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

Correlation

The correlation between FINX and CRT is 0.18, 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.


-0.50.00.51.00.2

Performance

FINX vs. CRT - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
129.87%
11.26%
FINX
CRT

Key characteristics

Sharpe Ratio

FINX:

1.31

CRT:

-1.09

Sortino Ratio

FINX:

1.87

CRT:

-1.67

Omega Ratio

FINX:

1.23

CRT:

0.80

Calmar Ratio

FINX:

0.57

CRT:

-0.65

Martin Ratio

FINX:

5.19

CRT:

-1.34

Ulcer Index

FINX:

5.76%

CRT:

32.42%

Daily Std Dev

FINX:

22.88%

CRT:

40.11%

Max Drawdown

FINX:

-63.53%

CRT:

-83.46%

Current Drawdown

FINX:

-35.18%

CRT:

-62.91%

Returns By Period

In the year-to-date period, FINX achieves a 26.42% return, which is significantly higher than CRT's -41.31% return.


FINX

YTD

26.42%

1M

-2.06%

6M

29.19%

1Y

27.38%

5Y*

2.53%

10Y*

N/A

CRT

YTD

-41.31%

1M

-6.63%

6M

-6.04%

1Y

-43.44%

5Y*

15.53%

10Y*

1.72%

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Risk-Adjusted Performance

FINX vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FinTech ETF (FINX) and Cross Timbers Royalty Trust (CRT). 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 FINX, currently valued at 1.31, compared to the broader market0.002.004.001.31-1.09
The chart of Sortino ratio for FINX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.87-1.67
The chart of Omega ratio for FINX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.230.80
The chart of Calmar ratio for FINX, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.57-0.65
The chart of Martin ratio for FINX, currently valued at 5.19, compared to the broader market0.0020.0040.0060.0080.00100.005.19-1.34
FINX
CRT

The current FINX Sharpe Ratio is 1.31, which is higher than the CRT Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of FINX and CRT, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.31
-1.09
FINX
CRT

Dividends

FINX vs. CRT - Dividend Comparison

FINX's dividend yield for the trailing twelve months is around 0.19%, less than CRT's 10.68% yield.


TTM20232022202120202019201820172016201520142013
FINX
Global X FinTech ETF
0.19%0.21%0.27%5.40%0.00%0.00%0.18%0.11%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
10.68%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

FINX vs. CRT - Drawdown Comparison

The maximum FINX drawdown since its inception was -63.53%, smaller than the maximum CRT drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for FINX and CRT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-35.18%
-62.91%
FINX
CRT

Volatility

FINX vs. CRT - Volatility Comparison

The current volatility for Global X FinTech ETF (FINX) is 7.04%, while Cross Timbers Royalty Trust (CRT) has a volatility of 10.44%. This indicates that FINX experiences smaller price fluctuations and is considered to be less risky than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.04%
10.44%
FINX
CRT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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