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PBT vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PBT and MA is 0.28, 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

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.

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Key characteristics

Sharpe Ratio

PBT:

-0.19

MA:

1.22

Sortino Ratio

PBT:

-0.20

MA:

1.58

Omega Ratio

PBT:

0.98

MA:

1.23

Calmar Ratio

PBT:

-0.20

MA:

1.40

Martin Ratio

PBT:

-0.71

MA:

5.98

Ulcer Index

PBT:

17.77%

MA:

3.93%

Daily Std Dev

PBT:

39.42%

MA:

21.23%

Max Drawdown

PBT:

-83.08%

MA:

-62.67%

Current Drawdown

PBT:

-55.29%

MA:

-3.89%

Fundamentals

Market Cap

PBT:

$524.35M

MA:

$511.78B

EPS

PBT:

$0.49

MA:

$14.25

PE Ratio

PBT:

22.96

MA:

39.55

PEG Ratio

PBT:

0.00

MA:

2.29

PS Ratio

PBT:

21.72

MA:

17.61

PB Ratio

PBT:

3.20K

MA:

77.61

Total Revenue (TTM)

PBT:

$24.14M

MA:

$29.07B

Gross Profit (TTM)

PBT:

$21.07M

MA:

$22.22B

EBITDA (TTM)

PBT:

$19.92M

MA:

$17.36B

Returns By Period

In the year-to-date period, PBT achieves a 2.28% return, which is significantly lower than MA's 7.36% return. Over the past 10 years, PBT has underperformed MA with an annualized return of 8.93%, while MA has yielded a comparatively higher 20.62% annualized return.


PBT

YTD

2.28%

1M

13.07%

6M

-17.94%

1Y

-6.91%

3Y*

-8.20%

5Y*

29.91%

10Y*

8.93%

MA

YTD

7.36%

1M

5.25%

6M

8.54%

1Y

25.65%

3Y*

18.98%

5Y*

14.47%

10Y*

20.62%

*Annualized

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Permian Basin Royalty Trust

Mastercard Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PBT vs. MA — Risk-Adjusted Performance Rank

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

PBT
The Risk-Adjusted Performance Rank of PBT is 3636
Overall Rank
The Sharpe Ratio Rank of PBT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PBT is 3131
Sortino Ratio Rank
The Omega Ratio Rank of PBT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PBT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PBT is 3636
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8585
Overall Rank
The Sharpe Ratio Rank of MA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PBT Sharpe Ratio is -0.19, which is lower than the MA Sharpe Ratio of 1.22. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PBT vs. MA - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 3.70%, more than MA's 0.50% yield.


TTM20242023202220212020201920182017201620152014
PBT
Permian Basin Royalty Trust
3.70%4.92%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PBT vs. MA - Volatility Comparison

Permian Basin Royalty Trust (PBT) has a higher volatility of 9.14% compared to Mastercard Inc (MA) at 4.79%. 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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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


0.002.00B4.00B6.00B8.00B20212022202320242025
3.07M
7.25B
(PBT) Total Revenue
(MA) Total Revenue
Values in USD except per share items