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

Correlation

The correlation between CRT and BIGZ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

CRT vs. BIGZ - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
71.27%
-53.92%
CRT
BIGZ

Key characteristics

Sharpe Ratio

CRT:

-0.59

BIGZ:

-0.05

Sortino Ratio

CRT:

-0.67

BIGZ:

0.12

Omega Ratio

CRT:

0.92

BIGZ:

1.02

Calmar Ratio

CRT:

-0.36

BIGZ:

-0.02

Martin Ratio

CRT:

-1.03

BIGZ:

-0.15

Ulcer Index

CRT:

23.48%

BIGZ:

9.24%

Daily Std Dev

CRT:

40.94%

BIGZ:

26.84%

Max Drawdown

CRT:

-83.46%

BIGZ:

-67.28%

Current Drawdown

CRT:

-59.49%

BIGZ:

-59.84%

Fundamentals

Market Cap

CRT:

$60.90M

BIGZ:

$1.72B

EPS

CRT:

$0.95

BIGZ:

$0.89

PE Ratio

CRT:

10.58

BIGZ:

9.06

PS Ratio

CRT:

9.19

BIGZ:

30.67

PB Ratio

CRT:

24.78

BIGZ:

0.70

Returns By Period

In the year-to-date period, CRT achieves a 5.32% return, which is significantly higher than BIGZ's -13.71% return.


CRT

YTD

5.32%

1M

-15.30%

6M

-2.31%

1Y

-23.36%

5Y*

21.65%

10Y*

1.00%

BIGZ

YTD

-13.71%

1M

-5.55%

6M

-13.06%

1Y

-2.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRT vs. BIGZ — 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

BIGZ
The Risk-Adjusted Performance Rank of BIGZ is 4646
Overall Rank
The Sharpe Ratio Rank of BIGZ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGZ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BIGZ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BIGZ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BIGZ is 4949
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. BIGZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Blackrock Innovation & Growth Trust (BIGZ). 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
BIGZ: -0.05
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
BIGZ: 0.12
The chart of Omega ratio for CRT, currently valued at 0.92, compared to the broader market0.501.001.502.00
CRT: 0.92
BIGZ: 1.02
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
BIGZ: -0.02
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
BIGZ: -0.15

The current CRT Sharpe Ratio is -0.59, which is lower than the BIGZ Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CRT and BIGZ, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.59
-0.05
CRT
BIGZ

Dividends

CRT vs. BIGZ - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 9.79%, less than BIGZ's 16.36% yield.


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%
BIGZ
Blackrock Innovation & Growth Trust
16.36%11.21%10.45%14.54%4.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRT vs. BIGZ - Drawdown Comparison

The maximum CRT drawdown since its inception was -83.46%, which is greater than BIGZ's maximum drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for CRT and BIGZ. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-59.49%
-59.84%
CRT
BIGZ

Volatility

CRT vs. BIGZ - Volatility Comparison

Cross Timbers Royalty Trust (CRT) has a higher volatility of 21.00% compared to Blackrock Innovation & Growth Trust (BIGZ) at 17.53%. This indicates that CRT's price experiences larger fluctuations and is considered to be riskier than BIGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.00%
17.53%
CRT
BIGZ

Financials

CRT vs. BIGZ - Financials Comparison

This section allows you to compare key financial metrics between Cross Timbers Royalty Trust and Blackrock Innovation & Growth Trust. 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