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PARR vs. DVN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PARR vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Par Pacific Holdings, Inc. (PARR) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.48%
-16.51%
PARR
DVN

Returns By Period

In the year-to-date period, PARR achieves a -51.61% return, which is significantly lower than DVN's -10.44% return. Over the past 10 years, PARR has outperformed DVN with an annualized return of 1.61%, while DVN has yielded a comparatively lower -1.41% annualized return.


PARR

YTD

-51.61%

1M

6.54%

6M

-35.48%

1Y

-49.89%

5Y (annualized)

-6.95%

10Y (annualized)

1.61%

DVN

YTD

-10.44%

1M

-0.15%

6M

-16.52%

1Y

-8.57%

5Y (annualized)

18.30%

10Y (annualized)

-1.41%

Fundamentals


PARRDVN
Market Cap$962.38M$25.16B
EPS$5.19$5.40
PE Ratio3.317.09
PEG Ratio0.0014.90
Total Revenue (TTM)$8.33B$15.14B
Gross Profit (TTM)$421.41M$4.64B
EBITDA (TTM)$378.96M$7.60B

Key characteristics


PARRDVN
Sharpe Ratio-1.25-0.35
Sortino Ratio-1.96-0.33
Omega Ratio0.780.96
Calmar Ratio-0.80-0.16
Martin Ratio-1.41-0.56
Ulcer Index35.35%15.20%
Daily Std Dev40.03%24.42%
Max Drawdown-78.32%-94.93%
Current Drawdown-56.41%-51.32%

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Correlation

-0.50.00.51.00.4

The correlation between PARR and DVN is 0.43, 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.

Risk-Adjusted Performance

PARR vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Par Pacific Holdings, Inc. (PARR) and Devon Energy Corporation (DVN). 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 PARR, currently valued at -1.25, compared to the broader market-4.00-2.000.002.004.00-1.25-0.35
The chart of Sortino ratio for PARR, currently valued at -1.96, compared to the broader market-4.00-2.000.002.004.00-1.96-0.33
The chart of Omega ratio for PARR, currently valued at 0.78, compared to the broader market0.501.001.502.000.780.96
The chart of Calmar ratio for PARR, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.80-0.19
The chart of Martin ratio for PARR, currently valued at -1.41, compared to the broader market0.0010.0020.0030.00-1.41-0.56
PARR
DVN

The current PARR Sharpe Ratio is -1.25, which is lower than the DVN Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of PARR and DVN, 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-1.50-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-1.25
-0.35
PARR
DVN

Dividends

PARR vs. DVN - Dividend Comparison

PARR has not paid dividends to shareholders, while DVN's dividend yield for the trailing twelve months is around 5.07%.


TTM20232022202120202019201820172016201520142013
PARR
Par Pacific Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVN
Devon Energy Corporation
5.07%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

Drawdowns

PARR vs. DVN - Drawdown Comparison

The maximum PARR drawdown since its inception was -78.32%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for PARR and DVN. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-56.41%
-43.11%
PARR
DVN

Volatility

PARR vs. DVN - Volatility Comparison

Par Pacific Holdings, Inc. (PARR) has a higher volatility of 15.63% compared to Devon Energy Corporation (DVN) at 6.97%. This indicates that PARR's price experiences larger fluctuations and is considered to be riskier than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
15.63%
6.97%
PARR
DVN

Financials

PARR vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Par Pacific Holdings, Inc. and Devon Energy Corporation. 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


Values in USD except per share items