PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PVL vs. PBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PVL vs. PBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permianville Royalty Trust (PVL) and Permian Basin Royalty Trust (PBT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.88%
-2.40%
PVL
PBT

Returns By Period

In the year-to-date period, PVL achieves a 13.97% return, which is significantly higher than PBT's -4.37% return. Over the past 10 years, PVL has underperformed PBT with an annualized return of 0.89%, while PBT has yielded a comparatively higher 6.79% annualized return.


PVL

YTD

13.97%

1M

-0.62%

6M

10.88%

1Y

-23.67%

5Y (annualized)

12.96%

10Y (annualized)

0.89%

PBT

YTD

-4.37%

1M

8.57%

6M

-2.40%

1Y

-27.64%

5Y (annualized)

35.62%

10Y (annualized)

6.79%

Fundamentals


PVLPBT
Market Cap$51.98M$575.62M
EPS$0.23$0.67
PE Ratio6.8518.43
Total Revenue (TTM)$546.16K$29.31M
Gross Profit (TTM)$656.55K$29.31M
EBITDA (TTM)$283.54K$28.22M

Key characteristics


PVLPBT
Sharpe Ratio-0.40-0.60
Sortino Ratio-0.29-0.65
Omega Ratio0.970.92
Calmar Ratio-0.30-0.43
Martin Ratio-0.78-0.81
Ulcer Index29.94%31.56%
Daily Std Dev58.43%42.53%
Max Drawdown-90.28%-83.08%
Current Drawdown-62.74%-49.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between PVL and PBT is 0.25, 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

PVL vs. PBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permianville Royalty Trust (PVL) and Permian Basin Royalty Trust (PBT). 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 PVL, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.40-0.60
The chart of Sortino ratio for PVL, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29-0.65
The chart of Omega ratio for PVL, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.92
The chart of Calmar ratio for PVL, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.43
The chart of Martin ratio for PVL, currently valued at -0.78, compared to the broader market-10.000.0010.0020.0030.00-0.78-0.81
PVL
PBT

The current PVL Sharpe Ratio is -0.40, which is higher than the PBT Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of PVL and PBT, 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-1.20-1.00-0.80-0.60-0.40-0.20JuneJulyAugustSeptemberOctoberNovember
-0.40
-0.60
PVL
PBT

Dividends

PVL vs. PBT - Dividend Comparison

PVL's dividend yield for the trailing twelve months is around 4.78%, less than PBT's 5.97% yield.


TTM20232022202120202019201820172016201520142013
PVL
Permianville Royalty Trust
4.78%30.39%13.25%7.63%18.46%16.59%22.23%80.08%7.01%15.68%16.51%12.11%
PBT
Permian Basin Royalty Trust
5.97%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%6.75%

Drawdowns

PVL vs. PBT - Drawdown Comparison

The maximum PVL drawdown since its inception was -90.28%, which is greater than PBT's maximum drawdown of -83.08%. Use the drawdown chart below to compare losses from any high point for PVL and PBT. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-62.74%
-49.68%
PVL
PBT

Volatility

PVL vs. PBT - Volatility Comparison

The current volatility for Permianville Royalty Trust (PVL) is 8.59%, while Permian Basin Royalty Trust (PBT) has a volatility of 11.63%. This indicates that PVL experiences smaller price fluctuations and is considered to be less risky than PBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.59%
11.63%
PVL
PBT

Financials

PVL vs. PBT - Financials Comparison

This section allows you to compare key financial metrics between Permianville Royalty Trust and Permian Basin 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