CRT vs. ICMB
Compare and contrast key facts about Cross Timbers Royalty Trust (CRT) and Investcorp Credit Management BDC, Inc. (ICMB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRT or ICMB.
Performance
CRT vs. ICMB - Performance Comparison
Returns By Period
In the year-to-date period, CRT achieves a -39.20% return, which is significantly lower than ICMB's -2.08% return. Over the past 10 years, CRT has underperformed ICMB with an annualized return of -1.52%, while ICMB has yielded a comparatively higher 0.26% annualized return.
CRT
-39.20%
-10.44%
-26.35%
-44.92%
15.53%
-1.52%
ICMB
-2.08%
-3.16%
2.39%
0.63%
-1.89%
0.26%
Fundamentals
| CRT | ICMB | |
|---|---|---|
| Market Cap | $60.90M | $44.52M |
| EPS | $1.13 | -$0.28 |
| Total Revenue (TTM) | $10.57M | $8.68M |
| Gross Profit (TTM) | $13.67M | $4.87M |
| EBITDA (TTM) | $2.89M | -$6.34M |
Key characteristics
| CRT | ICMB | |
|---|---|---|
| Sharpe Ratio | -1.14 | 0.00 |
| Sortino Ratio | -1.77 | 0.21 |
| Omega Ratio | 0.78 | 1.03 |
| Calmar Ratio | -0.67 | 0.00 |
| Martin Ratio | -1.27 | 0.01 |
| Ulcer Index | 35.06% | 8.56% |
| Daily Std Dev | 39.12% | 28.22% |
| Max Drawdown | -83.46% | -80.34% |
| Current Drawdown | -61.57% | -23.15% |
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Correlation
The correlation between CRT and ICMB is 0.10, 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. ICMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Investcorp Credit Management BDC, Inc. (ICMB). 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.
Dividends
CRT vs. ICMB - Dividend Comparison
CRT's dividend yield for the trailing twelve months is around 10.79%, less than ICMB's 18.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ICMB Investcorp Credit Management BDC, Inc. | 18.63% | 17.72% | 17.02% | 12.73% | 16.56% | 14.93% | 16.00% | 12.27% | 15.14% | 18.14% | 10.86% | 0.00% |
Drawdowns
CRT vs. ICMB - Drawdown Comparison
The maximum CRT drawdown since its inception was -83.46%, roughly equal to the maximum ICMB drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for CRT and ICMB. For additional features, visit the drawdowns tool.
Volatility
CRT vs. ICMB - Volatility Comparison
Cross Timbers Royalty Trust (CRT) has a higher volatility of 8.44% compared to Investcorp Credit Management BDC, Inc. (ICMB) at 7.89%. This indicates that CRT's price experiences larger fluctuations and is considered to be riskier than ICMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CRT vs. ICMB - Financials Comparison
This section allows you to compare key financial metrics between Cross Timbers Royalty Trust and Investcorp Credit Management BDC, 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.
Total Revenue: Total amount of money received from sales and other business activities