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

Performance

PSLV vs. CRT - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.39%
-23.16%
PSLV
CRT

Returns By Period

In the year-to-date period, PSLV achieves a 28.47% return, which is significantly higher than CRT's -37.14% return. Over the past 10 years, PSLV has outperformed CRT with an annualized return of 4.66%, while CRT has yielded a comparatively lower -1.19% annualized return.


PSLV

YTD

28.47%

1M

-8.95%

6M

0.39%

1Y

28.47%

5Y (annualized)

10.75%

10Y (annualized)

4.66%

CRT

YTD

-37.14%

1M

-7.32%

6M

-23.15%

1Y

-43.89%

5Y (annualized)

15.52%

10Y (annualized)

-1.19%

Fundamentals


PSLVCRT
Market Cap$5.39B$60.24M
EPS$0.23$1.13
PE Ratio5.088.89
PEG Ratio0.000.00
Total Revenue (TTM)$622.00M$10.57M
Gross Profit (TTM)$253.77M$13.67M
EBITDA (TTM)$1.16B$2.89M

Key characteristics


PSLVCRT
Sharpe Ratio0.97-1.10
Sortino Ratio1.51-1.67
Omega Ratio1.180.79
Calmar Ratio0.45-0.65
Martin Ratio4.12-1.22
Ulcer Index7.31%35.18%
Daily Std Dev30.95%39.28%
Max Drawdown-79.38%-83.46%
Current Drawdown-53.05%-60.27%

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Correlation

-0.50.00.51.00.1

The correlation between PSLV and CRT is 0.11, 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.

Risk-Adjusted Performance

PSLV vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) 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 PSLV, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.97-1.10
The chart of Sortino ratio for PSLV, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.51-1.67
The chart of Omega ratio for PSLV, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.79
The chart of Calmar ratio for PSLV, currently valued at 0.45, compared to the broader market0.002.004.006.000.45-0.65
The chart of Martin ratio for PSLV, currently valued at 4.12, compared to the broader market-10.000.0010.0020.0030.004.12-1.22
PSLV
CRT

The current PSLV Sharpe Ratio is 0.97, which is higher than the CRT Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of PSLV 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.97
-1.10
PSLV
CRT

Dividends

PSLV vs. CRT - Dividend Comparison

PSLV has not paid dividends to shareholders, while CRT's dividend yield for the trailing twelve months is around 10.43%.


TTM20232022202120202019201820172016201520142013
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRT
Cross Timbers Royalty Trust
10.43%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%7.88%

Drawdowns

PSLV vs. CRT - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, roughly equal to the maximum CRT drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for PSLV and CRT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-53.05%
-60.27%
PSLV
CRT

Volatility

PSLV vs. CRT - Volatility Comparison

Sprott Physical Silver Trust (PSLV) and Cross Timbers Royalty Trust (CRT) have volatilities of 8.94% and 9.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
8.94%
9.27%
PSLV
CRT

Financials

PSLV vs. CRT - Financials Comparison

This section allows you to compare key financial metrics between Sprott Physical Silver 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