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NVA.TO vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NVA.TO and CL=F is 0.38, 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.


-0.50.00.51.00.4

Performance

NVA.TO vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NuVista Energy Ltd. (NVA.TO) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.91%
-0.66%
NVA.TO
CL=F

Key characteristics

Sharpe Ratio

NVA.TO:

0.69

CL=F:

-0.53

Sortino Ratio

NVA.TO:

1.14

CL=F:

-0.58

Omega Ratio

NVA.TO:

1.14

CL=F:

0.93

Calmar Ratio

NVA.TO:

0.43

CL=F:

-0.26

Martin Ratio

NVA.TO:

1.83

CL=F:

-0.96

Ulcer Index

NVA.TO:

11.10%

CL=F:

14.88%

Daily Std Dev

NVA.TO:

29.71%

CL=F:

26.57%

Max Drawdown

NVA.TO:

-98.75%

CL=F:

-93.11%

Current Drawdown

NVA.TO:

-34.01%

CL=F:

-50.58%

Returns By Period

In the year-to-date period, NVA.TO achieves a -6.30% return, which is significantly lower than CL=F's 0.77% return. Over the past 10 years, NVA.TO has outperformed CL=F with an annualized return of 4.50%, while CL=F has yielded a comparatively lower 3.17% annualized return.


NVA.TO

YTD

-6.30%

1M

-6.23%

6M

-0.31%

1Y

21.37%

5Y*

41.81%

10Y*

4.50%

CL=F

YTD

0.77%

1M

-6.62%

6M

-0.18%

1Y

-8.16%

5Y*

5.34%

10Y*

3.17%

*Annualized

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Risk-Adjusted Performance

NVA.TO vs. CL=F — Risk-Adjusted Performance Rank

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

NVA.TO
The Risk-Adjusted Performance Rank of NVA.TO is 6464
Overall Rank
The Sharpe Ratio Rank of NVA.TO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NVA.TO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of NVA.TO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NVA.TO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of NVA.TO is 6565
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 1313
Overall Rank
The Sharpe Ratio Rank of CL=F is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1313
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1313
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1212
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 1212
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.

NVA.TO vs. CL=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NuVista Energy Ltd. (NVA.TO) and Crude Oil WTI (CL=F). 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 NVA.TO, currently valued at 0.09, compared to the broader market-2.000.002.000.09-0.53
The chart of Sortino ratio for NVA.TO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.006.000.34-0.58
The chart of Omega ratio for NVA.TO, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.93
The chart of Calmar ratio for NVA.TO, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.26
The chart of Martin ratio for NVA.TO, currently valued at 0.21, compared to the broader market0.0010.0020.0030.000.21-0.96
NVA.TO
CL=F

The current NVA.TO Sharpe Ratio is 0.69, which is higher than the CL=F Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of NVA.TO and CL=F, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.09
-0.53
NVA.TO
CL=F

Drawdowns

NVA.TO vs. CL=F - Drawdown Comparison

The maximum NVA.TO drawdown since its inception was -98.75%, which is greater than CL=F's maximum drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for NVA.TO and CL=F. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%SeptemberOctoberNovemberDecember2025February
-53.99%
-50.58%
NVA.TO
CL=F

Volatility

NVA.TO vs. CL=F - Volatility Comparison

NuVista Energy Ltd. (NVA.TO) has a higher volatility of 8.13% compared to Crude Oil WTI (CL=F) at 5.24%. This indicates that NVA.TO's price experiences larger fluctuations and is considered to be riskier than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.13%
5.24%
NVA.TO
CL=F
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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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