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

Performance

PBT vs. PVL - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-2.40%
10.88%
PBT
PVL

Returns By Period

In the year-to-date period, PBT achieves a -4.37% return, which is significantly lower than PVL's 13.97% return. Over the past 10 years, PBT has outperformed PVL with an annualized return of 6.79%, while PVL has yielded a comparatively lower 0.89% annualized return.


PBT

YTD

-4.37%

1M

8.57%

6M

-2.40%

1Y

-27.64%

5Y (annualized)

35.62%

10Y (annualized)

6.79%

PVL

YTD

13.97%

1M

-0.62%

6M

10.88%

1Y

-23.67%

5Y (annualized)

12.96%

10Y (annualized)

0.89%

Fundamentals


PBTPVL
Market Cap$575.62M$51.98M
EPS$0.67$0.23
PE Ratio18.436.85
Total Revenue (TTM)$29.31M$546.16K
Gross Profit (TTM)$29.31M$656.55K
EBITDA (TTM)$28.22M$283.54K

Key characteristics


PBTPVL
Sharpe Ratio-0.60-0.40
Sortino Ratio-0.65-0.29
Omega Ratio0.920.97
Calmar Ratio-0.43-0.30
Martin Ratio-0.81-0.78
Ulcer Index31.56%29.94%
Daily Std Dev42.53%58.43%
Max Drawdown-83.08%-90.28%
Current Drawdown-49.68%-62.74%

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Correlation

-0.50.00.51.00.3

The correlation between PBT and PVL is 0.25, 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. PVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Basin Royalty Trust (PBT) and Permianville Royalty Trust (PVL). 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 -0.60, compared to the broader market-4.00-2.000.002.004.00-0.60-0.40
The chart of Sortino ratio for PBT, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.65-0.29
The chart of Omega ratio for PBT, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.97
The chart of Calmar ratio for PBT, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43-0.30
The chart of Martin ratio for PBT, currently valued at -0.81, compared to the broader market-10.000.0010.0020.0030.00-0.81-0.78
PBT
PVL

The current PBT Sharpe Ratio is -0.60, which is lower than the PVL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of PBT and PVL, 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-1.20-1.00-0.80-0.60-0.40-0.20JuneJulyAugustSeptemberOctoberNovember
-0.60
-0.40
PBT
PVL

Dividends

PBT vs. PVL - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 5.97%, more than PVL's 4.78% yield.


TTM20232022202120202019201820172016201520142013
PBT
Permian Basin Royalty Trust
5.97%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%6.75%
PVL
Permianville Royalty Trust
4.78%30.39%13.25%7.63%18.46%16.59%22.23%80.08%7.01%15.68%16.51%12.11%

Drawdowns

PBT vs. PVL - Drawdown Comparison

The maximum PBT drawdown since its inception was -83.08%, smaller than the maximum PVL drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for PBT and PVL. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-49.68%
-62.74%
PBT
PVL

Volatility

PBT vs. PVL - Volatility Comparison

Permian Basin Royalty Trust (PBT) has a higher volatility of 11.63% compared to Permianville Royalty Trust (PVL) at 8.59%. This indicates that PBT's price experiences larger fluctuations and is considered to be riskier than PVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.63%
8.59%
PBT
PVL

Financials

PBT vs. PVL - Financials Comparison

This section allows you to compare key financial metrics between Permian Basin Royalty Trust and Permianville 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