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

Key characteristics


FINXCRT
YTD Return8.96%-24.69%
1Y Return38.53%-27.65%
3Y Return (Ann)-11.93%26.10%
5Y Return (Ann)1.29%13.10%
Sharpe Ratio1.77-0.56
Daily Std Dev23.64%45.60%
Max Drawdown-63.53%-83.46%
Current Drawdown-44.13%-52.40%

Correlation

0.17
-1.001.00

The correlation between FINX and CRT is 0.17, 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.

Performance

FINX vs. CRT - Performance Comparison

In the year-to-date period, FINX achieves a 8.96% return, which is significantly higher than CRT's -24.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
98.13%
42.78%
FINX
CRT

Compare stocks, funds, or ETFs


Global X FinTech ETF

Cross Timbers Royalty Trust

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FINX
Global X FinTech ETF
1.77
CRT
Cross Timbers Royalty Trust
-0.56

FINX vs. CRT - Sharpe Ratio Comparison

The current FINX Sharpe Ratio is 1.77, which is higher than the CRT Sharpe Ratio of -0.56. The chart below compares the 12-month rolling Sharpe Ratio of FINX and CRT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.77
-0.56
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 13.39% yield.


TTM20232022202120202019201820172016201520142013
FINX
Global X FinTech ETF
0.19%0.21%0.27%5.40%0.00%0.00%0.17%0.11%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
13.39%10.96%7.69%9.71%9.46%10.04%13.06%6.87%5.90%10.41%15.34%7.87%

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%. The drawdown chart below compares losses from any high point along the way for FINX and CRT


-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-44.13%
-52.40%
FINX
CRT

Volatility

FINX vs. CRT - Volatility Comparison

The current volatility for Global X FinTech ETF (FINX) is 6.46%, while Cross Timbers Royalty Trust (CRT) has a volatility of 19.42%. 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%20.00%OctoberNovemberDecember2024FebruaryMarch
6.46%
19.42%
FINX
CRT