI vs. PBR - Performance Comparison
In the year-to-date period, CVI achieves a -34.33% return, which is significantly lower than PBR's -3.67% return. Over the past 10 years, CVI has underperformed PBR with an annualized return of -0.39%, while PBR has yielded a comparatively higher 15.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CVI vs. PBR - Risk-Adjusted Performance 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.
Dividends
CVI vs. PBR - Dividend Comparison
CVI's dividend yield for the trailing twelve months is around 7.94%, less than PBR's 18.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVI CVR Energy, Inc. | 7.94% | 14.85% | 15.32% | 14.28% | 8.05% | 7.54% | 7.25% | 5.37% | 7.88% | 5.08% | 12.92% | 32.81% |
PBR Petróleo Brasileiro S.A. - Petrobras | 18.03% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
Drawdowns
CVI vs. PBR - Drawdown Comparison
The maximum CVI drawdown since its inception was -92.39%, roughly equal to the maximum PBR drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for CVI and PBR. For additional features, visit the drawdowns tool.
Volatility
CVI vs. PBR - Volatility Comparison
CVR Energy, Inc. (CVI) has a higher volatility of 33.50% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 5.25%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities