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PBR vs. CVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PBR vs. CVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Petróleo Brasileiro S.A. - Petrobras (PBR) and CVR Energy, Inc. (CVI). The values are adjusted to include any dividend payments, if applicable.

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PBR vs. CVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBR
Petróleo Brasileiro S.A. - Petrobras
69.45%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%
CVI
CVR Energy, Inc.
26.15%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%

Fundamentals

Market Cap

PBR:

$129.40B

CVI:

$3.18B

EPS

PBR:

$3.12

CVI:

$0.27

PE Ratio

PBR:

6.44

CVI:

117.64

PEG Ratio

PBR:

0.17

CVI:

0.24

PS Ratio

PBR:

1.43

CVI:

0.44

PB Ratio

PBR:

1.71

CVI:

4.35

Total Revenue (TTM)

PBR:

$90.81B

CVI:

$7.16B

Gross Profit (TTM)

PBR:

$43.25B

CVI:

-$5.38B

EBITDA (TTM)

PBR:

$43.02B

CVI:

$529.00M

Returns By Period

In the year-to-date period, PBR achieves a 69.45% return, which is significantly higher than CVI's 26.15% return. Over the past 10 years, PBR has outperformed CVI with an annualized return of 25.00%, while CVI has yielded a comparatively lower 16.72% annualized return.


PBR

1D
-3.23%
1M
15.94%
YTD
69.45%
6M
62.45%
1Y
49.18%
3Y*
39.09%
5Y*
44.81%
10Y*
25.00%

CVI

1D
-6.09%
1M
26.75%
YTD
26.15%
6M
-12.25%
1Y
86.75%
3Y*
9.41%
5Y*
31.43%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PBR vs. CVI — Risk / Return Rank

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

PBR
PBR Risk / Return Rank: 7979
Overall Rank
PBR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 7878
Sortino Ratio Rank
PBR Omega Ratio Rank: 7979
Omega Ratio Rank
PBR Calmar Ratio Rank: 7979
Calmar Ratio Rank
PBR Martin Ratio Rank: 7474
Martin Ratio Rank

CVI
CVI Risk / Return Rank: 7878
Overall Rank
CVI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVI Omega Ratio Rank: 7878
Omega Ratio Rank
CVI Calmar Ratio Rank: 7474
Calmar Ratio Rank
CVI Martin Ratio Rank: 7272
Martin Ratio Rank
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.

PBR vs. CVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) and CVR Energy, Inc. (CVI). 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.


PBRCVIDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.60

-0.10

Sortino ratio

Return per unit of downside risk

2.01

2.27

-0.26

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

2.25

1.76

+0.49

Martin ratio

Return relative to average drawdown

4.35

4.03

+0.32

PBR vs. CVI - Sharpe Ratio Comparison

The current PBR Sharpe Ratio is 1.50, which is comparable to the CVI Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PBR and CVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBRCVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.60

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.53

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.28

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.20

0.00

Correlation

The correlation between PBR and CVI is 0.36, 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.


Dividends

PBR vs. CVI - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 4.19%, less than CVI's 8.32% yield.


TTM20252024202320222021202020192018201720162015
PBR
Petróleo Brasileiro S.A. - Petrobras
4.19%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%0.00%
CVI
CVR Energy, Inc.
8.32%8.88%8.00%14.85%32.04%14.28%8.05%7.54%7.25%5.37%7.88%5.08%

Drawdowns

PBR vs. CVI - Drawdown Comparison

The maximum PBR drawdown since its inception was -95.62%, roughly equal to the maximum CVI drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for PBR and CVI.


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Drawdown Indicators


PBRCVIDifference

Max Drawdown

Largest peak-to-trough decline

-95.62%

-92.39%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.03%

-48.21%

+26.18%

Max Drawdown (5Y)

Largest decline over 5 years

-39.62%

-56.17%

+16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-75.13%

-80.26%

+5.13%

Current Drawdown

Current decline from peak

-17.44%

-19.79%

+2.35%

Average Drawdown

Average peak-to-trough decline

-52.98%

-35.35%

-17.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.58%

21.07%

-9.49%

Volatility

PBR vs. CVI - Volatility Comparison

The current volatility for Petróleo Brasileiro S.A. - Petrobras (PBR) is 11.82%, while CVR Energy, Inc. (CVI) has a volatility of 20.86%. This indicates that PBR experiences smaller price fluctuations and is considered to be less risky than CVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBRCVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

20.86%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

37.43%

-15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

54.44%

-21.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.05%

59.48%

-21.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.66%

58.93%

-11.27%

Financials

PBR vs. CVI - Financials Comparison

This section allows you to compare key financial metrics between Petróleo Brasileiro S.A. - Petrobras and CVR Energy, Inc.. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
25.22B
1.81B
(PBR) Total Revenue
(CVI) Total Revenue
Values in USD except per share items