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.
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
Key characteristics
PRT:
-0.68
CL=F:
-0.43
PRT:
-0.81
CL=F:
-0.44
PRT:
0.90
CL=F:
0.95
PRT:
-0.33
CL=F:
-0.22
PRT:
-1.47
CL=F:
-0.91
PRT:
14.41%
CL=F:
13.07%
PRT:
31.09%
CL=F:
27.59%
PRT:
-91.42%
CL=F:
-93.11%
PRT:
-61.96%
CL=F:
-52.19%
Returns By Period
In the year-to-date period, PRT achieves a -14.54% return, which is significantly lower than CL=F's -3.06% return.
PRT
-14.54%
-12.99%
-3.11%
-23.37%
-1.88%
N/A
CL=F
-3.06%
0.86%
-13.96%
-6.00%
2.49%
1.74%
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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
PermRock Royalty Trust (PRT) has a higher volatility of 10.00% compared to Crude Oil WTI (CL=F) at 6.86%. This indicates that PRT's price experiences larger fluctuations and is considered to be riskier than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.