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

Performance

CRT vs. LEU - Performance Comparison

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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-26.35%
41.78%
CRT
LEU

Returns By Period

In the year-to-date period, CRT achieves a -39.20% return, which is significantly lower than LEU's 25.90% return. Over the past 10 years, CRT has underperformed LEU with an annualized return of -1.52%, while LEU has yielded a comparatively higher 28.50% annualized return.


CRT

YTD

-39.20%

1M

-10.44%

6M

-26.35%

1Y

-44.92%

5Y (annualized)

15.53%

10Y (annualized)

-1.52%

LEU

YTD

25.90%

1M

-30.52%

6M

41.76%

1Y

33.97%

5Y (annualized)

66.48%

10Y (annualized)

28.50%

Fundamentals


CRTLEU
Market Cap$60.90M$1.50B
EPS$1.13$4.82
PE Ratio8.9818.99
PEG Ratio0.000.00
Total Revenue (TTM)$10.57M$394.00M
Gross Profit (TTM)$13.67M$94.70M
EBITDA (TTM)$2.89M$40.70M

Key characteristics


CRTLEU
Sharpe Ratio-1.140.39
Sortino Ratio-1.771.14
Omega Ratio0.781.15
Calmar Ratio-0.670.31
Martin Ratio-1.271.45
Ulcer Index35.06%20.93%
Daily Std Dev39.12%78.42%
Max Drawdown-83.46%-99.98%
Current Drawdown-61.57%-98.99%

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Correlation

-0.50.00.51.00.1

The correlation between CRT and LEU is 0.13, 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. LEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Timbers Royalty Trust (CRT) and Centrus Energy Corp. (LEU). 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-4.00-2.000.002.004.00-1.140.39
The chart of Sortino ratio for CRT, currently valued at -1.77, compared to the broader market-4.00-2.000.002.004.00-1.771.14
The chart of Omega ratio for CRT, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.15
The chart of Calmar ratio for CRT, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.31
The chart of Martin ratio for CRT, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.271.45
CRT
LEU

The current CRT Sharpe Ratio is -1.14, which is lower than the LEU Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CRT and LEU, 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
0.39
CRT
LEU

Dividends

CRT vs. LEU - Dividend Comparison

CRT's dividend yield for the trailing twelve months is around 10.79%, while LEU 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%
LEU
Centrus Energy Corp.
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. LEU - Drawdown Comparison

The maximum CRT drawdown since its inception was -83.46%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for CRT and LEU. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-61.57%
-98.99%
CRT
LEU

Volatility

CRT vs. LEU - Volatility Comparison

The current volatility for Cross Timbers Royalty Trust (CRT) is 8.44%, while Centrus Energy Corp. (LEU) has a volatility of 47.02%. This indicates that CRT experiences smaller price fluctuations and is considered to be less risky than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
8.44%
47.02%
CRT
LEU

Financials

CRT vs. LEU - Financials Comparison

This section allows you to compare key financial metrics between Cross Timbers Royalty Trust and Centrus Energy Corp.. 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