PBF vs. CRAK
PBF (PBF Energy Inc.) is a stock, while CRAK (VanEck Oil Refiners ETF) is Energy Equities fund tracking the MVIS Global Oil Refiners Index. Over the past 10 years, PBF returned 15.33%/yr vs 14.65%/yr for CRAK. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
PBF vs. CRAK - Performance Comparison
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Returns By Period
In the year-to-date period, PBF achieves a 170.44% return, which is significantly higher than CRAK's 47.28% return. Both investments have delivered pretty close results over the past 10 years, with PBF having a 15.33% annualized return and CRAK not far behind at 14.65%.
PBF
- 1D
- -1.12%
- 1M
- 51.18%
- 6M
- 119.20%
- YTD
- 170.44%
- 1Y
- 244.92%
- 3Y*
- 18.24%
- 5Y*
- 54.47%
- 10Y*
- 15.33%
- ALL TIME*
- 10.53%
CRAK
- 1D
- -1.04%
- 1M
- 16.39%
- 6M
- 31.77%
- YTD
- 47.28%
- 1Y
- 70.85%
- 3Y*
- 23.11%
- 5Y*
- 19.01%
- 10Y*
- 14.65%
- ALL TIME*
- 12.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.74M | $18.05M | $9.17M | |
| $225.84M | $191.30M | $141.72M |
PBF vs. CRAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 170.44% | 6.75% | -37.99% | 9.97% | 215.81% | 82.68% | -77.12% | 0.16% | -4.93% | 33.64% |
CRAK VanEck Oil Refiners ETF | 47.28% | 39.11% | -15.05% | 13.73% | 19.10% | 10.90% | -11.22% | 9.15% | -10.46% | 49.86% |
Correlation
The correlation between PBF and CRAK is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2015 | 0.63 |
The correlation between PBF and CRAK has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
PBF vs. CRAK — Risk / Return Rank
PBF
CRAK
PBF vs. CRAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) and VanEck Oil Refiners ETF (CRAK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PBF | CRAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.55 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.67 | 5.01 | +1.66 |
| Martin ratioReturn relative to average drawdown | 15.39 | 16.54 | -1.15 |
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Drawdowns
PBF vs. CRAK - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than CRAK's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for PBF and CRAK.
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Drawdown Indicators
| PBF | CRAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -58.80% | -32.71% |
Max Drawdown (1Y)Largest decline over 1 year | -34.86% | -13.59% | -21.27% |
Max Drawdown (3Y)Largest decline over 3 years | -76.04% | -35.61% | -40.43% |
Max Drawdown (5Y)Largest decline over 5 years | -76.04% | -35.61% | -40.43% |
Max Drawdown (10Y)Largest decline over 10 years | -91.51% | -58.80% | -32.71% |
Current DrawdownCurrent decline from peak | -1.12% | -1.04% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -37.63% | -12.39% | -25.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.08% | 4.11% | +10.97% |
Volatility
PBF vs. CRAK - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 20.64% compared to VanEck Oil Refiners ETF (CRAK) at 6.59%. This indicates that PBF's price experiences larger fluctuations and is considered to be riskier than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBF | CRAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 6.59% | +14.05% |
Volatility (6M)Calculated over the trailing 6-month period | 48.06% | 16.11% | +31.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.86% | 20.11% | +45.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.15% | 20.75% | +39.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.63% | 22.24% | +45.39% |
Dividends
PBF vs. CRAK - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 1.52%, more than CRAK's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRAK VanEck Oil Refiners ETF | 1.37% | 2.02% | 5.60% | 3.65% | 3.08% | 2.40% | 2.64% | 1.49% | 2.42% | 1.66% | 3.42% | 0.47% |
PBF PBF Energy Inc. | 1.52% | 4.06% | 3.86% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% |
Frequently Asked Questions
PBF and CRAK have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBF has higher volatility (20.64%) compared to CRAK (6.59%). In terms of maximum drawdown, PBF dropped -91.51% vs CRAK's -58.80%.
PBF currently has the higher Sharpe Ratio (3.56 vs 3.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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