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ODC vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
32.67%
0.18%
ODC
CL=F

Key characteristics

Sharpe Ratio

ODC:

0.68

CL=F:

-0.56

Sortino Ratio

ODC:

1.20

CL=F:

-0.63

Omega Ratio

ODC:

1.17

CL=F:

0.93

Calmar Ratio

ODC:

0.83

CL=F:

-0.27

Martin Ratio

ODC:

1.57

CL=F:

-1.00

Ulcer Index

ODC:

16.18%

CL=F:

14.91%

Daily Std Dev

ODC:

37.37%

CL=F:

26.57%

Max Drawdown

ODC:

-70.85%

CL=F:

-93.11%

Current Drawdown

ODC:

-5.60%

CL=F:

-50.16%

Returns By Period

In the year-to-date period, ODC achieves a -2.03% return, which is significantly lower than CL=F's 1.63% return. Over the past 10 years, ODC has outperformed CL=F with an annualized return of 13.81%, while CL=F has yielded a comparatively lower 3.41% annualized return.


ODC

YTD

-2.03%

1M

-1.78%

6M

32.67%

1Y

30.54%

5Y*

21.97%

10Y*

13.81%

CL=F

YTD

1.63%

1M

-4.59%

6M

0.18%

1Y

-7.06%

5Y*

5.49%

10Y*

3.41%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ODC vs. CL=F — Risk-Adjusted Performance Rank

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

ODC
The Risk-Adjusted Performance Rank of ODC is 6868
Overall Rank
The Sharpe Ratio Rank of ODC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ODC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ODC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ODC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ODC is 6464
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 1111
Overall Rank
The Sharpe Ratio Rank of CL=F is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1212
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 99
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.

ODC vs. CL=F - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ODC, currently valued at 0.58, compared to the broader market-2.000.002.000.58-0.56
The chart of Sortino ratio for ODC, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.006.001.07-0.63
The chart of Omega ratio for ODC, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.93
The chart of Calmar ratio for ODC, currently valued at 0.68, compared to the broader market0.002.004.006.000.68-0.27
The chart of Martin ratio for ODC, currently valued at 1.22, compared to the broader market-10.000.0010.0020.0030.001.22-1.00
ODC
CL=F

The current ODC Sharpe Ratio is 0.68, which is higher than the CL=F Sharpe Ratio of -0.56. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.58
-0.56
ODC
CL=F

Drawdowns

ODC vs. CL=F - Drawdown Comparison

The maximum ODC drawdown since its inception was -70.85%, smaller than the maximum CL=F drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for ODC and CL=F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.60%
-50.16%
ODC
CL=F

Volatility

ODC vs. CL=F - Volatility Comparison

The current volatility for Oil-Dri Corporation of America (ODC) is 3.70%, while Crude Oil WTI (CL=F) has a volatility of 5.06%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.70%
5.06%
ODC
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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