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PBT vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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 Inc (MA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
12.59%
PBT
MA

Returns By Period

In the year-to-date period, PBT achieves a -1.75% return, which is significantly lower than MA's 20.87% return. Over the past 10 years, PBT has underperformed MA with an annualized return of 7.07%, while MA has yielded a comparatively higher 20.51% annualized return.


PBT

YTD

-1.75%

1M

13.56%

6M

3.10%

1Y

-21.87%

5Y (annualized)

35.77%

10Y (annualized)

7.07%

MA

YTD

20.87%

1M

-0.48%

6M

12.59%

1Y

26.06%

5Y (annualized)

13.32%

10Y (annualized)

20.51%

Fundamentals


PBTMA
Market Cap$612.91M$476.78B
EPS$0.78$13.07
PE Ratio16.8639.22
PEG Ratio0.001.96
Total Revenue (TTM)$37.74M$27.23B
Gross Profit (TTM)$37.74M$23.36B
EBITDA (TTM)$36.27M$16.44B

Key characteristics


PBTMA
Sharpe Ratio-0.561.74
Sortino Ratio-0.582.35
Omega Ratio0.931.32
Calmar Ratio-0.402.32
Martin Ratio-0.795.78
Ulcer Index30.09%4.75%
Daily Std Dev42.42%15.75%
Max Drawdown-83.08%-62.67%
Current Drawdown-48.31%-3.32%

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Correlation

-0.50.00.51.00.2

The correlation between PBT and MA is 0.18, 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

PBT vs. MA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for PBT, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.561.74
The chart of Sortino ratio for PBT, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.582.35
The chart of Omega ratio for PBT, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.32
The chart of Calmar ratio for PBT, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.32
The chart of Martin ratio for PBT, currently valued at -0.79, compared to the broader market-10.000.0010.0020.0030.00-0.795.78
PBT
MA

The current PBT Sharpe Ratio is -0.56, which is lower than the MA Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PBT and MA, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.56
1.74
PBT
MA

Dividends

PBT vs. MA - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 5.81%, more than MA's 0.52% yield.


TTM20232022202120202019201820172016201520142013
PBT
Permian Basin Royalty Trust
5.81%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%6.75%
MA
Mastercard Inc
0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Drawdowns

PBT vs. MA - Drawdown Comparison

The maximum PBT drawdown since its inception was -83.08%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-48.31%
-3.32%
PBT
MA

Volatility

PBT vs. MA - Volatility Comparison

Permian Basin Royalty Trust (PBT) has a higher volatility of 11.47% compared to Mastercard Inc (MA) at 5.65%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.47%
5.65%
PBT
MA

Financials

PBT vs. MA - Financials Comparison

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