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PBT vs. MA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PBT vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permian Basin Royalty Trust (PBT) and Mastercard Incorporated (MA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBT achieves a 49.62% return, which is significantly higher than MA's -14.93% return. Over the past 10 years, PBT has outperformed MA with an annualized return of 19.91%, while MA has yielded a comparatively lower 18.83% annualized return.


PBT

1D
1.16%
1M
-18.49%
YTD
49.62%
6M
46.97%
1Y
115.71%
3Y*
7.27%
5Y*
41.52%
10Y*
19.91%

MA

1D
-1.16%
1M
-2.90%
YTD
-14.93%
6M
-15.64%
1Y
-8.63%
3Y*
9.06%
5Y*
5.85%
10Y*
18.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBT vs. MA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBT
Permian Basin Royalty Trust
49.62%56.75%-16.91%-42.84%166.22%218.45%-7.68%-29.15%-28.11%23.21%
MA
Mastercard Incorporated
-14.93%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%47.69%

Correlation

The correlation between PBT and MA is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since May 25, 2006

0.16

The correlation between PBT and MA shifts across timeframes, from -0.08 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PBT:

$0.33

MA:

$17.28

PE Ratio

PBT:

75.44

MA:

28.02

PEG Ratio

PBT:

1.01

MA:

1.63

PS Ratio

PBT:

67.63

MA:

12.86

Total Revenue (TTM)

PBT:

$13.06M

MA:

$33.94B

Gross Profit (TTM)

PBT:

$13.06M

MA:

$26.70B

EBITDA (TTM)

PBT:

$11.70M

MA:

$21.23B

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Return for Risk

PBT vs. MA — Risk / Return Rank

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

PBT
PBT Risk / Return Rank: 9393
Overall Rank
PBT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PBT Sortino Ratio Rank: 9292
Sortino Ratio Rank
PBT Omega Ratio Rank: 8989
Omega Ratio Rank
PBT Calmar Ratio Rank: 9494
Calmar Ratio Rank
PBT Martin Ratio Rank: 9494
Martin Ratio Rank

MA
MA Risk / Return Rank: 2424
Overall Rank
MA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MA Sortino Ratio Rank: 2121
Sortino Ratio Rank
MA Omega Ratio Rank: 2222
Omega Ratio Rank
MA Calmar Ratio Rank: 2828
Calmar Ratio Rank
MA Martin Ratio Rank: 2626
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.

PBT vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Basin Royalty Trust (PBT) and Mastercard Incorporated (MA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PBTMADifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+3.85

Omega ratioGain probability vs. loss probability

1.40

0.95

+0.46

Calmar ratioReturn relative to maximum drawdown

5.99

-0.41

+6.41

Martin ratioReturn relative to average drawdown

16.02

-0.82

+16.84

PBT vs. MA - Sharpe Ratio Comparison

The current PBT Sharpe Ratio is 2.70, which is higher than the MA Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of PBT and MA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBT vs. MA - Drawdown Comparison

The maximum PBT drawdown since its inception was -83.17%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for PBT and MA.


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Drawdown Indicators


PBTMADifference

Max Drawdown

Largest peak-to-trough decline

-83.17%

-62.67%

-20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-20.91%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-62.52%

-20.91%

-41.61%

Max Drawdown (5Y)

Largest decline over 5 years

-65.05%

-28.25%

-36.80%

Max Drawdown (10Y)

Largest decline over 10 years

-73.87%

-41.00%

-32.87%

Current Drawdown

Current decline from peak

-18.49%

-18.81%

+0.32%

Average Drawdown

Average peak-to-trough decline

-25.66%

-9.83%

-15.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

10.58%

-3.33%

Volatility

PBT vs. MA - Volatility Comparison

Permian Basin Royalty Trust (PBT) has a higher volatility of 16.17% compared to Mastercard Incorporated (MA) at 6.56%. This indicates that PBT's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBTMADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.17%

6.56%

+9.61%

Volatility (6M)

Calculated over the trailing 6-month period

31.82%

17.09%

+14.73%

Volatility (1Y)

Calculated over the trailing 1-year period

43.23%

21.39%

+21.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.75%

24.04%

+23.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.86%

26.94%

+15.92%

Dividends

PBT vs. MA - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 1.41%, more than MA's 0.67% yield.


PositionTTM20252024202320222021202020192018201720162015
MA
Mastercard Incorporated
0.67%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%
PBT
Permian Basin Royalty Trust
1.41%1.92%4.92%4.30%4.56%2.28%7.10%10.80%11.20%7.09%5.38%6.81%

Financials

PBT vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Permian Basin Royalty Trust and Mastercard Incorporated. 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


0.002.00B4.00B6.00B8.00B202220232024202520260
8.40B
(PBT) Total Revenue
(MA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PBT and MA have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBT has higher volatility (16.17%) compared to MA (6.56%). In terms of maximum drawdown, PBT dropped -83.17% vs MA's -62.67%.

PBT currently has the higher Sharpe Ratio (2.70 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PBT and MA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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