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

Key characteristics


BIGZCRT
YTD Return13.00%-24.69%
1Y Return18.63%-27.65%
3Y Return (Ann)-19.13%26.10%
Sharpe Ratio1.01-0.56
Daily Std Dev22.23%45.60%
Max Drawdown-67.28%-83.46%
Current Drawdown-53.64%-52.40%

Fundamentals


BIGZCRT
Market Cap$1.78B$78.66M
EPS-$0.40$1.98
Revenue (TTM)$0.00$12.77M
Gross Profit (TTM)$0.00$7.44M

Correlation

0.12
-1.001.00

The correlation between BIGZ and CRT is 0.12, 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

BIGZ vs. CRT - Performance Comparison

In the year-to-date period, BIGZ achieves a 13.00% 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.


-50.00%0.00%50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
-46.86%
101.25%
BIGZ
CRT

Compare stocks, funds, or ETFs


Blackrock Innovation & Growth Trust

Cross Timbers Royalty Trust

Risk-Adjusted Performance

BIGZ vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) 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
BIGZ
Blackrock Innovation & Growth Trust
1.01
CRT
Cross Timbers Royalty Trust
-0.56

BIGZ vs. CRT - Sharpe Ratio Comparison

The current BIGZ Sharpe Ratio is 1.01, which is higher than the CRT Sharpe Ratio of -0.56. The chart below compares the 12-month rolling Sharpe Ratio of BIGZ and CRT.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
1.01
-0.56
BIGZ
CRT

Dividends

BIGZ vs. CRT - Dividend Comparison

BIGZ's dividend yield for the trailing twelve months is around 8.47%, less than CRT's 13.39% yield.


TTM20232022202120202019201820172016201520142013
BIGZ
Blackrock Innovation & Growth Trust
8.47%10.45%14.54%4.81%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

BIGZ vs. CRT - Drawdown Comparison

The maximum BIGZ drawdown since its inception was -67.28%, smaller than the maximum CRT drawdown of -83.46%. The drawdown chart below compares losses from any high point along the way for BIGZ and CRT


-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-53.64%
-52.40%
BIGZ
CRT

Volatility

BIGZ vs. CRT - Volatility Comparison

The current volatility for Blackrock Innovation & Growth Trust (BIGZ) is 4.79%, while Cross Timbers Royalty Trust (CRT) has a volatility of 19.42%. This indicates that BIGZ experiences smaller price fluctuations and is considered to be less risky than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
4.79%
19.42%
BIGZ
CRT