BSM vs. SBR
Compare and contrast key facts about Black Stone Minerals, L.P. (BSM) and Sabine Royalty Trust (SBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSM or SBR.
Key characteristics
| BSM | SBR | |
|---|---|---|
| YTD Return | 5.29% | -0.84% |
| 1Y Return | -3.14% | 11.08% |
| 3Y Return (Ann) | 21.38% | 24.22% |
| 5Y Return (Ann) | 14.67% | 20.05% |
| Sharpe Ratio | -0.12 | 0.51 |
| Sortino Ratio | -0.04 | 0.86 |
| Omega Ratio | 1.00 | 1.11 |
| Calmar Ratio | -0.13 | 0.41 |
| Martin Ratio | -0.26 | 1.68 |
| Ulcer Index | 8.18% | 6.95% |
| Daily Std Dev | 18.00% | 22.89% |
| Max Drawdown | -75.58% | -56.41% |
| Current Drawdown | -5.99% | -18.46% |
Fundamentals
| BSM | SBR | |
|---|---|---|
| Market Cap | $3.17B | $910.48M |
| EPS | $1.62 | $6.12 |
| PE Ratio | 9.30 | 10.20 |
| PEG Ratio | 1.22 | 0.00 |
| Total Revenue (TTM) | $426.14M | $78.04M |
| Gross Profit (TTM) | $311.30M | $78.04M |
| EBITDA (TTM) | $305.45M | $75.56M |
Correlation
The correlation between BSM and SBR is 0.39, 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
In the year-to-date period, BSM achieves a 5.29% return, which is significantly higher than SBR's -0.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
BSM vs. SBR - Dividend Comparison
BSM's dividend yield for the trailing twelve months is around 10.56%, more than SBR's 9.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSM Black Stone Minerals, L.P. | 10.56% | 11.90% | 9.13% | 8.23% | 10.18% | 11.64% | 8.62% | 6.70% | 5.87% | 2.95% | 0.00% | 0.00% |
SBR Sabine Royalty Trust | 9.22% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% | 11.45% | 7.75% |
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.
Volatility
BSM vs. SBR - Volatility Comparison
Black Stone Minerals, L.P. (BSM) and Sabine Royalty Trust (SBR) have volatilities of 3.92% and 4.06%, 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.
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.
Total Revenue: Total amount of money received from sales and other business activities