ODC vs. CL=F

Last updated Apr 2, 2026

Compare and contrast key facts about Oil-Dri Corporation of America (ODC) and Crude Oil WTI (CL=F).

Performance

ODC vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oil-Dri Corporation of America (ODC) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

ODC vs. CL=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ODC Oil-Dri Corporation of America	35.07%	13.19%	32.89%	104.83%	6.46%	-1.06%	-3.23%	41.07%	-34.48%	11.16%
CL=F Crude Oil WTI	72.26%	-19.41%	-0.82%	-10.70%	7.44%	53.98%	-19.98%	32.92%	-24.35%	12.51%

Returns By Period

In the year-to-date period, ODC achieves a 35.07% return, which is significantly lower than CL=F's 72.26% return. Over the past 10 years, ODC has outperformed CL=F with an annualized return of 17.64%, while CL=F has yielded a comparatively lower 10.40% annualized return.

ODC

• 1D: 1.23%
• 1M: -4.51%
• YTD: 35.07%
• 6M: 9.61%
• 1Y: 43.22%
• 3Y*: 49.33%
• 5Y*: 33.32%
• 10Y*: 17.64%

CL=F

• 1D: -2.44%
• 1M: 38.86%
• YTD: 72.26%
• 6M: 60.10%
• 1Y: 38.92%
• 3Y*: 9.28%
• 5Y*: 9.98%
• 10Y*: 10.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ODC vs. CL=F — Risk / Return Rank

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

ODC

ODC Risk / Return Rank: 72
ODC Sharpe Ratio Rank: 79
ODC Sortino Ratio Rank: 72
ODC Omega Ratio Rank: 73
ODC Calmar Ratio Rank: 68
ODC Martin Ratio Rank: 69

CL=F

CL=F Risk / Return Rank: 29
CL=F Sharpe Ratio Rank: 29
CL=F Sortino Ratio Rank: 39
CL=F Omega Ratio Rank: 22
CL=F Calmar Ratio Rank: 37
CL=F Martin Ratio Rank: 17

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.

ODC vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil-Dri Corporation of America (ODC) 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.

	ODC	CL=F	Difference
Sharpe ratio Return per unit of total volatility	1.27	0.83	+0.44
Sortino ratio Return per unit of downside risk	1.77	1.35	+0.43
Omega ratio Gain probability vs. loss probability	1.24	1.18	+0.06
Calmar ratio Return relative to maximum drawdown	1.39	2.08	-0.70
Martin ratio Return relative to average drawdown	3.52	3.45	+0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ODC vs. CL=F - Sharpe Ratio Comparison

The current ODC Sharpe Ratio is 1.27, which is higher than the CL=F Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ODC 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.

Sharpe Ratios by Period

	ODC	CL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	0.83	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	0.26	+0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.20	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.07	+0.18

Correlation

The correlation between ODC and CL=F is 0.05, 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.

Drawdowns

ODC vs. CL=F - Drawdown Comparison

The maximum ODC drawdown since its inception was -70.82%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for ODC and CL=F.

Drawdown Indicators

	ODC	CL=F	Difference
Max Drawdown Largest peak-to-trough decline	-70.82%	-92.04%	+21.22%
Max Drawdown (1Y) Largest decline over 1 year	-32.73%	-27.07%	-5.66%
Max Drawdown (5Y) Largest decline over 5 years	-38.12%	-53.86%	+15.74%
Max Drawdown (10Y) Largest decline over 10 years	-48.86%	-84.82%	+35.96%
Current Drawdown Current decline from peak	-4.51%	-31.92%	+27.41%
Average Drawdown Average peak-to-trough decline	-22.78%	-40.84%	+18.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.90%	16.32%	-3.42%

Volatility

ODC vs. CL=F - Volatility Comparison

The current volatility for Oil-Dri Corporation of America (ODC) is 9.12%, while Crude Oil WTI (CL=F) has a volatility of 27.34%. This indicates that ODC experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ODC	CL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	27.34%	-18.22%
Volatility (6M) Calculated over the trailing 6-month period	25.92%	33.40%	-7.48%
Volatility (1Y) Calculated over the trailing 1-year period	34.34%	41.12%	-6.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.55%	36.54%	-1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.07%	48.71%	-12.64%