NRT vs. VOC
Compare and contrast key facts about North European Oil Royalty Trust (NRT) and VOC Energy Trust (VOC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRT or VOC.
Key characteristics
| NRT | VOC | |
|---|---|---|
| YTD Return | -18.30% | -23.77% |
| 1Y Return | -33.66% | -29.64% |
| 3Y Return (Ann) | -8.04% | 12.48% |
| 5Y Return (Ann) | 3.51% | 12.69% |
| 10Y Return (Ann) | -3.49% | 5.48% |
| Sharpe Ratio | -0.57 | -0.84 |
| Sortino Ratio | -0.57 | -1.09 |
| Omega Ratio | 0.93 | 0.87 |
| Calmar Ratio | -0.44 | -0.50 |
| Martin Ratio | -1.16 | -1.03 |
| Ulcer Index | 27.49% | 28.05% |
| Daily Std Dev | 55.82% | 34.66% |
| Max Drawdown | -85.54% | -87.00% |
| Current Drawdown | -70.29% | -53.73% |
Fundamentals
| NRT | VOC | |
|---|---|---|
| Market Cap | $40.81M | $82.45M |
| EPS | $0.47 | $0.81 |
| PE Ratio | 9.45 | 5.99 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $5.17M | $20.44M |
| Gross Profit (TTM) | $4.54M | $14.70M |
| EBITDA (TTM) | $4.53M | $10.12M |
Correlation
The correlation between NRT and VOC is 0.23, 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.
Performance
NRT vs. VOC - Performance Comparison
In the year-to-date period, NRT achieves a -18.30% return, which is significantly higher than VOC's -23.77% return. Over the past 10 years, NRT has underperformed VOC with an annualized return of -3.49%, while VOC has yielded a comparatively higher 5.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NRT vs. VOC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for North European Oil Royalty Trust (NRT) and VOC Energy Trust (VOC). 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.
Dividends
NRT vs. VOC - Dividend Comparison
NRT's dividend yield for the trailing twelve months is around 10.36%, less than VOC's 15.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRT North European Oil Royalty Trust | 10.36% | 38.77% | 14.42% | 4.70% | 11.00% | 13.87% | 12.07% | 10.92% | 10.15% | 17.45% | 16.04% | 11.26% |
VOC VOC Energy Trust | 15.05% | 12.43% | 12.30% | 10.87% | 10.14% | 15.01% | 19.67% | 8.36% | 8.96% | 19.11% | 34.64% | 11.55% |
Drawdowns
NRT vs. VOC - Drawdown Comparison
The maximum NRT drawdown since its inception was -85.54%, roughly equal to the maximum VOC drawdown of -87.00%. Use the drawdown chart below to compare losses from any high point for NRT and VOC. For additional features, visit the drawdowns tool.
Volatility
NRT vs. VOC - Volatility Comparison
North European Oil Royalty Trust (NRT) has a higher volatility of 21.29% compared to VOC Energy Trust (VOC) at 12.20%. This indicates that NRT's price experiences larger fluctuations and is considered to be riskier than VOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NRT vs. VOC - Financials Comparison
This section allows you to compare key financial metrics between North European Oil Royalty Trust and VOC Energy 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.
Total Revenue: Total amount of money received from sales and other business activities