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CRT vs. GLDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRT and GLDI is 0.03, 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: 0.0

Performance

CRT vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cross Timbers Royalty Trust (CRT) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
-4.14%
46.07%
CRT
GLDI

Key characteristics

Sharpe Ratio

CRT:

-0.59

GLDI:

2.40

Sortino Ratio

CRT:

-0.67

GLDI:

3.16

Omega Ratio

CRT:

0.92

GLDI:

1.47

Calmar Ratio

CRT:

-0.36

GLDI:

4.25

Martin Ratio

CRT:

-1.03

GLDI:

16.60

Ulcer Index

CRT:

23.48%

GLDI:

1.48%

Daily Std Dev

CRT:

40.94%

GLDI:

10.25%

Max Drawdown

CRT:

-83.46%

GLDI:

-32.26%

Current Drawdown

CRT:

-59.49%

GLDI:

-0.12%

Returns By Period

In the year-to-date period, CRT achieves a 5.32% return, which is significantly lower than GLDI's 11.05% return. Over the past 10 years, CRT has underperformed GLDI with an annualized return of 1.00%, while GLDI has yielded a comparatively higher 6.82% annualized return.


CRT

YTD

5.32%

1M

-15.30%

6M

-2.31%

1Y

-23.36%

5Y*

21.65%

10Y*

1.00%

GLDI

YTD

11.05%

1M

3.04%

6M

9.34%

1Y

24.89%

5Y*

8.87%

10Y*

6.82%

*Annualized

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Risk-Adjusted Performance

CRT vs. GLDI — 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

GLDI
The Risk-Adjusted Performance Rank of GLDI is 9696
Overall Rank
The Sharpe Ratio Rank of GLDI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of GLDI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GLDI is 9797
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. GLDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). 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
GLDI: 2.40
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
GLDI: 3.16
The chart of Omega ratio for CRT, currently valued at 0.92, compared to the broader market0.501.001.502.00
CRT: 0.92
GLDI: 1.47
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
GLDI: 4.25
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
GLDI: 16.60

The current CRT Sharpe Ratio is -0.59, which is lower than the GLDI Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CRT and GLDI, 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
2.40
CRT
GLDI

Dividends

CRT vs. GLDI - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 9.79%, less than GLDI's 12.53% 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%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
12.53%11.22%10.02%13.73%10.66%14.25%7.25%5.33%7.78%17.27%10.07%12.36%

Drawdowns

CRT vs. GLDI - Drawdown Comparison

The maximum CRT drawdown since its inception was -83.46%, which is greater than GLDI's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for CRT and GLDI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-59.49%
-0.12%
CRT
GLDI

Volatility

CRT vs. GLDI - Volatility Comparison

Cross Timbers Royalty Trust (CRT) has a higher volatility of 21.00% compared to Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) at 1.90%. This indicates that CRT's price experiences larger fluctuations and is considered to be riskier than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.00%
1.90%
CRT
GLDI