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PBR vs. CVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, PBR achieves a 65.94% return, which is significantly higher than CVI's 42.62% return. Over the past 10 years, PBR has underperformed CVI with an annualized return of 21.07%, while CVI has yielded a comparatively higher 25.08% annualized return.


PBR

1D
1.46%
1M
20.42%
6M
28.19%
YTD
65.94%
1Y
60.78%
3Y*
20.34%
5Y*
36.10%
10Y*
21.07%
ALL TIME*
10.46%

CVI

1D
-6.46%
1M
25.07%
6M
59.55%
YTD
42.62%
1Y
44.78%
3Y*
9.60%
5Y*
43.11%
10Y*
25.08%
ALL TIME*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$38.24M$32.51M$30.51M
$264.23M$274.45M$292.55M

PBR vs. CVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBR
Petróleo Brasileiro S.A. - Petrobras
65.94%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%
CVI
CVR Energy, Inc.
42.62%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%

Correlation

The correlation between PBR and CVI is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (10Y)
Provides a long-term view across more market conditions.

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2007

0.36

Fundamentals

Market Cap

PBR:

$125.02B

CVI:

$3.58B

EPS

PBR:

$3.16

CVI:

$1.17

PE Ratio

PBR:

6.15

CVI:

30.34

PEG Ratio

PBR:

0.16

CVI:

0.06

PS Ratio

PBR:

1.34

CVI:

0.42

PB Ratio

PBR:

1.47

CVI:

6.82

Total Revenue (TTM)

PBR:

$93.27B

CVI:

$8.47B

Gross Profit (TTM)

PBR:

$43.47B

CVI:

-$2.08B

EBITDA (TTM)

PBR:

$41.03B

CVI:

$696.00M

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Return for Risk

PBR vs. CVI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PBR
PBR Risk / Return Rank: 8585
Overall Rank
PBR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 8686
Sortino Ratio Rank
PBR Omega Ratio Rank: 8787
Omega Ratio Rank
PBR Calmar Ratio Rank: 8181
Calmar Ratio Rank
PBR Martin Ratio Rank: 8282
Martin Ratio Rank

CVI
CVI Risk / Return Rank: 6464
Overall Rank
CVI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 6666
Sortino Ratio Rank
CVI Omega Ratio Rank: 6363
Omega Ratio Rank
CVI Calmar Ratio Rank: 6262
Calmar Ratio Rank
CVI Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


PBRCVIDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.32

1.15

+0.17

Calmar ratioReturn relative to maximum drawdown

2.25

0.74

+1.51

Martin ratioReturn relative to average drawdown

5.80

1.55

+4.25

PBR vs. CVI - Sharpe Ratio Comparison

The current PBR Sharpe Ratio is 1.88, which is higher than the CVI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PBR and CVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-26.86%

-48.21%

+21.35%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-56.17%

+27.93%

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

-19.16%

-9.32%

-9.84%

Average Drawdown

Average peak-to-trough decline

-52.57%

-35.04%

-17.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

22.98%

-12.58%

Volatility

PBR vs. CVI - Volatility Comparison

The current volatility for Petróleo Brasileiro S.A. - Petrobras (PBR) is 8.87%, while CVR Energy, Inc. (CVI) has a volatility of 17.75%. 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

8.87%

17.75%

-8.88%

Volatility (6M)

Calculated over the trailing 6-month period

25.17%

40.57%

-15.40%

Volatility (1Y)

Calculated over the trailing 1-year period

32.18%

53.74%

-21.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.75%

57.94%

-20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.45%

59.25%

-12.80%

Dividends

PBR vs. CVI - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 3.65%, more than CVI's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CVI
CVR Energy, Inc.
1.32%8.88%8.00%14.85%32.04%14.28%8.05%7.54%7.25%5.37%7.88%5.08%
PBR
Petróleo Brasileiro S.A. - Petrobras
3.65%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%0.00%

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


Values in USD except per share items

PBR vs. CVI - Profitability Comparison

The chart below illustrates the profitability comparison between Petróleo Brasileiro S.A. - Petrobras and CVR Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a gross profit of 10.60B and revenue of 23.53B. Therefore, the gross margin over that period was 45.0%.

CVI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CVR Energy, Inc. reported a gross profit of -2.25B and revenue of 2.74B. Therefore, the gross margin over that period was -82.3%.

PBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported an operating income of 7.37B and revenue of 23.53B, resulting in an operating margin of 31.3%.

CVI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CVR Energy, Inc. reported an operating income of 78.00M and revenue of 2.74B, resulting in an operating margin of 2.9%.

PBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a net income of 6.21B and revenue of 23.53B, resulting in a net margin of 26.4%.

CVI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CVR Energy, Inc. reported a net income of 46.00M and revenue of 2.74B, resulting in a net margin of 1.7%.


Frequently Asked Questions


PBR and CVI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVI has higher volatility (17.75%) compared to PBR (8.87%). In terms of maximum drawdown, PBR dropped -95.62% vs CVI's -92.39%.

PBR currently has the higher Sharpe Ratio (1.88 vs 0.67), 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.

Portfolio Optimizer

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