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IMO vs. CVE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IMO vs. CVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Oil Limited (IMO) and Cenovus Energy Inc. (CVE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.94%
-17.83%
IMO
CVE

Returns By Period

In the year-to-date period, IMO achieves a 35.32% return, which is significantly higher than CVE's -0.40% return. Over the past 10 years, IMO has outperformed CVE with an annualized return of 6.80%, while CVE has yielded a comparatively lower -2.47% annualized return.


IMO

YTD

35.32%

1M

-1.59%

6M

12.94%

1Y

35.32%

5Y (annualized)

28.56%

10Y (annualized)

6.80%

CVE

YTD

-0.40%

1M

-4.44%

6M

-17.83%

1Y

-7.07%

5Y (annualized)

14.65%

10Y (annualized)

-2.47%

Fundamentals


IMOCVE
Market Cap$39.73B$29.60B
EPS$6.50$1.43
PE Ratio11.6811.30
PEG Ratio0.850.45
Total Revenue (TTM)$54.76B$55.67B
Gross Profit (TTM)$9.53B$9.49B
EBITDA (TTM)$8.23B$10.27B

Key characteristics


IMOCVE
Sharpe Ratio1.34-0.28
Sortino Ratio1.88-0.20
Omega Ratio1.230.98
Calmar Ratio2.43-0.16
Martin Ratio6.03-0.63
Ulcer Index5.79%12.81%
Daily Std Dev26.03%28.85%
Max Drawdown-84.96%-95.02%
Current Drawdown-4.18%-45.87%

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Correlation

-0.50.00.51.00.7

The correlation between IMO and CVE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

IMO vs. CVE - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34-0.28
The chart of Sortino ratio for IMO, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88-0.20
The chart of Omega ratio for IMO, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.98
The chart of Calmar ratio for IMO, currently valued at 2.43, compared to the broader market0.002.004.006.002.43-0.16
The chart of Martin ratio for IMO, currently valued at 6.03, compared to the broader market-10.000.0010.0020.0030.006.03-0.63
IMO
CVE

The current IMO Sharpe Ratio is 1.34, which is higher than the CVE Sharpe Ratio of -0.28. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.34
-0.28
IMO
CVE

Dividends

IMO vs. CVE - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.23%, less than CVE's 3.52% yield.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.23%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%
CVE
Cenovus Energy Inc.
3.52%2.33%1.80%0.57%0.75%1.58%2.18%1.69%1.01%5.25%4.64%3.27%

Drawdowns

IMO vs. CVE - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.96%, smaller than the maximum CVE drawdown of -95.02%. Use the drawdown chart below to compare losses from any high point for IMO and CVE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.18%
-45.87%
IMO
CVE

Volatility

IMO vs. CVE - Volatility Comparison

Imperial Oil Limited (IMO) and Cenovus Energy Inc. (CVE) have volatilities of 8.06% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.06%
7.68%
IMO
CVE

Financials

IMO vs. CVE - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items