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SPXC vs. CRC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXC vs. CRC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) and California Resources Corporation (CRC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXC achieves a 16.71% return, which is significantly lower than CRC's 28.87% return.


SPXC

1D
4.41%
1M
17.34%
YTD
16.71%
6M
3.88%
1Y
45.38%
3Y*
40.55%
5Y*
31.42%
10Y*
31.60%

CRC

1D
-3.41%
1M
-4.09%
YTD
28.87%
6M
22.22%
1Y
26.74%
3Y*
14.50%
5Y*
14.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. CRC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPXC
SPX Corporation
16.71%37.48%44.06%53.86%10.00%9.42%16.46%
CRC
California Resources Corporation
28.87%-10.78%-2.57%28.85%3.69%81.82%18.25%

Correlation

The correlation between SPXC and CRC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.24

The correlation between SPXC and CRC shifts across timeframes, from -0.11 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SPXC:

$5.19

CRC:

$4.17

PE Ratio

SPXC:

45.00

CRC:

13.64

PS Ratio

SPXC:

4.85

CRC:

1.42

Total Revenue (TTM)

SPXC:

$2.35B

CRC:

$3.48B

Gross Profit (TTM)

SPXC:

$909.30M

CRC:

$1.30B

EBITDA (TTM)

SPXC:

$475.30M

CRC:

$1.34B

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Return for Risk

SPXC vs. CRC — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7777
Overall Rank
SPXC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7474
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7878
Martin Ratio Rank

CRC
CRC Risk / Return Rank: 6464
Overall Rank
CRC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CRC Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRC Omega Ratio Rank: 6161
Omega Ratio Rank
CRC Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRC Martin Ratio Rank: 6565
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.

SPXC vs. CRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and California Resources Corporation (CRC). 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.


SPXCCRCDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.08

Calmar ratioReturn relative to maximum drawdown

1.97

1.12

+0.85

Martin ratioReturn relative to average drawdown

5.04

2.32

+2.72

SPXC vs. CRC - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.24, which is higher than the CRC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SPXC and CRC, 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

SPXC vs. CRC - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, which is greater than CRC's maximum drawdown of -44.75%. Use the drawdown chart below to compare losses from any high point for SPXC and CRC.


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Drawdown Indicators


SPXCCRCDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-44.75%

-36.37%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-24.04%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-44.75%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-44.75%

+6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

Current Drawdown

Current decline from peak

-3.93%

-18.38%

+14.45%

Average Drawdown

Average peak-to-trough decline

-29.01%

-11.93%

-17.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

11.55%

-2.51%

Volatility

SPXC vs. CRC - Volatility Comparison

SPX Corporation (SPXC) has a higher volatility of 11.22% compared to California Resources Corporation (CRC) at 9.92%. This indicates that SPXC's price experiences larger fluctuations and is considered to be riskier than CRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXCCRCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

9.92%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

27.69%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

36.72%

35.48%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.15%

40.42%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.47%

44.70%

-7.23%

Dividends

SPXC vs. CRC - Dividend Comparison

SPXC has not paid dividends to shareholders, while CRC's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM20252024202320222021202020192018201720162015
CRC
California Resources Corporation
2.82%3.51%2.69%2.12%1.82%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%

Financials

SPXC vs. CRC - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation and California Resources 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
566.80M
871.00M
(SPXC) Total Revenue
(CRC) Total Revenue
Values in USD except per share items

SPXC vs. CRC - Profitability Comparison

The chart below illustrates the profitability comparison between SPX Corporation and California Resources Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20222023202420252026
40.7%
35.5%
Portfolio components
SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

CRC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported a gross profit of 309.00M and revenue of 871.00M. Therefore, the gross margin over that period was 35.5%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

CRC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported an operating income of 159.00M and revenue of 871.00M, resulting in an operating margin of 18.3%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.

CRC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, California Resources Corporation reported a net income of 12.00M and revenue of 871.00M, resulting in a net margin of 1.4%.


Frequently Asked Questions


SPXC and CRC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXC has higher volatility (11.22%) compared to CRC (9.92%). In terms of maximum drawdown, SPXC dropped -81.12% vs CRC's -44.75%.

SPXC currently has the higher Sharpe Ratio (1.24 vs 0.76), 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

Find the right allocation for SPXC and CRC

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