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PRT vs. CRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRT and CRT is 0.27, 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.


-0.50.00.51.00.3

Performance

PRT vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PermRock Royalty Trust (PRT) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.50%
-9.68%
PRT
CRT

Key characteristics

Sharpe Ratio

PRT:

-0.70

CRT:

-1.14

Sortino Ratio

PRT:

-0.84

CRT:

-1.80

Omega Ratio

PRT:

0.90

CRT:

0.78

Calmar Ratio

PRT:

-0.34

CRT:

-0.68

Martin Ratio

PRT:

-1.51

CRT:

-1.41

Ulcer Index

PRT:

14.34%

CRT:

32.31%

Daily Std Dev

PRT:

31.07%

CRT:

40.00%

Max Drawdown

PRT:

-91.42%

CRT:

-83.46%

Current Drawdown

PRT:

-62.51%

CRT:

-63.91%

Fundamentals

Market Cap

PRT:

$42.21M

CRT:

$58.62M

EPS

PRT:

$0.42

CRT:

$1.13

PE Ratio

PRT:

8.26

CRT:

8.65

Total Revenue (TTM)

PRT:

$6.06M

CRT:

$10.57M

Gross Profit (TTM)

PRT:

$4.55M

CRT:

$13.67M

EBITDA (TTM)

PRT:

$4.05M

CRT:

$4.40M

Returns By Period

In the year-to-date period, PRT achieves a -15.78% return, which is significantly higher than CRT's -42.90% return.


PRT

YTD

-15.78%

1M

-14.47%

6M

-5.52%

1Y

-22.37%

5Y*

-2.17%

10Y*

N/A

CRT

YTD

-42.90%

1M

-6.08%

6M

-9.68%

1Y

-45.06%

5Y*

14.91%

10Y*

2.03%

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Risk-Adjusted Performance

PRT vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PermRock Royalty Trust (PRT) and Cross Timbers Royalty Trust (CRT). 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.


Sharpe ratio
The chart of Sharpe ratio for PRT, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.70-1.14
The chart of Sortino ratio for PRT, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.84-1.80
The chart of Omega ratio for PRT, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.78
The chart of Calmar ratio for PRT, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.68
The chart of Martin ratio for PRT, currently valued at -1.51, compared to the broader market0.0010.0020.00-1.51-1.41
PRT
CRT

The current PRT Sharpe Ratio is -0.70, which is higher than the CRT Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of PRT and CRT, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.70
-1.14
PRT
CRT

Dividends

PRT vs. CRT - Dividend Comparison

PRT's dividend yield for the trailing twelve months is around 11.88%, more than CRT's 10.97% yield.


TTM20232022202120202019201820172016201520142013
PRT
PermRock Royalty Trust
11.88%11.65%13.11%8.67%5.98%13.51%21.66%0.00%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
10.97%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

PRT vs. CRT - Drawdown Comparison

The maximum PRT drawdown since its inception was -91.42%, which is greater than CRT's maximum drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for PRT and CRT. For additional features, visit the drawdowns tool.


-66.00%-64.00%-62.00%-60.00%-58.00%-56.00%-54.00%JulyAugustSeptemberOctoberNovemberDecember
-62.51%
-63.91%
PRT
CRT

Volatility

PRT vs. CRT - Volatility Comparison

The current volatility for PermRock Royalty Trust (PRT) is 9.75%, while Cross Timbers Royalty Trust (CRT) has a volatility of 10.63%. This indicates that PRT experiences smaller price fluctuations and is considered to be less risky than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.75%
10.63%
PRT
CRT

Financials

PRT vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between PermRock Royalty Trust and Cross Timbers Royalty Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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