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 0.30, 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:
-0.12
CL=F:
0.03
PRT:
0.05
CL=F:
0.23
PRT:
1.01
CL=F:
1.03
PRT:
-0.06
CL=F:
0.01
PRT:
-0.31
CL=F:
0.05
PRT:
11.77%
CL=F:
13.86%
PRT:
30.65%
CL=F:
27.29%
PRT:
-91.42%
CL=F:
-93.11%
PRT:
-54.94%
CL=F:
-46.00%
Returns By Period
In the year-to-date period, PRT achieves a 14.49% return, which is significantly higher than CL=F's 10.12% return.
PRT
14.49%
17.77%
7.61%
-2.31%
0.62%
N/A
CL=F
10.12%
12.65%
-3.49%
8.25%
5.29%
4.29%
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
PRT vs. CL=F — Risk-Adjusted Performance Rank
PRT
CL=F
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 10.03% compared to Crude Oil WTI (CL=F) at 6.19%. 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.