TK vs. CL=F

In the year-to-date period, TK achieves a 2.16% return, which is significantly higher than CL=F's -11.55% return. Over the past 10 years, TK has underperformed CL=F with an annualized return of -12.60%, while CL=F has yielded a comparatively higher 0.65% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Teekay Corporation (TK) and Crude Oil WTI (CL=F). 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.

The current TK Sharpe Ratio is 0.93, which is higher than the CL=F Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of TK and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TK drawdown since its inception was -97.03%, roughly equal to the maximum CL=F drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for TK and CL=F. For additional features, visit the drawdowns tool.

Teekay Corporation (TK) has a higher volatility of 17.76% compared to Crude Oil WTI (CL=F) at 14.56%. This indicates that TK's price experiences larger fluctuations and is considered to be riskier than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.