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IEP vs. CVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IEP and CVI is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

IEP vs. CVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Icahn Enterprises L.P. (IEP) and CVR Energy, Inc. (CVI). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-63.14%
232.15%
IEP
CVI

Key characteristics

Sharpe Ratio

IEP:

-0.79

CVI:

-0.93

Sortino Ratio

IEP:

-0.98

CVI:

-1.23

Omega Ratio

IEP:

0.86

CVI:

0.83

Calmar Ratio

IEP:

-0.44

CVI:

-0.80

Martin Ratio

IEP:

-1.30

CVI:

-1.19

Ulcer Index

IEP:

25.86%

CVI:

37.63%

Daily Std Dev

IEP:

42.90%

CVI:

48.13%

Max Drawdown

IEP:

-84.21%

CVI:

-92.39%

Current Drawdown

IEP:

-73.75%

CVI:

-46.14%

Fundamentals

Market Cap

IEP:

$4.77B

CVI:

$1.96B

EPS

IEP:

-$0.94

CVI:

$0.06

PEG Ratio

IEP:

0.00

CVI:

-2.16

Total Revenue (TTM)

IEP:

$7.37B

CVI:

$5.75B

Gross Profit (TTM)

IEP:

$607.00M

CVI:

$61.00M

EBITDA (TTM)

IEP:

$221.00M

CVI:

$188.00M

Returns By Period

In the year-to-date period, IEP achieves a 10.85% return, which is significantly higher than CVI's 4.27% return. Over the past 10 years, IEP has underperformed CVI with an annualized return of -8.57%, while CVI has yielded a comparatively higher 1.41% annualized return.


IEP

YTD

10.85%

1M

-3.89%

6M

-25.40%

1Y

-33.06%

5Y*

-13.80%

10Y*

-8.57%

CVI

YTD

4.27%

1M

10.33%

6M

-17.90%

1Y

-44.27%

5Y*

16.98%

10Y*

1.41%

*Annualized

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Risk-Adjusted Performance

IEP vs. CVI — Risk-Adjusted Performance Rank

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

IEP
The Risk-Adjusted Performance Rank of IEP is 1717
Overall Rank
The Sharpe Ratio Rank of IEP is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IEP is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IEP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of IEP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of IEP is 1717
Martin Ratio Rank

CVI
The Risk-Adjusted Performance Rank of CVI is 1111
Overall Rank
The Sharpe Ratio Rank of CVI is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of CVI is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CVI is 1010
Omega Ratio Rank
The Calmar Ratio Rank of CVI is 77
Calmar Ratio Rank
The Martin Ratio Rank of CVI is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEP vs. CVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Icahn Enterprises L.P. (IEP) and CVR Energy, Inc. (CVI). 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.


Sharpe ratio
The chart of Sharpe ratio for IEP, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
IEP: -0.79
CVI: -0.93
The chart of Sortino ratio for IEP, currently valued at -0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
IEP: -0.98
CVI: -1.23
The chart of Omega ratio for IEP, currently valued at 0.86, compared to the broader market0.501.001.502.00
IEP: 0.86
CVI: 0.83
The chart of Calmar ratio for IEP, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00
IEP: -0.44
CVI: -0.80
The chart of Martin ratio for IEP, currently valued at -1.30, compared to the broader market-5.000.005.0010.0015.0020.00
IEP: -1.30
CVI: -1.19

The current IEP Sharpe Ratio is -0.79, which is comparable to the CVI Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of IEP and CVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.79
-0.93
IEP
CVI

Dividends

IEP vs. CVI - Dividend Comparison

IEP's dividend yield for the trailing twelve months is around 32.86%, more than CVI's 5.12% yield.


TTM20242023202220212020201920182017201620152014
IEP
Icahn Enterprises L.P.
32.86%40.37%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.49%
CVI
CVR Energy, Inc.
5.12%8.00%14.85%15.32%14.28%8.05%7.54%7.25%5.37%7.88%5.08%12.92%

Drawdowns

IEP vs. CVI - Drawdown Comparison

The maximum IEP drawdown since its inception was -84.21%, smaller than the maximum CVI drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for IEP and CVI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-73.75%
-46.14%
IEP
CVI

Volatility

IEP vs. CVI - Volatility Comparison

The current volatility for Icahn Enterprises L.P. (IEP) is 9.78%, while CVR Energy, Inc. (CVI) has a volatility of 12.10%. This indicates that IEP experiences smaller price fluctuations and is considered to be less risky than CVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
9.78%
12.10%
IEP
CVI

Financials

IEP vs. CVI - Financials Comparison

This section allows you to compare key financial metrics between Icahn Enterprises L.P. and CVR Energy, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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