PortfoliosLab logo
CRT vs. ANNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRT and ANNX is 0.25, 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: 0.3

Performance

CRT vs. ANNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cross Timbers Royalty Trust (CRT) and Annexon, Inc. (ANNX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
138.07%
-89.25%
CRT
ANNX

Key characteristics

Sharpe Ratio

CRT:

-0.59

ANNX:

-0.71

Sortino Ratio

CRT:

-0.67

ANNX:

-1.01

Omega Ratio

CRT:

0.92

ANNX:

0.89

Calmar Ratio

CRT:

-0.36

ANNX:

-0.60

Martin Ratio

CRT:

-1.03

ANNX:

-1.52

Ulcer Index

CRT:

23.48%

ANNX:

38.04%

Daily Std Dev

CRT:

40.94%

ANNX:

81.25%

Max Drawdown

CRT:

-83.46%

ANNX:

-96.06%

Current Drawdown

CRT:

-59.49%

ANNX:

-94.54%

Fundamentals

Market Cap

CRT:

$60.90M

ANNX:

$201.87M

EPS

CRT:

$0.95

ANNX:

-$1.01

PS Ratio

CRT:

9.19

ANNX:

0.00

PB Ratio

CRT:

24.78

ANNX:

0.66

Total Revenue (TTM)

CRT:

$4.74M

ANNX:

$0.00

Gross Profit (TTM)

CRT:

$7.89M

ANNX:

-$856.00K

EBITDA (TTM)

CRT:

$4.23M

ANNX:

-$123.89M

Returns By Period

In the year-to-date period, CRT achieves a 5.32% return, which is significantly higher than ANNX's -62.77% return.


CRT

YTD

5.32%

1M

-15.30%

6M

-2.31%

1Y

-23.36%

5Y*

21.65%

10Y*

1.00%

ANNX

YTD

-62.77%

1M

-22.67%

6M

-74.33%

1Y

-57.08%

5Y*

N/A

10Y*

N/A

*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

CRT vs. ANNX — Risk-Adjusted Performance Rank

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

CRT
The Risk-Adjusted Performance Rank of CRT is 2424
Overall Rank
The Sharpe Ratio Rank of CRT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of CRT is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CRT is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CRT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CRT is 2828
Martin Ratio Rank

ANNX
The Risk-Adjusted Performance Rank of ANNX is 1313
Overall Rank
The Sharpe Ratio Rank of ANNX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ANNX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ANNX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ANNX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ANNX is 88
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.

CRT vs. ANNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Annexon, Inc. (ANNX). 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.


The chart of Sharpe ratio for CRT, currently valued at -0.59, compared to the broader market-2.00-1.000.001.002.003.00
CRT: -0.59
ANNX: -0.71
The chart of Sortino ratio for CRT, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
CRT: -0.67
ANNX: -1.01
The chart of Omega ratio for CRT, currently valued at 0.92, compared to the broader market0.501.001.502.00
CRT: 0.92
ANNX: 0.89
The chart of Calmar ratio for CRT, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
CRT: -0.36
ANNX: -0.60
The chart of Martin ratio for CRT, currently valued at -1.03, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CRT: -1.03
ANNX: -1.52

The current CRT Sharpe Ratio is -0.59, which is comparable to the ANNX Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of CRT and ANNX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.59
-0.71
CRT
ANNX

Dividends

CRT vs. ANNX - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 9.79%, while ANNX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CRT
Cross Timbers Royalty Trust
9.79%9.55%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%
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%

Drawdowns

CRT vs. ANNX - Drawdown Comparison

The maximum CRT drawdown since its inception was -83.46%, smaller than the maximum ANNX drawdown of -96.06%. Use the drawdown chart below to compare losses from any high point for CRT and ANNX. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-59.49%
-94.54%
CRT
ANNX

Volatility

CRT vs. ANNX - Volatility Comparison

The current volatility for Cross Timbers Royalty Trust (CRT) is 21.00%, while Annexon, Inc. (ANNX) has a volatility of 32.09%. This indicates that CRT experiences smaller price fluctuations and is considered to be less risky than ANNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
21.00%
32.09%
CRT
ANNX

Financials

CRT vs. ANNX - Financials Comparison

This section allows you to compare key financial metrics between Cross Timbers Royalty Trust and Annexon, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items