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

Correlation

The correlation between MTR and CRT is 0.16, 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

MTR vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mesa Royalty Trust (MTR) 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%JulyAugustSeptemberOctoberNovemberDecember
-27.29%
-2.15%
MTR
CRT

Key characteristics

Sharpe Ratio

MTR:

-1.04

CRT:

-1.05

Sortino Ratio

MTR:

-1.78

CRT:

-1.59

Omega Ratio

MTR:

0.81

CRT:

0.81

Calmar Ratio

MTR:

-0.62

CRT:

-0.63

Martin Ratio

MTR:

-1.23

CRT:

-1.29

Ulcer Index

MTR:

40.41%

CRT:

32.65%

Daily Std Dev

MTR:

47.64%

CRT:

40.19%

Max Drawdown

MTR:

-88.92%

CRT:

-83.46%

Current Drawdown

MTR:

-78.11%

CRT:

-62.17%

Fundamentals

Market Cap

MTR:

$11.85M

CRT:

$58.62M

EPS

MTR:

$0.35

CRT:

$1.13

PE Ratio

MTR:

18.17

CRT:

8.65

PEG Ratio

MTR:

0.00

CRT:

0.00

Total Revenue (TTM)

MTR:

$899.20K

CRT:

$10.57M

Gross Profit (TTM)

MTR:

$504.71K

CRT:

$13.67M

EBITDA (TTM)

MTR:

$323.41K

CRT:

$4.40M

Returns By Period

In the year-to-date period, MTR achieves a -53.20% return, which is significantly lower than CRT's -40.15% return. Over the past 10 years, MTR has underperformed CRT with an annualized return of -6.85%, while CRT has yielded a comparatively higher 2.22% annualized return.


MTR

YTD

-53.20%

1M

-16.63%

6M

-27.65%

1Y

-49.62%

5Y*

4.35%

10Y*

-6.85%

CRT

YTD

-40.15%

1M

-9.82%

6M

-5.76%

1Y

-42.19%

5Y*

15.69%

10Y*

2.22%

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Risk-Adjusted Performance

MTR vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesa Royalty Trust (MTR) 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 MTR, currently valued at -1.04, compared to the broader market-4.00-2.000.002.00-1.04-1.05
The chart of Sortino ratio for MTR, currently valued at -1.78, compared to the broader market-4.00-2.000.002.004.00-1.78-1.59
The chart of Omega ratio for MTR, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.81
The chart of Calmar ratio for MTR, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62-0.63
The chart of Martin ratio for MTR, currently valued at -1.23, compared to the broader market0.0010.0020.00-1.23-1.29
MTR
CRT

The current MTR Sharpe Ratio is -1.04, which is comparable to the CRT Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of MTR 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-1.40-1.30-1.20-1.10-1.00-0.90-0.80JulyAugustSeptemberOctoberNovemberDecember
-1.04
-1.05
MTR
CRT

Dividends

MTR vs. CRT - Dividend Comparison

MTR's dividend yield for the trailing twelve months is around 3.63%, less than CRT's 10.47% yield.


TTM20232022202120202019201820172016201520142013
MTR
Mesa Royalty Trust
3.63%11.28%8.95%6.87%7.15%13.10%10.98%8.20%5.94%13.75%13.66%8.74%
CRT
Cross Timbers Royalty Trust
10.47%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

MTR vs. CRT - Drawdown Comparison

The maximum MTR drawdown since its inception was -88.92%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for MTR and CRT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-78.11%
-62.17%
MTR
CRT

Volatility

MTR vs. CRT - Volatility Comparison

Mesa Royalty Trust (MTR) has a higher volatility of 12.63% compared to Cross Timbers Royalty Trust (CRT) at 7.95%. This indicates that MTR'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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.63%
7.95%
MTR
CRT

Financials

MTR vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Mesa Royalty Trust 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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