GLP vs. SBR
Compare and contrast key facts about Global Partners LP (GLP) and Sabine Royalty Trust (SBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLP or SBR.
Key characteristics
| GLP | SBR | |
|---|---|---|
| YTD Return | 19.03% | -1.28% |
| 1Y Return | 60.08% | 20.02% |
| 3Y Return (Ann) | 40.39% | 24.34% |
| 5Y Return (Ann) | 31.30% | 20.39% |
| 10Y Return (Ann) | 11.58% | 10.54% |
| Sharpe Ratio | 1.75 | 0.73 |
| Sortino Ratio | 2.29 | 1.15 |
| Omega Ratio | 1.29 | 1.15 |
| Calmar Ratio | 2.49 | 0.53 |
| Martin Ratio | 6.82 | 2.47 |
| Ulcer Index | 8.80% | 6.93% |
| Daily Std Dev | 34.27% | 23.42% |
| Max Drawdown | -81.17% | -56.41% |
| Current Drawdown | -2.36% | -18.83% |
Fundamentals
| GLP | SBR | |
|---|---|---|
| Market Cap | $1.64B | $907.12M |
| EPS | $2.74 | $6.12 |
| PE Ratio | 17.70 | 10.17 |
| PEG Ratio | -0.62 | 0.00 |
| Total Revenue (TTM) | $12.96B | $78.04M |
| Gross Profit (TTM) | $408.86M | $78.04M |
| EBITDA (TTM) | $287.37M | $75.56M |
Correlation
The correlation between GLP and SBR is 0.26, 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
GLP vs. SBR - Performance Comparison
In the year-to-date period, GLP achieves a 19.03% return, which is significantly higher than SBR's -1.28% return. Over the past 10 years, GLP has outperformed SBR with an annualized return of 11.58%, while SBR has yielded a comparatively lower 10.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
GLP vs. SBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) 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
GLP vs. SBR - Dividend Comparison
GLP's dividend yield for the trailing twelve months is around 5.96%, less than SBR's 10.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLP Global Partners LP | 5.96% | 9.92% | 6.93% | 9.68% | 11.30% | 10.14% | 11.51% | 11.09% | 9.52% | 15.57% | 7.67% | 6.61% |
SBR Sabine Royalty Trust | 10.42% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% | 11.45% | 7.75% |
Drawdowns
GLP vs. SBR - Drawdown Comparison
The maximum GLP drawdown since its inception was -81.17%, which is greater than SBR's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for GLP and SBR. For additional features, visit the drawdowns tool.
Volatility
GLP vs. SBR - Volatility Comparison
Global Partners LP (GLP) has a higher volatility of 8.57% compared to Sabine Royalty Trust (SBR) at 4.27%. This indicates that GLP'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.
Financials
GLP vs. SBR - Financials Comparison
This section allows you to compare key financial metrics between Global Partners LP 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