IMO vs. CVE

In the year-to-date period, IMO achieves a 12.74% return, which is significantly higher than CVE's -19.48% return. Over the past 10 years, IMO has outperformed CVE with an annualized return of 7.05%, while CVE has yielded a comparatively lower -2.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) and Cenovus Energy Inc. (CVE). 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.

The current IMO Sharpe Ratio is 0.01, which is higher than the CVE Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of IMO and CVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMO's dividend yield for the trailing twelve months is around 2.63%, less than CVE's 5.10% yield.

The maximum IMO drawdown since its inception was -84.96%, smaller than the maximum CVE drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for IMO and CVE. For additional features, visit the drawdowns tool.

The current volatility for Imperial Oil Limited (IMO) is 17.40%, while Cenovus Energy Inc. (CVE) has a volatility of 24.13%. This indicates that IMO experiences smaller price fluctuations and is considered to be less risky than CVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Imperial Oil Limited and Cenovus 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.