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KRNGY vs. CLMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KRNGY vs. CLMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Karoon Energy Ltd (KRNGY) and Calumet Specialty Products Partners, L.P. (CLMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KRNGY achieves a 61.44% return, which is significantly lower than CLMT's 81.73% return.


KRNGY

1D
3.94%
1M
8.17%
YTD
61.44%
6M
63.95%
1Y
75.37%
3Y*
7.02%
5Y*
16.79%
10Y*

CLMT

1D
0.81%
1M
7.21%
YTD
81.73%
6M
84.99%
1Y
170.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRNGY vs. CLMT - Yearly Performance Comparison


2026 (YTD)20252024
KRNGY
Karoon Energy Ltd
61.44%12.94%-22.51%
CLMT
Calumet Specialty Products Partners, L.P.
81.73%-9.76%29.76%

Correlation

The correlation between KRNGY and CLMT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2024

-0.01

Fundamentals

Market Cap

KRNGY:

$1.04B

CLMT:

$3.14B

EPS

KRNGY:

$1.04

CLMT:

-$2.17

PS Ratio

KRNGY:

0.49

CLMT:

0.75

Total Revenue (TTM)

KRNGY:

$2.16B

CLMT:

$4.17B

Gross Profit (TTM)

KRNGY:

$932.41M

CLMT:

$239.60M

EBITDA (TTM)

KRNGY:

$1.28B

CLMT:

$67.00M

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Return for Risk

KRNGY vs. CLMT — Risk / Return Rank

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

KRNGY
KRNGY Risk / Return Rank: 7777
Overall Rank
KRNGY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
KRNGY Sortino Ratio Rank: 7979
Sortino Ratio Rank
KRNGY Omega Ratio Rank: 9898
Omega Ratio Rank
KRNGY Calmar Ratio Rank: 7373
Calmar Ratio Rank
KRNGY Martin Ratio Rank: 6565
Martin Ratio Rank

CLMT
CLMT Risk / Return Rank: 9696
Overall Rank
CLMT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CLMT Sortino Ratio Rank: 9696
Sortino Ratio Rank
CLMT Omega Ratio Rank: 9595
Omega Ratio Rank
CLMT Calmar Ratio Rank: 9494
Calmar Ratio Rank
CLMT Martin Ratio Rank: 9696
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.

KRNGY vs. CLMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Karoon Energy Ltd (KRNGY) and Calumet Specialty Products Partners, L.P. (CLMT). 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.


KRNGYCLMTDifference

Sharpe ratio

Return per unit of total volatility

0.93

3.93

-3.00

Sortino ratio

Return per unit of downside risk

2.32

4.32

-2.01

Omega ratio

Gain probability vs. loss probability

1.90

1.57

+0.33

Calmar ratio

Return relative to maximum drawdown

1.96

6.94

-4.98

Martin ratio

Return relative to average drawdown

2.97

24.32

-21.35

KRNGY vs. CLMT - Sharpe Ratio Comparison

The current KRNGY Sharpe Ratio is 0.93, which is lower than the CLMT Sharpe Ratio of 3.93. The chart below compares the historical Sharpe Ratios of KRNGY and CLMT, 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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Sharpe Ratios by Period


KRNGYCLMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

3.93

-3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.80

-0.64

Drawdowns

KRNGY vs. CLMT - Drawdown Comparison

The maximum KRNGY drawdown since its inception was -62.94%, roughly equal to the maximum CLMT drawdown of -61.87%. Use the drawdown chart below to compare losses from any high point for KRNGY and CLMT.


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Drawdown Indicators


KRNGYCLMTDifference

Max Drawdown

Largest peak-to-trough decline

-62.94%

-61.87%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-38.47%

-22.81%

-15.66%

Max Drawdown (3Y)

Largest decline over 3 years

-62.94%

Max Drawdown (5Y)

Largest decline over 5 years

-62.94%

Current Drawdown

Current decline from peak

-22.02%

0.00%

-22.02%

Average Drawdown

Average peak-to-trough decline

-23.88%

-20.65%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.39%

6.51%

+18.88%

Volatility

KRNGY vs. CLMT - Volatility Comparison

The current volatility for Karoon Energy Ltd (KRNGY) is 5.41%, while Calumet Specialty Products Partners, L.P. (CLMT) has a volatility of 13.13%. This indicates that KRNGY experiences smaller price fluctuations and is considered to be less risky than CLMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRNGYCLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

13.13%

-7.72%

Volatility (6M)

Calculated over the trailing 6-month period

36.69%

30.38%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

82.69%

43.94%

+38.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.03%

61.52%

+32.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.71%

61.52%

+25.19%

Dividends

KRNGY vs. CLMT - Dividend Comparison

KRNGY's dividend yield for the trailing twelve months is around 2.62%, while CLMT has not paid dividends to shareholders.


PositionTTM20252024
CLMT
Calumet Specialty Products Partners, L.P.
0.00%0.00%0.00%
KRNGY
Karoon Energy Ltd
2.62%5.22%3.63%

Financials

KRNGY vs. CLMT - Financials Comparison

This section allows you to compare key financial metrics between Karoon Energy Ltd and Calumet Specialty Products Partners, L.P.. 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


0.00500.00M1.00B1.50B202120222023202420252026
480.67M
1.03B
(KRNGY) Total Revenue
(CLMT) Total Revenue
Values in USD except per share items

KRNGY vs. CLMT - Profitability Comparison

The chart below illustrates the profitability comparison between Karoon Energy Ltd and Calumet Specialty Products Partners, L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%202120222023202420252026
37.2%
-8.5%
Portfolio components
KRNGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Karoon Energy Ltd reported a gross profit of 178.58M and revenue of 480.67M. Therefore, the gross margin over that period was 37.2%.

CLMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported a gross profit of -87.50M and revenue of 1.03B. Therefore, the gross margin over that period was -8.5%.

KRNGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Karoon Energy Ltd reported an operating income of 148.12M and revenue of 480.67M, resulting in an operating margin of 30.8%.

CLMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported an operating income of -165.80M and revenue of 1.03B, resulting in an operating margin of -16.1%.

KRNGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Karoon Energy Ltd reported a net income of 81.79M and revenue of 480.67M, resulting in a net margin of 17.0%.

CLMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Calumet Specialty Products Partners, L.P. reported a net income of -317.00M and revenue of 1.03B, resulting in a net margin of -30.8%.


Frequently Asked Questions


KRNGY and CLMT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLMT has higher volatility (13.13%) compared to KRNGY (5.41%). In terms of maximum drawdown, KRNGY dropped -62.94% vs CLMT's -61.87%.

CLMT currently has the higher Sharpe Ratio (3.93 vs 0.93), 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.

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