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OIH vs. BZ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between OIH and BZ=F is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

OIH vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Oil Services ETF (OIH) and Crude Oil Brent (BZ=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-11.49%
-14.10%
OIH
BZ=F

Key characteristics

Sharpe Ratio

OIH:

-0.51

BZ=F:

-0.32

Sortino Ratio

OIH:

-0.56

BZ=F:

-0.28

Omega Ratio

OIH:

0.93

BZ=F:

0.96

Calmar Ratio

OIH:

-0.18

BZ=F:

-0.15

Martin Ratio

OIH:

-1.09

BZ=F:

-0.58

Ulcer Index

OIH:

12.34%

BZ=F:

13.31%

Daily Std Dev

OIH:

26.63%

BZ=F:

24.38%

Max Drawdown

OIH:

-94.24%

BZ=F:

-86.77%

Current Drawdown

OIH:

-76.31%

BZ=F:

-49.97%

Returns By Period

In the year-to-date period, OIH achieves a -13.91% return, which is significantly lower than BZ=F's -5.14% return. Over the past 10 years, OIH has underperformed BZ=F with an annualized return of -8.34%, while BZ=F has yielded a comparatively higher 1.70% annualized return.


OIH

YTD

-13.91%

1M

-9.81%

6M

-11.49%

1Y

-14.88%

5Y*

1.44%

10Y*

-8.34%

BZ=F

YTD

-5.14%

1M

0.10%

6M

-14.09%

1Y

-7.92%

5Y*

1.91%

10Y*

1.70%

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Risk-Adjusted Performance

OIH vs. BZ=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Oil Services ETF (OIH) and Crude Oil Brent (BZ=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 OIH, currently valued at -0.28, compared to the broader market0.002.004.00-0.28-0.32
The chart of Sortino ratio for OIH, currently valued at -0.23, compared to the broader market-2.000.002.004.006.008.0010.00-0.23-0.28
The chart of Omega ratio for OIH, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.96
The chart of Calmar ratio for OIH, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.09-0.15
The chart of Martin ratio for OIH, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.56-0.58
OIH
BZ=F

The current OIH Sharpe Ratio is -0.51, which is lower than the BZ=F Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of OIH and BZ=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-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.28
-0.32
OIH
BZ=F

Drawdowns

OIH vs. BZ=F - Drawdown Comparison

The maximum OIH drawdown since its inception was -94.24%, which is greater than BZ=F's maximum drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for OIH and BZ=F. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-76.31%
-49.97%
OIH
BZ=F

Volatility

OIH vs. BZ=F - Volatility Comparison

VanEck Vectors Oil Services ETF (OIH) has a higher volatility of 6.29% compared to Crude Oil Brent (BZ=F) at 5.48%. This indicates that OIH's price experiences larger fluctuations and is considered to be riskier than BZ=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%JulyAugustSeptemberOctoberNovemberDecember
6.29%
5.48%
OIH
BZ=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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