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

Performance

CVI vs. VRTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CVR Energy, Inc. (CVI) and Virtus Investment Partners, Inc. (VRTS). 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 42.18% return, which is significantly higher than VRTS's -10.86% return. Over the past 10 years, CVI has outperformed VRTS with an annualized return of 20.29%, while VRTS has yielded a comparatively lower 8.92% annualized return.


CVI

1D
-0.42%
1M
4.14%
YTD
42.18%
6M
5.42%
1Y
52.30%
3Y*
23.14%
5Y*
31.66%
10Y*
20.29%

VRTS

1D
-4.31%
1M
1.04%
YTD
-10.86%
6M
-10.87%
1Y
-12.57%
3Y*
-7.17%
5Y*
-10.30%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVI vs. VRTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVI
CVR Energy, Inc.
42.18%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%
VRTS
Virtus Investment Partners, Inc.
-10.86%-22.12%-5.56%30.90%-33.50%38.98%82.52%56.62%-29.81%-0.99%

Correlation

The correlation between CVI and VRTS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.19

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

0.23

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2009

0.31

Over the past year, the correlation between CVI and VRTS has dropped to 0.02 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CVI:

$3.57B

VRTS:

$959.17M

EPS

CVI:

-$0.42

VRTS:

$16.98

PS Ratio

CVI:

0.48

VRTS:

1.21

PB Ratio

CVI:

6.63

VRTS:

1.05

Total Revenue (TTM)

CVI:

$7.50B

VRTS:

$799.77M

Gross Profit (TTM)

CVI:

-$1.54B

VRTS:

$646.06M

EBITDA (TTM)

CVI:

$441.00M

VRTS:

$384.75M

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Return for Risk

CVI vs. VRTS — Risk / Return Rank

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

CVI
CVI Risk / Return Rank: 6565
Overall Rank
CVI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 6767
Sortino Ratio Rank
CVI Omega Ratio Rank: 6565
Omega Ratio Rank
CVI Calmar Ratio Rank: 6262
Calmar Ratio Rank
CVI Martin Ratio Rank: 6262
Martin Ratio Rank

VRTS
VRTS Risk / Return Rank: 2626
Overall Rank
VRTS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VRTS Sortino Ratio Rank: 2323
Sortino Ratio Rank
VRTS Omega Ratio Rank: 2424
Omega Ratio Rank
VRTS Calmar Ratio Rank: 3030
Calmar Ratio Rank
VRTS Martin Ratio Rank: 3030
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. VRTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVR Energy, Inc. (CVI) and Virtus Investment Partners, Inc. (VRTS). 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.


CVIVRTSDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.20

0.96

+0.23

Calmar ratioReturn relative to maximum drawdown

1.09

-0.32

+1.41

Martin ratioReturn relative to average drawdown

2.38

-0.57

+2.95

CVI vs. VRTS - Sharpe Ratio Comparison

The current CVI Sharpe Ratio is 1.02, which is higher than the VRTS Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of CVI and VRTS, 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


CVIVRTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.37

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

-0.29

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.23

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.42

-0.21

Drawdowns

CVI vs. VRTS - Drawdown Comparison

The maximum CVI drawdown since its inception was -92.39%, which is greater than VRTS's maximum drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for CVI and VRTS.


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Drawdown Indicators


CVIVRTSDifference

Max Drawdown

Largest peak-to-trough decline

-92.39%

-74.36%

-18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-48.21%

-38.95%

-9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-56.17%

-46.59%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-56.17%

-55.50%

-0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-80.26%

-58.70%

-21.56%

Current Drawdown

Current decline from peak

-9.60%

-49.15%

+39.55%

Average Drawdown

Average peak-to-trough decline

-35.18%

-31.46%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.04%

22.26%

-0.22%

Volatility

CVI vs. VRTS - Volatility Comparison

CVR Energy, Inc. (CVI) has a higher volatility of 14.58% compared to Virtus Investment Partners, Inc. (VRTS) at 10.57%. This indicates that CVI's price experiences larger fluctuations and is considered to be riskier than VRTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVIVRTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.58%

10.57%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

40.17%

26.14%

+14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

51.62%

34.18%

+17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.18%

35.88%

+22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.08%

38.59%

+20.49%

Dividends

CVI vs. VRTS - Dividend Comparison

CVI's dividend yield for the trailing twelve months is around 1.32%, less than VRTS's 6.71% 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%
VRTS
Virtus Investment Partners, Inc.
6.71%5.61%3.60%2.83%3.21%1.33%1.30%1.91%2.39%1.56%1.52%1.53%

Financials

CVI vs. VRTS - Financials Comparison

This section allows you to compare key financial metrics between CVR Energy, Inc. and Virtus Investment Partners, Inc.. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
1.98B
186.04M
(CVI) Total Revenue
(VRTS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CVI and VRTS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVI has higher volatility (14.58%) compared to VRTS (10.57%). In terms of maximum drawdown, CVI dropped -92.39% vs VRTS's -74.36%.

CVI currently has the higher Sharpe Ratio (1.02 vs -0.37), 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 VRTS

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