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

Correlation

The correlation between GLP and SBR is 0.28, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Partners LP (GLP) and Sabine Royalty Trust (SBR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GLP:

0.58

SBR:

0.63

Sortino Ratio

GLP:

1.19

SBR:

0.78

Omega Ratio

GLP:

1.15

SBR:

1.11

Calmar Ratio

GLP:

1.14

SBR:

0.45

Martin Ratio

GLP:

2.48

SBR:

2.02

Ulcer Index

GLP:

11.50%

SBR:

5.22%

Daily Std Dev

GLP:

40.02%

SBR:

22.66%

Max Drawdown

GLP:

-81.18%

SBR:

-56.41%

Current Drawdown

GLP:

-14.79%

SBR:

-9.98%

Fundamentals

Market Cap

GLP:

$1.67B

SBR:

$966.90M

EPS

GLP:

$3.14

SBR:

$5.33

PE Ratio

GLP:

15.73

SBR:

12.44

PEG Ratio

GLP:

-0.62

SBR:

0.00

PS Ratio

GLP:

0.10

SBR:

11.63

PB Ratio

GLP:

2.41

SBR:

101.63

Total Revenue (TTM)

GLP:

$21.75B

SBR:

$81.38M

Gross Profit (TTM)

GLP:

$965.14M

SBR:

$61.99M

EBITDA (TTM)

GLP:

$424.31M

SBR:

$59.40M

Returns By Period

In the year-to-date period, GLP achieves a 11.02% return, which is significantly higher than SBR's 5.22% return. Both investments have delivered pretty close results over the past 10 years, with GLP having a 13.39% annualized return and SBR not far ahead at 13.91%.


GLP

YTD

11.02%

1M

3.53%

6M

4.13%

1Y

22.90%

5Y*

52.85%

10Y*

13.39%

SBR

YTD

5.22%

1M

2.40%

6M

11.14%

1Y

14.21%

5Y*

32.13%

10Y*

13.91%

*Annualized

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Risk-Adjusted Performance

GLP vs. SBR — Risk-Adjusted Performance Rank

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

GLP
The Risk-Adjusted Performance Rank of GLP is 7575
Overall Rank
The Sharpe Ratio Rank of GLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GLP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GLP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GLP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GLP is 7676
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 6767
Overall Rank
The Sharpe Ratio Rank of SBR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 7373
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.

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.


The current GLP Sharpe Ratio is 0.58, which is comparable to the SBR Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of GLP 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.


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Dividends

GLP vs. SBR - Dividend Comparison

GLP's dividend yield for the trailing twelve months is around 5.84%, less than SBR's 7.86% yield.


TTM20242023202220212020201920182017201620152014
GLP
Global Partners LP
5.84%6.14%8.42%9.63%9.68%11.30%10.14%11.50%11.08%9.51%15.57%7.66%
SBR
Sabine Royalty Trust
7.86%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%

Drawdowns

GLP vs. SBR - Drawdown Comparison

The maximum GLP drawdown since its inception was -81.18%, 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.


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Volatility

GLP vs. SBR - Volatility Comparison

Global Partners LP (GLP) has a higher volatility of 10.67% compared to Sabine Royalty Trust (SBR) at 5.53%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20212022202320242025
4.59B
19.39M
(GLP) Total Revenue
(SBR) Total Revenue
Values in USD except per share items