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ICMB vs. CRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ICMB vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Investcorp Credit Management BDC, Inc. (ICMB) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

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ICMB vs. CRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICMB
Investcorp Credit Management BDC, Inc.
-47.78%5.92%0.74%19.01%-18.96%15.99%-16.38%23.01%-13.98%-2.71%
CRT
Cross Timbers Royalty Trust
34.47%-13.15%-39.15%-24.36%145.90%53.31%5.38%-13.04%-17.93%-12.70%

Fundamentals

EPS

ICMB:

-$0.74

CRT:

$0.74

PS Ratio

ICMB:

2.08

CRT:

11.35

Total Revenue (TTM)

ICMB:

$6.51M

CRT:

$5.60M

Gross Profit (TTM)

ICMB:

$729.57K

CRT:

$5.53M

EBITDA (TTM)

ICMB:

-$9.28M

CRT:

$4.51M

Returns By Period

In the year-to-date period, ICMB achieves a -47.78% return, which is significantly lower than CRT's 34.47% return. Over the past 10 years, ICMB has underperformed CRT with an annualized return of -3.94%, while CRT has yielded a comparatively higher 5.09% annualized return.


ICMB

1D
-12.96%
1M
-51.61%
YTD
-47.78%
6M
-49.39%
1Y
-47.87%
3Y*
-14.84%
5Y*
-12.33%
10Y*
-3.94%

CRT

1D
0.09%
1M
17.81%
YTD
34.47%
6M
47.04%
1Y
-8.18%
3Y*
-10.70%
5Y*
13.77%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ICMB vs. CRT — Risk / Return Rank

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

ICMB
ICMB Risk / Return Rank: 44
Overall Rank
ICMB Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ICMB Sortino Ratio Rank: 66
Sortino Ratio Rank
ICMB Omega Ratio Rank: 44
Omega Ratio Rank
ICMB Calmar Ratio Rank: 88
Calmar Ratio Rank
ICMB Martin Ratio Rank: 00
Martin Ratio Rank

CRT
CRT Risk / Return Rank: 2929
Overall Rank
CRT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CRT Sortino Ratio Rank: 2626
Sortino Ratio Rank
CRT Omega Ratio Rank: 2626
Omega Ratio Rank
CRT Calmar Ratio Rank: 2929
Calmar Ratio Rank
CRT Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICMB vs. CRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Investcorp Credit Management BDC, Inc. (ICMB) 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.


ICMBCRTDifference

Sharpe ratio

Return per unit of total volatility

-1.08

-0.24

-0.84

Sortino ratio

Return per unit of downside risk

-1.47

-0.11

-1.35

Omega ratio

Gain probability vs. loss probability

0.78

0.99

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.35

-0.53

Martin ratio

Return relative to average drawdown

-4.09

-0.55

-3.53

ICMB vs. CRT - Sharpe Ratio Comparison

The current ICMB Sharpe Ratio is -1.08, which is lower than the CRT Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ICMB 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.


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Sharpe Ratios by Period


ICMBCRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

-0.24

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.27

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.11

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.24

-0.39

Correlation

The correlation between ICMB and CRT is 0.10, 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.


Dividends

ICMB vs. CRT - Dividend Comparison

ICMB's dividend yield for the trailing twelve months is around 36.88%, more than CRT's 5.05% yield.


TTM20252024202320222021202020192018201720162015
ICMB
Investcorp Credit Management BDC, Inc.
36.88%19.26%17.82%17.72%17.02%12.73%15.93%14.93%16.00%12.27%15.12%18.14%
CRT
Cross Timbers Royalty Trust
5.05%9.41%9.56%10.96%7.69%9.71%9.45%10.04%13.06%6.87%5.90%10.41%

Drawdowns

ICMB vs. CRT - Drawdown Comparison

The maximum ICMB drawdown since its inception was -80.34%, roughly equal to the maximum CRT drawdown of -83.57%. Use the drawdown chart below to compare losses from any high point for ICMB and CRT.


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Drawdown Indicators


ICMBCRTDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-83.57%

+3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-54.37%

-38.87%

-15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-56.27%

-71.10%

+14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-80.34%

-71.10%

-9.24%

Current Drawdown

Current decline from peak

-56.27%

-55.09%

-1.18%

Average Drawdown

Average peak-to-trough decline

-18.88%

-29.27%

+10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.70%

26.08%

-14.38%

Volatility

ICMB vs. CRT - Volatility Comparison

Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 29.44% compared to Cross Timbers Royalty Trust (CRT) at 12.52%. This indicates that ICMB's price experiences larger fluctuations and is considered to be riskier than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICMBCRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.44%

12.52%

+16.92%

Volatility (6M)

Calculated over the trailing 6-month period

38.85%

25.05%

+13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

44.48%

34.93%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.96%

50.51%

-13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.60%

46.12%

-2.52%

Financials

ICMB vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Investcorp Credit Management BDC, Inc. 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


-5.00M0.005.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-6.30M
774.28K
(ICMB) Total Revenue
(CRT) Total Revenue
Values in USD except per share items