BPT vs. USA
Compare and contrast key facts about BP Prudhoe Bay Royalty Trust (BPT) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPT or USA.
Key characteristics
| BPT | USA | |
|---|---|---|
| YTD Return | -57.49% | 21.94% |
| 1Y Return | -74.82% | 32.17% |
| 3Y Return (Ann) | -31.22% | 4.53% |
| 5Y Return (Ann) | -27.47% | 12.58% |
| 10Y Return (Ann) | -28.43% | 12.68% |
| Sharpe Ratio | -1.11 | 2.11 |
| Sortino Ratio | -2.38 | 2.87 |
| Omega Ratio | 0.74 | 1.37 |
| Calmar Ratio | -0.78 | 1.50 |
| Martin Ratio | -1.56 | 14.31 |
| Ulcer Index | 48.66% | 2.10% |
| Daily Std Dev | 68.55% | 14.24% |
| Max Drawdown | -97.34% | -69.38% |
| Current Drawdown | -96.89% | -1.51% |
Fundamentals
| BPT | USA |
|---|
Correlation
The correlation between BPT and USA is 0.16, 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
BPT vs. USA - Performance Comparison
In the year-to-date period, BPT achieves a -57.49% return, which is significantly lower than USA's 21.94% return. Over the past 10 years, BPT has underperformed USA with an annualized return of -28.43%, while USA has yielded a comparatively higher 12.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BPT vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BP Prudhoe Bay Royalty Trust (BPT) and Liberty All-Star Equity Fund (USA). 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.
Dividends
BPT vs. USA - Dividend Comparison
BPT has not paid dividends to shareholders, while USA's dividend yield for the trailing twelve months is around 9.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPT BP Prudhoe Bay Royalty Trust | 0.00% | 12.02% | 32.34% | 2.37% | 17.82% | 32.47% | 24.46% | 17.91% | 8.58% | 23.50% | 15.67% | 11.35% |
USA Liberty All-Star Equity Fund | 9.46% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
BPT vs. USA - Drawdown Comparison
The maximum BPT drawdown since its inception was -97.34%, which is greater than USA's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BPT and USA. For additional features, visit the drawdowns tool.
Volatility
BPT vs. USA - Volatility Comparison
BP Prudhoe Bay Royalty Trust (BPT) has a higher volatility of 16.30% compared to Liberty All-Star Equity Fund (USA) at 4.75%. This indicates that BPT's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BPT vs. USA - Financials Comparison
This section allows you to compare key financial metrics between BP Prudhoe Bay Royalty Trust and Liberty All-Star Equity Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities