PRT vs. CL=F
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.
Key characteristics
| PRT | CL=F | |
|---|---|---|
| YTD Return | -4.37% | -4.97% |
| 1Y Return | -16.88% | -13.00% |
| 3Y Return (Ann) | -9.33% | -4.90% |
| 5Y Return (Ann) | -1.16% | 2.96% |
| Sharpe Ratio | -0.62 | -0.29 |
| Sortino Ratio | -0.71 | -0.22 |
| Omega Ratio | 0.91 | 0.97 |
| Calmar Ratio | -0.33 | -0.15 |
| Martin Ratio | -1.26 | -0.71 |
| Ulcer Index | 15.96% | 11.37% |
| Daily Std Dev | 32.45% | 28.57% |
| Max Drawdown | -91.42% | -93.11% |
| Current Drawdown | -57.43% | -53.14% |
Correlation
The correlation between PRT and CL=F is 0.31, 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
In the year-to-date period, PRT achieves a -4.37% return, which is significantly higher than CL=F's -4.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 -93.11%. Use the drawdown chart below to compare losses from any high point for PRT and CL=F. For additional features, visit the drawdowns tool.
Volatility
PRT vs. CL=F - Volatility Comparison
The current volatility for PermRock Royalty Trust (PRT) is 7.20%, while Crude Oil WTI (CL=F) has a volatility of 10.21%. 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.