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

Performance

CRT vs. CROX - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.35%
-32.16%
CRT
CROX

Returns By Period

In the year-to-date period, CRT achieves a -39.20% return, which is significantly lower than CROX's 4.89% return. Over the past 10 years, CRT has underperformed CROX with an annualized return of -1.52%, while CROX has yielded a comparatively higher 22.63% annualized return.


CRT

YTD

-39.20%

1M

-10.44%

6M

-26.35%

1Y

-44.92%

5Y (annualized)

15.53%

10Y (annualized)

-1.52%

CROX

YTD

4.89%

1M

-29.71%

6M

-32.16%

1Y

3.61%

5Y (annualized)

23.36%

10Y (annualized)

22.63%

Fundamentals


CRTCROX
Market Cap$60.90M$5.62B
EPS$1.13$13.58
PE Ratio8.987.11
PEG Ratio0.00-31.83
Total Revenue (TTM)$10.57M$4.07B
Gross Profit (TTM)$13.67M$2.37B
EBITDA (TTM)$2.89M$1.10B

Key characteristics


CRTCROX
Sharpe Ratio-1.140.16
Sortino Ratio-1.770.59
Omega Ratio0.781.07
Calmar Ratio-0.670.14
Martin Ratio-1.270.55
Ulcer Index35.06%13.65%
Daily Std Dev39.12%46.71%
Max Drawdown-83.46%-98.74%
Current Drawdown-61.57%-45.74%

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Correlation

-0.50.00.51.00.2

The correlation between CRT and CROX 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.

Risk-Adjusted Performance

CRT vs. CROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Crocs, Inc. (CROX). 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 -1.14, compared to the broader market-4.00-2.000.002.004.00-1.140.16
The chart of Sortino ratio for CRT, currently valued at -1.77, compared to the broader market-4.00-2.000.002.004.00-1.770.59
The chart of Omega ratio for CRT, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.07
The chart of Calmar ratio for CRT, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.14
The chart of Martin ratio for CRT, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.270.55
CRT
CROX

The current CRT Sharpe Ratio is -1.14, which is lower than the CROX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of CRT and CROX, 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-1.14
0.16
CRT
CROX

Dividends

CRT vs. CROX - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 10.79%, while CROX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CRT
Cross Timbers Royalty Trust
10.79%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%
CROX
Crocs, 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. CROX - Drawdown Comparison

The maximum CRT drawdown since its inception was -83.46%, smaller than the maximum CROX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for CRT and CROX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-61.57%
-45.74%
CRT
CROX

Volatility

CRT vs. CROX - Volatility Comparison

The current volatility for Cross Timbers Royalty Trust (CRT) is 8.44%, while Crocs, Inc. (CROX) has a volatility of 22.30%. This indicates that CRT experiences smaller price fluctuations and is considered to be less risky than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.44%
22.30%
CRT
CROX

Financials

CRT vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between Cross Timbers Royalty Trust and Crocs, 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