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

Correlation

The correlation between BSM and SBR is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

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.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
83.84%
273.08%
BSM
SBR

Key characteristics

Sharpe Ratio

BSM:

0.08

SBR:

0.68

Sortino Ratio

BSM:

0.27

SBR:

1.07

Omega Ratio

BSM:

1.03

SBR:

1.14

Calmar Ratio

BSM:

0.10

SBR:

0.66

Martin Ratio

BSM:

0.31

SBR:

3.10

Ulcer Index

BSM:

5.52%

SBR:

5.07%

Daily Std Dev

BSM:

22.01%

SBR:

23.03%

Max Drawdown

BSM:

-75.58%

SBR:

-56.41%

Current Drawdown

BSM:

-8.31%

SBR:

-9.31%

Fundamentals

Market Cap

BSM:

$3.06B

SBR:

$967.92M

EPS

BSM:

$1.15

SBR:

$5.45

PE Ratio

BSM:

12.58

SBR:

12.16

PEG Ratio

BSM:

1.22

SBR:

0.00

PS Ratio

BSM:

7.16

SBR:

11.08

PB Ratio

BSM:

2.71

SBR:

110.98

Total Revenue (TTM)

BSM:

$322.65M

SBR:

$61.99M

Gross Profit (TTM)

BSM:

$242.06M

SBR:

$61.99M

EBITDA (TTM)

BSM:

$243.30M

SBR:

$59.27M

Returns By Period

In the year-to-date period, BSM achieves a 1.21% return, which is significantly lower than SBR's 6.01% return.


BSM

YTD

1.21%

1M

-5.51%

6M

0.23%

1Y

0.38%

5Y*

31.25%

10Y*

N/A

SBR

YTD

6.01%

1M

0.92%

6M

14.52%

1Y

16.02%

5Y*

32.56%

10Y*

14.18%

*Annualized

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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 5252
Overall Rank
The Sharpe Ratio Rank of BSM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BSM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BSM is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BSM is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BSM is 5656
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 7474
Overall Rank
The Sharpe Ratio Rank of SBR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 8080
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 chart of Sharpe ratio for BSM, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.00
BSM: 0.08
SBR: 0.68
The chart of Sortino ratio for BSM, currently valued at 0.27, compared to the broader market-6.00-4.00-2.000.002.004.00
BSM: 0.27
SBR: 1.07
The chart of Omega ratio for BSM, currently valued at 1.03, compared to the broader market0.501.001.502.00
BSM: 1.03
SBR: 1.14
The chart of Calmar ratio for BSM, currently valued at 0.10, compared to the broader market0.001.002.003.004.005.00
BSM: 0.10
SBR: 0.66
The chart of Martin ratio for BSM, currently valued at 0.31, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BSM: 0.31
SBR: 3.10

The current BSM Sharpe Ratio is 0.08, which is lower than the SBR Sharpe Ratio of 0.68. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.08
0.68
BSM
SBR

Dividends

BSM vs. SBR - Dividend Comparison

BSM's dividend yield for the trailing twelve months is around 10.41%, more than SBR's 7.98% yield.


TTM20242023202220212020201920182017201620152014
BSM
Black Stone Minerals, L.P.
10.41%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
7.98%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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.31%
-9.31%
BSM
SBR

Volatility

BSM vs. SBR - Volatility Comparison

Black Stone Minerals, L.P. (BSM) has a higher volatility of 13.66% compared to Sabine Royalty Trust (SBR) at 12.12%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.66%
12.12%
BSM
SBR

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


Values in USD except per share items