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ICMB vs. CRT
Performance
Risk-Adjusted Performance
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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-17.07%
-16.30%
ICMB
CRT

Returns By Period

In the year-to-date period, ICMB achieves a -1.76% return, which is significantly higher than CRT's -39.93% return. Over the past 10 years, ICMB has outperformed CRT with an annualized return of 0.10%, while CRT has yielded a comparatively lower -1.63% annualized return.


ICMB

YTD

-1.76%

1M

-2.85%

6M

3.04%

1Y

0.41%

5Y (annualized)

-1.66%

10Y (annualized)

0.10%

CRT

YTD

-39.93%

1M

-11.51%

6M

-26.61%

1Y

-45.33%

5Y (annualized)

14.39%

10Y (annualized)

-1.63%

Fundamentals


ICMBCRT
Market Cap$42.92M$60.60M
EPS-$0.28$1.28
Total Revenue (TTM)-$270.37K$5.98M
Gross Profit (TTM)-$4.08M$9.09M
EBITDA (TTM)$2.48M$2.96M

Key characteristics


ICMBCRT
Sharpe Ratio0.21-1.12
Sortino Ratio0.51-1.73
Omega Ratio1.060.79
Calmar Ratio0.19-0.67
Martin Ratio0.70-1.27
Ulcer Index8.54%34.82%
Daily Std Dev28.25%39.58%
Max Drawdown-80.34%-83.46%
Current Drawdown-22.90%-62.03%

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Correlation

-0.50.00.51.00.1

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.

Risk-Adjusted Performance

ICMB vs. CRT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ICMB, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.21-1.07
The chart of Sortino ratio for ICMB, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.51-1.63
The chart of Omega ratio for ICMB, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.80
The chart of Calmar ratio for ICMB, currently valued at 0.19, compared to the broader market0.002.004.006.000.19-0.64
The chart of Martin ratio for ICMB, currently valued at 0.70, compared to the broader market0.0010.0020.0030.000.70-1.21
ICMB
CRT

The current ICMB Sharpe Ratio is 0.21, which is higher than the CRT Sharpe Ratio of -1.12. 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.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.21
-1.07
ICMB
CRT

Dividends

ICMB vs. CRT - Dividend Comparison

ICMB's dividend yield for the trailing twelve months is around 18.57%, more than CRT's 10.92% yield.


TTM20232022202120202019201820172016201520142013
ICMB
Investcorp Credit Management BDC, Inc.
18.57%17.72%17.02%12.73%16.56%14.93%16.00%12.27%15.14%18.14%10.86%0.00%
CRT
Cross Timbers Royalty Trust
10.92%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

ICMB vs. CRT - Drawdown Comparison

The maximum ICMB drawdown since its inception was -80.34%, roughly equal to the maximum CRT drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for ICMB and CRT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-22.90%
-62.03%
ICMB
CRT

Volatility

ICMB vs. CRT - Volatility Comparison

Investcorp Credit Management BDC, Inc. (ICMB) and Cross Timbers Royalty Trust (CRT) have volatilities of 7.82% and 7.94%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
7.82%
7.94%
ICMB
CRT

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


Values in USD except per share items