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PRT vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

PRT vs. CL=F

Last updated May 18, 2025

Compare and contrast key facts about PermRock Royalty Trust (PRT) and Crude Oil WTI (CL=F).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRT or CL=F.

Correlation

The correlation between PRT and CL=F is 0.14, 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

PRT vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PermRock Royalty Trust (PRT) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRT:

0.38

CL=F:

-0.65

Sortino Ratio

PRT:

0.59

CL=F:

-0.64

Omega Ratio

PRT:

1.08

CL=F:

0.92

Calmar Ratio

PRT:

0.14

CL=F:

-0.30

Martin Ratio

PRT:

1.07

CL=F:

-1.11

Ulcer Index

PRT:

8.47%

CL=F:

16.42%

Daily Std Dev

PRT:

31.09%

CL=F:

31.03%

Max Drawdown

PRT:

-91.42%

CL=F:

-92.04%

Current Drawdown

PRT:

-55.71%

CL=F:

-56.99%

Returns By Period

In the year-to-date period, PRT achieves a 12.54% return, which is significantly higher than CL=F's -12.29% return.

PRT

YTD

12.54%

1M

-2.93%

6M

2.46%

1Y

14.31%

5Y*

25.30%

10Y*

N/A

CL=F

YTD

-12.29%

1M

-3.39%

6M

-6.62%

1Y

-21.48%

5Y*

13.97%

10Y*

0.56%

*Annualized

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Risk-Adjusted Performance

PRT vs. CL=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRT
The Risk-Adjusted Performance Rank of PRT is 5959
Overall Rank
The Sharpe Ratio Rank of PRT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PRT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PRT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PRT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of PRT is 6565
Martin Ratio Rank
CL=F
The Risk-Adjusted Performance Rank of CL=F is 1515
Overall Rank
The Sharpe Ratio Rank of CL=F is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1515
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1414
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 1616
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.

PRT vs. CL=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PermRock Royalty Trust (PRT) and Crude Oil WTI (CL=F). 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 PRT Sharpe Ratio is 0.38, which is higher than the CL=F Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of PRT and CL=F, 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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Drawdowns

PRT vs. CL=F - Drawdown Comparison

The maximum PRT drawdown since its inception was -91.42%, roughly equal to the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for PRT and CL=F. For additional features, visit the drawdowns tool.

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Volatility

PRT vs. CL=F - Volatility Comparison

The current volatility for PermRock Royalty Trust (PRT) is 7.66%, while Crude Oil WTI (CL=F) has a volatility of 10.18%. This indicates that PRT experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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