PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CAPL vs. PRFRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAPL and PRFRX 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.


-0.50.00.51.0
Correlation: 0.1

Performance

CAPL vs. PRFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossAmerica Partners LP (CAPL) and T. Rowe Price Floating Rate Fund (PRFRX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
269.89%
66.09%
CAPL
PRFRX

Key characteristics

Sharpe Ratio

CAPL:

0.30

PRFRX:

1.92

Sortino Ratio

CAPL:

0.54

PRFRX:

3.77

Omega Ratio

CAPL:

1.08

PRFRX:

1.89

Calmar Ratio

CAPL:

0.41

PRFRX:

2.20

Martin Ratio

CAPL:

0.95

PRFRX:

17.61

Ulcer Index

CAPL:

7.56%

PRFRX:

0.28%

Daily Std Dev

CAPL:

23.98%

PRFRX:

2.59%

Max Drawdown

CAPL:

-69.31%

PRFRX:

-20.05%

Current Drawdown

CAPL:

-10.98%

PRFRX:

-2.26%

Returns By Period

In the year-to-date period, CAPL achieves a 4.07% return, which is significantly higher than PRFRX's -1.45% return. Over the past 10 years, CAPL has outperformed PRFRX with an annualized return of 6.75%, while PRFRX has yielded a comparatively lower 4.28% annualized return.


CAPL

YTD

4.07%

1M

-4.64%

6M

10.84%

1Y

6.08%

5Y*

32.41%

10Y*

6.75%

PRFRX

YTD

-1.45%

1M

-2.16%

6M

0.78%

1Y

4.97%

5Y*

7.56%

10Y*

4.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CAPL vs. PRFRX — Risk-Adjusted Performance Rank

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

CAPL
The Risk-Adjusted Performance Rank of CAPL is 6565
Overall Rank
The Sharpe Ratio Rank of CAPL is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CAPL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CAPL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CAPL is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CAPL is 6767
Martin Ratio Rank

PRFRX
The Risk-Adjusted Performance Rank of PRFRX is 9494
Overall Rank
The Sharpe Ratio Rank of PRFRX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PRFRX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PRFRX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PRFRX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PRFRX is 9696
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.

CAPL vs. PRFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossAmerica Partners LP (CAPL) and T. Rowe Price Floating Rate Fund (PRFRX). 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
The chart of Sharpe ratio for CAPL, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.00
CAPL: 0.30
PRFRX: 1.92
The chart of Sortino ratio for CAPL, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
CAPL: 0.54
PRFRX: 3.77
The chart of Omega ratio for CAPL, currently valued at 1.08, compared to the broader market0.501.001.502.00
CAPL: 1.08
PRFRX: 1.89
The chart of Calmar ratio for CAPL, currently valued at 0.41, compared to the broader market0.001.002.003.004.00
CAPL: 0.41
PRFRX: 2.20
The chart of Martin ratio for CAPL, currently valued at 0.95, compared to the broader market-10.000.0010.0020.00
CAPL: 0.95
PRFRX: 17.61

The current CAPL Sharpe Ratio is 0.30, which is lower than the PRFRX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CAPL and PRFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.30
1.92
CAPL
PRFRX

Dividends

CAPL vs. PRFRX - Dividend Comparison

CAPL's dividend yield for the trailing twelve months is around 9.38%, more than PRFRX's 7.40% yield.


TTM20242023202220212020201920182017201620152014
CAPL
CrossAmerica Partners LP
9.38%9.55%9.21%10.59%11.02%12.23%11.63%15.55%10.44%9.53%8.60%5.16%
PRFRX
T. Rowe Price Floating Rate Fund
7.40%8.17%8.33%5.20%3.87%4.00%4.84%4.86%4.04%4.08%4.08%3.85%

Drawdowns

CAPL vs. PRFRX - Drawdown Comparison

The maximum CAPL drawdown since its inception was -69.31%, which is greater than PRFRX's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for CAPL and PRFRX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.98%
-2.26%
CAPL
PRFRX

Volatility

CAPL vs. PRFRX - Volatility Comparison

CrossAmerica Partners LP (CAPL) has a higher volatility of 11.24% compared to T. Rowe Price Floating Rate Fund (PRFRX) at 0.94%. This indicates that CAPL's price experiences larger fluctuations and is considered to be riskier than PRFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.24%
0.94%
CAPL
PRFRX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab