ANNX vs. CRT
Compare and contrast key facts about Annexon, Inc. (ANNX) and Cross Timbers Royalty Trust (CRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANNX or CRT.
Key characteristics
ANNX | CRT | |
---|---|---|
YTD Return | 57.93% | -24.69% |
1Y Return | 80.15% | -27.65% |
3Y Return (Ann) | -33.65% | 26.10% |
Sharpe Ratio | 0.73 | -0.56 |
Daily Std Dev | 116.70% | 45.60% |
Max Drawdown | -95.34% | -83.46% |
Current Drawdown | -79.52% | -52.40% |
Fundamentals
ANNX | CRT | |
---|---|---|
Market Cap | $532.26M | $78.66M |
EPS | -$1.81 | $1.98 |
Revenue (TTM) | $0.00 | $12.77M |
Gross Profit (TTM) | $0.00 | $7.44M |
Correlation
The correlation between ANNX and CRT is 0.06, 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
In the year-to-date period, ANNX achieves a 57.93% return, which is significantly higher than CRT's -24.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Annexon, Inc. | 0.73 | ||||
Cross Timbers Royalty Trust | -0.56 |
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 13.39%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Cross Timbers Royalty Trust | 13.39% | 10.96% | 7.69% | 9.71% | 9.46% | 10.04% | 13.06% | 6.87% | 5.90% | 10.41% | 15.34% | 7.87% |
Drawdowns
ANNX vs. CRT - Drawdown Comparison
The maximum ANNX drawdown since its inception was -95.34%, which is greater than CRT's maximum drawdown of -83.46%. The drawdown chart below compares losses from any high point along the way for ANNX and CRT
Volatility
ANNX vs. CRT - Volatility Comparison
Annexon, Inc. (ANNX) has a higher volatility of 40.33% compared to Cross Timbers Royalty Trust (CRT) at 19.42%. 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.