Performance

CVE+94.34%DINO+138.06%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CVE	+3.03%	+87.91%	+94.34%	+22.58%	-23.40%	1.93
DINO	+0.47%	+167.43%	+138.06%	+30.18%	-18.30%	2.33

Summary

CVE vs DINO

Over the past year, DINO returned +138.06% against +94.34% for CVE. Over five years, DINO averaged +30.18% a year, compared with +22.58% for CVE. DINO had the higher Sharpe ratio over the past year (2.33 vs 1.93), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.30% for DINO and -23.40% for CVE.

Current Drawdown

CVE-2.89%DINO-2.29%

Rolling Volatility

CVE+1.82%DINO+2.35%

METRICS

Correlation Matrix

	CVE	DINO
CVE	1.00	0.50
DINO	0.50	1.00

Metrics

Risk Indicators

CVEDINO

Alpha

72.52%

93.93%

Beta

-0.35x

-0.30x

Sharpe

1.93

2.33

Sortino

2.94

3.63

Omega

1.35

1.46

Calmar

4.03

7.54

Martin

8.78

12.21

Comparisons

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CVE vs NVD
CVE vs XLE
CVE vs SPY
CVE vs CNQ
CVE vs SU
CVE vs IMO

More DINO comparisons

DINO vs XLE
DINO vs SPY
DINO vs MPC
DINO vs VLO
DINO vs PSX

CVE vs DINO: returns, Sharpe ratio and drawdown

CVE vs DINO

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