PortfoliosLab logo
PBT vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBT and RPXIX is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

PBT vs. RPXIX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
21.07%
167.04%
PBT
RPXIX

Key characteristics

Sharpe Ratio

PBT:

-0.44

RPXIX:

0.04

Sortino Ratio

PBT:

-0.38

RPXIX:

0.22

Omega Ratio

PBT:

0.96

RPXIX:

1.03

Calmar Ratio

PBT:

-0.26

RPXIX:

0.02

Martin Ratio

PBT:

-1.00

RPXIX:

0.11

Ulcer Index

PBT:

17.19%

RPXIX:

8.56%

Daily Std Dev

PBT:

39.53%

RPXIX:

23.83%

Max Drawdown

PBT:

-83.08%

RPXIX:

-59.98%

Current Drawdown

PBT:

-60.65%

RPXIX:

-31.71%

Returns By Period

In the year-to-date period, PBT achieves a -10.00% return, which is significantly lower than RPXIX's -7.07% return. Over the past 10 years, PBT has outperformed RPXIX with an annualized return of 6.32%, while RPXIX has yielded a comparatively lower 3.31% annualized return.


PBT

YTD

-10.00%

1M

-0.22%

6M

-14.38%

1Y

-15.19%

5Y*

32.57%

10Y*

6.32%

RPXIX

YTD

-7.07%

1M

-2.35%

6M

-10.56%

1Y

1.00%

5Y*

3.82%

10Y*

3.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PBT vs. RPXIX — 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 2929
Overall Rank
The Sharpe Ratio Rank of PBT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PBT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of PBT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PBT is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PBT is 2828
Martin Ratio Rank

RPXIX
The Risk-Adjusted Performance Rank of RPXIX is 2626
Overall Rank
The Sharpe Ratio Rank of RPXIX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of RPXIX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of RPXIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of RPXIX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of RPXIX is 2525
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. RPXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Basin Royalty Trust (PBT) and RiverPark Large Growth Fund (RPXIX). 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 chart of Sharpe ratio for PBT, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
PBT: -0.44
RPXIX: 0.04
The chart of Sortino ratio for PBT, currently valued at -0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
PBT: -0.38
RPXIX: 0.22
The chart of Omega ratio for PBT, currently valued at 0.96, compared to the broader market0.501.001.502.00
PBT: 0.96
RPXIX: 1.03
The chart of Calmar ratio for PBT, currently valued at -0.26, compared to the broader market0.001.002.003.004.005.00
PBT: -0.26
RPXIX: 0.02
The chart of Martin ratio for PBT, currently valued at -1.00, compared to the broader market-5.000.005.0010.0015.0020.00
PBT: -1.00
RPXIX: 0.11

The current PBT Sharpe Ratio is -0.44, which is lower than the RPXIX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PBT and RPXIX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.44
0.04
PBT
RPXIX

Dividends

PBT vs. RPXIX - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 4.88%, while RPXIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PBT
Permian Basin Royalty Trust
4.88%4.92%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%

Drawdowns

PBT vs. RPXIX - Drawdown Comparison

The maximum PBT drawdown since its inception was -83.08%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for PBT and RPXIX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-60.65%
-31.71%
PBT
RPXIX

Volatility

PBT vs. RPXIX - Volatility Comparison

The current volatility for Permian Basin Royalty Trust (PBT) is 13.87%, while RiverPark Large Growth Fund (RPXIX) has a volatility of 16.15%. This indicates that PBT experiences smaller price fluctuations and is considered to be less risky than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.87%
16.15%
PBT
RPXIX