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

Performance

LEU vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
73.83%
-15.71%
LEU
CRT

Returns By Period

In the year-to-date period, LEU achieves a 46.85% return, which is significantly higher than CRT's -32.78% return. Over the past 10 years, LEU has outperformed CRT with an annualized return of 30.74%, while CRT has yielded a comparatively lower -0.23% annualized return.


LEU

YTD

46.85%

1M

-14.42%

6M

73.96%

1Y

57.53%

5Y (annualized)

71.95%

10Y (annualized)

30.74%

CRT

YTD

-32.78%

1M

-0.19%

6M

-15.71%

1Y

-40.08%

5Y (annualized)

17.07%

10Y (annualized)

-0.23%

Fundamentals


LEUCRT
Market Cap$1.23B$60.24M
EPS$4.82$1.13
PE Ratio15.598.89
PEG Ratio0.000.00
Total Revenue (TTM)$394.00M$10.57M
Gross Profit (TTM)$94.70M$13.67M
EBITDA (TTM)$93.20M$2.89M

Key characteristics


LEUCRT
Sharpe Ratio0.71-1.00
Sortino Ratio1.51-1.48
Omega Ratio1.200.82
Calmar Ratio0.56-0.60
Martin Ratio2.66-1.13
Ulcer Index21.09%35.27%
Daily Std Dev79.17%39.89%
Max Drawdown-99.98%-83.46%
Current Drawdown-98.82%-57.51%

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Correlation

-0.50.00.51.00.1

The correlation between LEU and CRT is 0.13, 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

LEU vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) 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 LEU, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71-1.00
The chart of Sortino ratio for LEU, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.51-1.48
The chart of Omega ratio for LEU, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.82
The chart of Calmar ratio for LEU, currently valued at 0.56, compared to the broader market0.002.004.006.000.56-0.60
The chart of Martin ratio for LEU, currently valued at 2.66, compared to the broader market0.0010.0020.0030.002.66-1.13
LEU
CRT

The current LEU Sharpe Ratio is 0.71, which is higher than the CRT Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of LEU 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.71
-1.00
LEU
CRT

Dividends

LEU vs. CRT - Dividend Comparison

LEU has not paid dividends to shareholders, while CRT's dividend yield for the trailing twelve months is around 9.76%.


TTM20232022202120202019201820172016201520142013
LEU
Centrus Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
9.76%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

LEU vs. CRT - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for LEU and CRT. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-98.82%
-57.51%
LEU
CRT

Volatility

LEU vs. CRT - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 48.71% compared to Cross Timbers Royalty Trust (CRT) at 11.56%. This indicates that LEU'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.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
48.71%
11.56%
LEU
CRT

Financials

LEU vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Centrus Energy Corp. 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