PortfoliosLab logo
BSM vs. SBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BSM and SBR 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.


Performance

BSM vs. SBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Stone Minerals, L.P. (BSM) and Sabine Royalty Trust (SBR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

BSM:

-0.23

SBR:

0.58

Sortino Ratio

BSM:

-0.09

SBR:

0.96

Omega Ratio

BSM:

0.99

SBR:

1.13

Calmar Ratio

BSM:

-0.22

SBR:

0.58

Martin Ratio

BSM:

-0.66

SBR:

2.61

Ulcer Index

BSM:

5.63%

SBR:

5.22%

Daily Std Dev

BSM:

22.26%

SBR:

22.64%

Max Drawdown

BSM:

-75.58%

SBR:

-56.41%

Current Drawdown

BSM:

-10.75%

SBR:

-9.45%

Fundamentals

Market Cap

BSM:

$2.91B

SBR:

$968.07M

EPS

BSM:

$0.92

SBR:

$5.33

PE Ratio

BSM:

14.95

SBR:

12.46

PEG Ratio

BSM:

1.22

SBR:

0.00

PS Ratio

BSM:

6.84

SBR:

11.64

PB Ratio

BSM:

2.71

SBR:

101.75

Total Revenue (TTM)

BSM:

$437.90M

SBR:

$81.38M

Gross Profit (TTM)

BSM:

$335.83M

SBR:

$61.99M

EBITDA (TTM)

BSM:

$269.93M

SBR:

$59.40M

Returns By Period

In the year-to-date period, BSM achieves a -1.49% return, which is significantly lower than SBR's 5.84% return. Over the past 10 years, BSM has underperformed SBR with an annualized return of 6.77%, while SBR has yielded a comparatively higher 14.24% annualized return.


BSM

YTD

-1.49%

1M

-4.13%

6M

-5.50%

1Y

-6.80%

5Y*

28.82%

10Y*

6.77%

SBR

YTD

5.84%

1M

1.21%

6M

11.32%

1Y

12.32%

5Y*

31.45%

10Y*

14.24%

*Annualized

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

BSM vs. SBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSM
The Risk-Adjusted Performance Rank of BSM is 3535
Overall Rank
The Sharpe Ratio Rank of BSM is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of BSM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BSM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BSM is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BSM is 3636
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 7070
Overall Rank
The Sharpe Ratio Rank of SBR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSM vs. SBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Stone Minerals, L.P. (BSM) and Sabine Royalty Trust (SBR). 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.


The current BSM Sharpe Ratio is -0.23, which is lower than the SBR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BSM and SBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

BSM vs. SBR - Dividend Comparison

BSM's dividend yield for the trailing twelve months is around 11.00%, more than SBR's 7.82% yield.


TTM20242023202220212020201920182017201620152014
BSM
Black Stone Minerals, L.P.
11.00%10.96%11.90%9.13%7.74%10.18%11.64%8.61%6.69%5.86%2.94%0.00%
SBR
Sabine Royalty Trust
7.82%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%

Drawdowns

BSM vs. SBR - Drawdown Comparison

The maximum BSM drawdown since its inception was -75.58%, which is greater than SBR's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for BSM and SBR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BSM vs. SBR - Volatility Comparison

Black Stone Minerals, L.P. (BSM) has a higher volatility of 7.27% compared to Sabine Royalty Trust (SBR) at 5.55%. This indicates that BSM's price experiences larger fluctuations and is considered to be riskier than SBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

BSM vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between Black Stone Minerals, L.P. and Sabine 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
115.25M
19.39M
(BSM) Total Revenue
(SBR) Total Revenue
Values in USD except per share items