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

Correlation

The correlation between GOGL and CRT is 0.19, 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

GOGL vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Ocean Group Limited (GOGL) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
47.79%
687.51%
GOGL
CRT

Key characteristics

Sharpe Ratio

GOGL:

0.16

CRT:

-1.09

Sortino Ratio

GOGL:

0.47

CRT:

-1.67

Omega Ratio

GOGL:

1.06

CRT:

0.80

Calmar Ratio

GOGL:

0.07

CRT:

-0.65

Martin Ratio

GOGL:

0.32

CRT:

-1.34

Ulcer Index

GOGL:

17.13%

CRT:

32.42%

Daily Std Dev

GOGL:

35.31%

CRT:

40.11%

Max Drawdown

GOGL:

-96.87%

CRT:

-83.46%

Current Drawdown

GOGL:

-80.34%

CRT:

-62.91%

Fundamentals

Market Cap

GOGL:

$1.81B

CRT:

$58.62M

EPS

GOGL:

$1.21

CRT:

$1.13

PE Ratio

GOGL:

7.42

CRT:

8.65

PEG Ratio

GOGL:

131.35

CRT:

0.00

Total Revenue (TTM)

GOGL:

$1.01B

CRT:

$10.57M

Gross Profit (TTM)

GOGL:

$367.91M

CRT:

$13.67M

EBITDA (TTM)

GOGL:

$482.69M

CRT:

$4.40M

Returns By Period

In the year-to-date period, GOGL achieves a -0.99% return, which is significantly higher than CRT's -41.31% return. Over the past 10 years, GOGL has underperformed CRT with an annualized return of -1.14%, while CRT has yielded a comparatively higher 1.72% annualized return.


GOGL

YTD

-0.99%

1M

-23.99%

6M

-31.58%

1Y

2.48%

5Y*

21.86%

10Y*

-1.14%

CRT

YTD

-41.31%

1M

-6.63%

6M

-6.04%

1Y

-43.44%

5Y*

15.53%

10Y*

1.72%

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

GOGL vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Ocean Group Limited (GOGL) 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 GOGL, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.16-1.09
The chart of Sortino ratio for GOGL, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47-1.67
The chart of Omega ratio for GOGL, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.80
The chart of Calmar ratio for GOGL, currently valued at 0.07, compared to the broader market0.002.004.006.000.07-0.65
The chart of Martin ratio for GOGL, currently valued at 0.32, compared to the broader market-5.000.005.0010.0015.0020.0025.000.32-1.34
GOGL
CRT

The current GOGL Sharpe Ratio is 0.16, which is higher than the CRT Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of GOGL 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
0.16
-1.09
GOGL
CRT

Dividends

GOGL vs. CRT - Dividend Comparison

GOGL's dividend yield for the trailing twelve months is around 13.78%, more than CRT's 10.68% yield.


TTM20232022202120202019201820172016201520142013
GOGL
Golden Ocean Group Limited
13.78%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%8.47%
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

GOGL vs. CRT - Drawdown Comparison

The maximum GOGL drawdown since its inception was -96.87%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for GOGL and CRT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-80.34%
-62.91%
GOGL
CRT

Volatility

GOGL vs. CRT - Volatility Comparison

Golden Ocean Group Limited (GOGL) and Cross Timbers Royalty Trust (CRT) have volatilities of 10.16% and 10.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.16%
10.44%
GOGL
CRT

Financials

GOGL vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Golden Ocean Group 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
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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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