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

Correlation

The correlation between CRT and ANNX is 0.07, 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.


-0.50.00.51.00.1

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.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
117.98%
-70.55%
CRT
ANNX

Key characteristics

Sharpe Ratio

CRT:

-1.09

ANNX:

0.89

Sortino Ratio

CRT:

-1.67

ANNX:

1.99

Omega Ratio

CRT:

0.80

ANNX:

1.22

Calmar Ratio

CRT:

-0.65

ANNX:

0.91

Martin Ratio

CRT:

-1.34

ANNX:

3.28

Ulcer Index

CRT:

32.42%

ANNX:

24.88%

Daily Std Dev

CRT:

40.11%

ANNX:

92.04%

Max Drawdown

CRT:

-83.46%

ANNX:

-95.34%

Current Drawdown

CRT:

-62.91%

ANNX:

-85.06%

Fundamentals

Market Cap

CRT:

$58.62M

ANNX:

$520.18M

EPS

CRT:

$1.13

ANNX:

-$1.03

Total Revenue (TTM)

CRT:

$10.57M

ANNX:

$4.87M

Gross Profit (TTM)

CRT:

$13.67M

ANNX:

$2.33M

EBITDA (TTM)

CRT:

$4.40M

ANNX:

-$129.45M

Returns By Period

In the year-to-date period, CRT achieves a -41.31% return, which is significantly lower than ANNX's 15.20% return.


CRT

YTD

-41.31%

1M

-6.63%

6M

-6.04%

1Y

-43.44%

5Y*

15.53%

10Y*

1.72%

ANNX

YTD

15.20%

1M

1.36%

6M

5.02%

1Y

40.21%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CRT, currently valued at -1.09, compared to the broader market-4.00-2.000.002.00-1.090.89
The chart of Sortino ratio for CRT, currently valued at -1.67, compared to the broader market-4.00-2.000.002.004.00-1.671.99
The chart of Omega ratio for CRT, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.22
The chart of Calmar ratio for CRT, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.650.91
The chart of Martin ratio for CRT, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.343.28
CRT
ANNX

The current CRT Sharpe Ratio is -1.09, which is lower than the ANNX Sharpe Ratio of 0.89. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.09
0.89
CRT
ANNX

Dividends

CRT vs. ANNX - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 10.68%, while ANNX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CRT
Cross Timbers Royalty Trust
10.68%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%
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 -95.34%. Use the drawdown chart below to compare losses from any high point for CRT and ANNX. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-62.91%
-85.06%
CRT
ANNX

Volatility

CRT vs. ANNX - Volatility Comparison

The current volatility for Cross Timbers Royalty Trust (CRT) is 10.44%, while Annexon, Inc. (ANNX) has a volatility of 19.32%. 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%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
10.44%
19.32%
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
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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.

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