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ANNX vs. CRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ANNX and CRT is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ANNX vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Annexon, Inc. (ANNX) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ANNX:

-0.68

CRT:

-0.59

Sortino Ratio

ANNX:

-0.99

CRT:

-0.55

Omega Ratio

ANNX:

0.89

CRT:

0.93

Calmar Ratio

ANNX:

-0.61

CRT:

-0.32

Martin Ratio

ANNX:

-1.32

CRT:

-0.87

Ulcer Index

ANNX:

44.76%

CRT:

24.28%

Daily Std Dev

ANNX:

83.40%

CRT:

40.58%

Max Drawdown

ANNX:

-96.06%

CRT:

-83.46%

Current Drawdown

ANNX:

-94.17%

CRT:

-59.80%

Fundamentals

Market Cap

ANNX:

$239.18M

CRT:

$60.36M

EPS

ANNX:

-$1.17

CRT:

$1.00

PS Ratio

ANNX:

0.00

CRT:

8.83

PB Ratio

ANNX:

0.98

CRT:

25.49

Total Revenue (TTM)

ANNX:

$0.00

CRT:

$6.79M

Gross Profit (TTM)

ANNX:

-$856.00K

CRT:

$9.94M

EBITDA (TTM)

ANNX:

-$181.29M

CRT:

$6.00M

Returns By Period

In the year-to-date period, ANNX achieves a -60.23% return, which is significantly lower than CRT's 4.52% return.


ANNX

YTD

-60.23%

1M

9.97%

6M

-62.15%

1Y

-57.76%

3Y*

-13.39%

5Y*

N/A

10Y*

N/A

CRT

YTD

4.52%

1M

-0.58%

6M

-4.81%

1Y

-23.92%

3Y*

-12.70%

5Y*

16.83%

10Y*

2.99%

*Annualized

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Annexon, Inc.

Cross Timbers Royalty Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ANNX vs. CRT — Risk-Adjusted Performance Rank

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

ANNX
The Risk-Adjusted Performance Rank of ANNX is 1313
Overall Rank
The Sharpe Ratio Rank of ANNX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ANNX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ANNX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ANNX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ANNX is 1212
Martin Ratio Rank

CRT
The Risk-Adjusted Performance Rank of CRT is 2424
Overall Rank
The Sharpe Ratio Rank of CRT is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CRT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CRT is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CRT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CRT is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ANNX vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Annexon, Inc. (ANNX) and Cross Timbers Royalty Trust (CRT). 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 ANNX Sharpe Ratio is -0.68, which is comparable to the CRT Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ANNX and CRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ANNX vs. CRT - Dividend Comparison

ANNX has not paid dividends to shareholders, while CRT's dividend yield for the trailing twelve months is around 9.17%.


TTM20242023202220212020201920182017201620152014
ANNX
Annexon, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
9.17%9.55%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%

Drawdowns

ANNX vs. CRT - Drawdown Comparison

The maximum ANNX drawdown since its inception was -96.06%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for ANNX and CRT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ANNX vs. CRT - Volatility Comparison

Annexon, Inc. (ANNX) has a higher volatility of 26.99% compared to Cross Timbers Royalty Trust (CRT) at 5.69%. This indicates that ANNX's price experiences larger fluctuations and is considered to be riskier than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ANNX vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Annexon, Inc. and Cross Timbers Royalty Trust. 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


0.001.00M2.00M3.00M4.00M5.00M202120222023202420250
2.05M
(ANNX) Total Revenue
(CRT) Total Revenue
Values in USD except per share items