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

Key characteristics


ANNXCRT
YTD Return57.93%-24.69%
1Y Return80.15%-27.65%
3Y Return (Ann)-33.65%26.10%
Sharpe Ratio0.73-0.56
Daily Std Dev116.70%45.60%
Max Drawdown-95.34%-83.46%
Current Drawdown-79.52%-52.40%

Fundamentals


ANNXCRT
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

0.06
-1.001.00

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.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-59.63%
179.74%
ANNX
CRT

Compare stocks, funds, or ETFs


Annexon, Inc.

Cross Timbers Royalty Trust

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ANNX
Annexon, Inc.
0.73
CRT
Cross Timbers Royalty Trust
-0.56

ANNX vs. CRT - Sharpe Ratio Comparison

The current ANNX Sharpe Ratio is 0.73, which is higher than the CRT Sharpe Ratio of -0.56. The chart below compares the 12-month rolling Sharpe Ratio of ANNX and CRT.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.73
-0.56
ANNX
CRT

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%.


TTM20232022202120202019201820172016201520142013
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
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


-100.00%-80.00%-60.00%-40.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-79.52%
-52.40%
ANNX
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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
40.33%
19.42%
ANNX
CRT