PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GNK vs. CRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GNK 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.


-0.50.00.51.0
Correlation: 0.2

Performance

GNK vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.58%
-6.60%
GNK
CRT

Key characteristics

Sharpe Ratio

GNK:

-1.35

CRT:

-0.05

Sortino Ratio

GNK:

-2.01

CRT:

0.22

Omega Ratio

GNK:

0.77

CRT:

1.03

Calmar Ratio

GNK:

-0.43

CRT:

-0.03

Martin Ratio

GNK:

-1.61

CRT:

-0.09

Ulcer Index

GNK:

24.61%

CRT:

23.32%

Daily Std Dev

GNK:

29.19%

CRT:

39.40%

Max Drawdown

GNK:

-98.25%

CRT:

-83.46%

Current Drawdown

GNK:

-91.78%

CRT:

-52.71%

Fundamentals

Market Cap

GNK:

$541.74M

CRT:

$71.16M

EPS

GNK:

$1.75

CRT:

$0.95

PE Ratio

GNK:

7.24

CRT:

12.48

PEG Ratio

GNK:

-1.77

CRT:

0.00

Total Revenue (TTM)

GNK:

$305.58M

CRT:

$4.74M

Gross Profit (TTM)

GNK:

$83.11M

CRT:

$7.89M

EBITDA (TTM)

GNK:

$119.32M

CRT:

$4.23M

Returns By Period

In the year-to-date period, GNK achieves a -14.21% return, which is significantly lower than CRT's 22.95% return. Over the past 10 years, GNK has underperformed CRT with an annualized return of -13.41%, while CRT has yielded a comparatively higher 3.89% annualized return.


GNK

YTD

-14.21%

1M

-14.57%

6M

-33.57%

1Y

-38.17%

5Y*

25.71%

10Y*

-13.41%

CRT

YTD

22.95%

1M

11.23%

6M

15.32%

1Y

-3.11%

5Y*

30.61%

10Y*

3.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GNK vs. CRT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GNK
The Risk-Adjusted Performance Rank of GNK is 99
Overall Rank
The Sharpe Ratio Rank of GNK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of GNK is 33
Sortino Ratio Rank
The Omega Ratio Rank of GNK is 66
Omega Ratio Rank
The Calmar Ratio Rank of GNK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of GNK is 99
Martin Ratio Rank

CRT
The Risk-Adjusted Performance Rank of CRT is 4949
Overall Rank
The Sharpe Ratio Rank of CRT is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CRT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of CRT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of CRT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of CRT is 5252
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.

GNK vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) 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 GNK, currently valued at -1.35, compared to the broader market-2.00-1.000.001.002.003.00
GNK: -1.35
CRT: -0.08
The chart of Sortino ratio for GNK, currently valued at -2.01, compared to the broader market-6.00-4.00-2.000.002.004.00
GNK: -2.01
CRT: 0.18
The chart of Omega ratio for GNK, currently valued at 0.77, compared to the broader market0.501.001.502.00
GNK: 0.77
CRT: 1.02
The chart of Calmar ratio for GNK, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00
GNK: -0.43
CRT: -0.05
The chart of Martin ratio for GNK, currently valued at -1.61, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
GNK: -1.61
CRT: -0.13

The current GNK Sharpe Ratio is -1.35, which is lower than the CRT Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of GNK 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-1.35
-0.08
GNK
CRT

Dividends

GNK vs. CRT - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 12.48%, more than CRT's 8.39% yield.


TTM20242023202220212020201920182017201620152014
GNK
Genco Shipping & Trading Limited
12.48%11.26%5.73%17.84%2.00%3.19%4.71%0.00%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
8.39%9.55%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%

Drawdowns

GNK vs. CRT - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for GNK and CRT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-91.78%
-52.71%
GNK
CRT

Volatility

GNK vs. CRT - Volatility Comparison

The current volatility for Genco Shipping & Trading Limited (GNK) is 12.50%, while Cross Timbers Royalty Trust (CRT) has a volatility of 14.82%. This indicates that GNK 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.


6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.50%
14.82%
GNK
CRT

Financials

GNK vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Genco Shipping & Trading Limited and Cross Timbers Royalty Trust. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab