S&P 500 Index vs WTI Crude Oil

GSPC vs CL-F head-to-head — returns and risk, side by side. Over the past year, CL-F is ahead.

24h+0.70%-0.75%
7 days-0.18%-2.55%
30 days-0.86%+9.32%
Year to date+12.14%+75.93%
1 year+13.03%+64.26%
Max drawdown86.20%93.10%
Monthly volatility5.30%11.20%
Positive months60%56%
Best month+39.14% 1932-08+88.38% 2020-05
Worst month-29.94% 1931-09-54.24% 2020-03
Data since19272000

Green marks the better value in each row — the higher return, but the lower drawdown and volatility. Want the full monthly heatmaps side by side? Open the interactive compare tool →