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INDV vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDV vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indivior PLC Ordinary Shares (INDV) and VanEck Oil Refiners ETF (CRAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDV achieves a 13.13% return, which is significantly lower than CRAK's 42.91% return. Over the past 10 years, INDV has outperformed CRAK with an annualized return of 27.99%, while CRAK has yielded a comparatively lower 14.30% annualized return.


INDV

1D
-0.83%
1M
6.79%
6M
23.43%
YTD
13.13%
1Y
160.19%
3Y*
21.22%
5Y*
80.47%
10Y*
27.99%

CRAK

1D
1.82%
1M
14.02%
6M
33.04%
YTD
42.91%
1Y
62.07%
3Y*
24.13%
5Y*
18.22%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDV vs. CRAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDV
Indivior PLC Ordinary Shares
13.13%188.66%-18.60%-29.79%530.43%135.49%181.73%-61.48%-75.45%54.91%
CRAK
VanEck Oil Refiners ETF
42.91%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%

Correlation

The correlation between INDV and CRAK is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.13

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

0.10

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

0.05

The correlation between INDV and CRAK shifts across timeframes, from -0.12 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

INDV vs. CRAK — Risk / Return Rank

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

INDV
INDV Risk / Return Rank: 9898
Overall Rank
INDV Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
INDV Sortino Ratio Rank: 9999
Sortino Ratio Rank
INDV Omega Ratio Rank: 9898
Omega Ratio Rank
INDV Calmar Ratio Rank: 9797
Calmar Ratio Rank
INDV Martin Ratio Rank: 9797
Martin Ratio Rank

CRAK
CRAK Risk / Return Rank: 9393
Overall Rank
CRAK Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9494
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9393
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9191
Calmar Ratio Rank
CRAK Martin Ratio Rank: 8888
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.

INDV vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indivior PLC Ordinary Shares (INDV) 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.


INDVCRAKDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.64

1.52

+0.12

Calmar ratioReturn relative to maximum drawdown

7.54

4.59

+2.95

Martin ratioReturn relative to average drawdown

21.45

14.95

+6.50

INDV vs. CRAK - Sharpe Ratio Comparison

The current INDV Sharpe Ratio is 4.09, which is comparable to the CRAK Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of INDV 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

INDV vs. CRAK - Drawdown Comparison

The maximum INDV drawdown since its inception was -93.82%, which is greater than CRAK's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for INDV and CRAK.


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Drawdown Indicators


INDVCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-58.80%

-35.02%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-13.59%

-7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-69.89%

-35.61%

-34.28%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-35.61%

-34.28%

Max Drawdown (10Y)

Largest decline over 10 years

-93.82%

-58.80%

-35.02%

Current Drawdown

Current decline from peak

-2.96%

0.00%

-2.96%

Average Drawdown

Average peak-to-trough decline

-37.83%

-12.44%

-25.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

4.16%

+3.34%

Volatility

INDV vs. CRAK - Volatility Comparison

Indivior PLC Ordinary Shares (INDV) has a higher volatility of 7.56% compared to VanEck Oil Refiners ETF (CRAK) at 6.58%. This indicates that INDV'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


INDVCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

6.58%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

15.65%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

39.45%

19.65%

+19.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.80%

20.74%

+166.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.28%

22.19%

+127.09%

Dividends

INDV vs. CRAK - Dividend Comparison

INDV has not paid dividends to shareholders, while CRAK's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF
1.41%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
INDV
Indivior PLC Ordinary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.68%1.18%

Frequently Asked Questions


INDV and CRAK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDV has higher volatility (7.56%) compared to CRAK (6.58%). In terms of maximum drawdown, INDV dropped -93.82% vs CRAK's -58.80%.

INDV currently has the higher Sharpe Ratio (4.09 vs 3.18), 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.

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