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EYLD vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EYLD vs. CRAK

Last updated Jun 24, 2026

EYLD (Cambria Emerging Shareholder Yield ETF) and CRAK (VanEck Oil Refiners ETF) are both exchange-traded funds - EYLD is a Emerging Markets Equities fund actively managed by Cambria, while CRAK is a Energy Equities fund tracking the MVIS Global Oil Refiners Index. EYLD is actively managed, while CRAK is passively managed. Over the past 5 years, EYLD returned 9.26%/yr vs 12.08%/yr for CRAK. At a 0.48 correlation, their price movements are largely independent. EYLD charges 0.65%/yr vs 0.62%/yr for CRAK.

Performance

EYLD vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and VanEck Oil Refiners ETF (CRAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EYLD having a 20.89% return and CRAK slightly lower at 20.86%.

EYLD

1D
-3.97%
1M
1.24%
YTD
20.89%
6M
21.27%
1Y
37.65%
3Y*
24.14%
5Y*
9.26%
10Y*
—

CRAK

1D
-0.83%
1M
-6.54%
YTD
20.86%
6M
20.73%
1Y
42.08%
3Y*
19.31%
5Y*
12.08%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYLD vs. CRAK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EYLD
Cambria Emerging Shareholder Yield ETF		20.89%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%
CRAK
VanEck Oil Refiners ETF		20.86%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%

Correlation

The correlation between EYLD and CRAK 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

0.44

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.48

The correlation between EYLD and CRAK shifts across timeframes, from 0.29 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

EYLD vs. CRAK - Sectors Allocation Comparison

Sectors
EYLD
CRAK

Financial Services

21.6%

-

Technology

21.5%

-

Industrials

16.7%
4.0%

Energy

6.6%
98.8%

Consumer Cyclical

6.0%

-

Utilities

4.5%

-

Consumer Defensive

3.1%

-

Communication Services

2.6%

-

Real Estate

2.0%

-

Healthcare

1.9%

-

Basic Materials

1.2%
1.2%

Financial Services

EYLD
21.6%
CRAK

-

Technology

EYLD
21.5%
CRAK

-

Industrials

EYLD
16.7%
CRAK
4.0%

Energy

EYLD
6.6%
CRAK
98.8%

Consumer Cyclical

EYLD
6.0%
CRAK

-

Utilities

EYLD
4.5%
CRAK

-

Consumer Defensive

EYLD
3.1%
CRAK

-

Communication Services

EYLD
2.6%
CRAK

-

Real Estate

EYLD
2.0%
CRAK

-

Healthcare

EYLD
1.9%
CRAK

-

Basic Materials

EYLD
1.2%
CRAK
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambria Emerging Shareholder Yield ETF

VanEck Oil Refiners ETF

Often compared with EYLD:
EYLD vs. GVALEYLD vs. EDIVEYLD vs. EEMSEYLD vs. AUSFEYLD vs. ECOWEYLD vs. FEMSEYLD vs. EWX
Often compared with CRAK:
CRAK vs. XLECRAK vs. OIHCRAK vs. VDECRAK vs. IEOCRAK vs. USAICRAK vs. SCHDCRAK vs. AMLP

Return for Risk

EYLD vs. CRAK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EYLD
EYLD Risk / Return Rank: 6666
Overall Rank
EYLD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
EYLD Omega Ratio Rank: 6363
Omega Ratio Rank
EYLD Calmar Ratio Rank: 7474
Calmar Ratio Rank
EYLD Martin Ratio Rank: 7373
Martin Ratio Rank
CRAK
CRAK Risk / Return Rank: 6969
Overall Rank
CRAK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRAK Omega Ratio Rank: 6666
Omega Ratio Rank
CRAK Calmar Ratio Rank: 6969
Calmar Ratio Rank
CRAK Martin Ratio Rank: 6666
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.

EYLD vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and VanEck Oil Refiners ETF (CRAK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EYLDCRAKDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.21

-0.28

Sortino ratioReturn per unit of downside risk
2.54
2.98

-0.44

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.59

3.29

+0.30

Martin ratioReturn relative to average drawdown

12.91

11.53

+1.39

EYLD vs. CRAK - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 1.93, which is comparable to the CRAK Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EYLD and CRAK, 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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Drawdowns

EYLD vs. CRAK - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum CRAK drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for EYLD and CRAK.

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Drawdown Indicators

EYLDCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-41.82%

-58.80%

+16.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-12.84%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.89%

-35.61%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-35.61%

+6.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-58.80%

—

Current Drawdown

Current decline from peak

-5.47%

-12.74%

+7.27%

Average Drawdown

Average peak-to-trough decline

-10.24%

-12.47%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.66%

-0.74%

Volatility

EYLD vs. CRAK - Volatility Comparison

Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 9.70% compared to VanEck Oil Refiners ETF (CRAK) at 6.42%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EYLDCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

6.42%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

15.00%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

19.11%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

20.67%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

22.17%

-0.39%

EYLD vs. CRAK - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than CRAK's 0.62% expense ratio.

Dividends

EYLD vs. CRAK - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.03%, more than CRAK's 1.67% yield.

PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF		1.67%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
EYLD
Cambria Emerging Shareholder Yield ETF		5.03%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%0.00%

Frequently Asked Questions

EYLD and CRAK 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.

EYLD has higher volatility (9.70%) compared to CRAK (6.42%). In terms of maximum drawdown, EYLD dropped -41.82% vs CRAK's -58.80%.

On 5-year performance, CRAK leads with 12.08% vs 9.26% for EYLD. On fees, CRAK is cheaper at 0.62% per year. On volatility, CRAK has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CRAK has performed better with a 12.08% return vs 9.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRAK is cheaper with a 0.62% expense ratio, compared with 0.65% for EYLD.

EYLD has the higher dividend yield at 5.03%, compared with 1.67% for CRAK.

EYLD is categorized as Emerging Markets Equities, while CRAK is Energy Equities. They also come from different issuers: Cambria and VanEck. Their fees differ too: 0.65% for EYLD and 0.62% for CRAK.

CRAK currently has the higher Sharpe Ratio (2.21 vs 1.93), 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

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