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

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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.68%
2.38%
GLP
SBR

Key characteristics

Sharpe Ratio

GLP:

0.69

SBR:

-0.02

Sortino Ratio

GLP:

1.13

SBR:

0.12

Omega Ratio

GLP:

1.14

SBR:

1.02

Calmar Ratio

GLP:

1.01

SBR:

-0.02

Martin Ratio

GLP:

2.68

SBR:

-0.06

Ulcer Index

GLP:

9.10%

SBR:

6.77%

Daily Std Dev

GLP:

35.14%

SBR:

21.61%

Max Drawdown

GLP:

-81.17%

SBR:

-56.41%

Current Drawdown

GLP:

-16.11%

SBR:

-18.31%

Fundamentals

Market Cap

GLP:

$1.64B

SBR:

$917.18M

EPS

GLP:

$3.31

SBR:

$6.49

PE Ratio

GLP:

14.67

SBR:

9.69

PEG Ratio

GLP:

-0.62

SBR:

0.00

Total Revenue (TTM)

GLP:

$21.52B

SBR:

$97.83M

Gross Profit (TTM)

GLP:

$694.91M

SBR:

$97.83M

EBITDA (TTM)

GLP:

$405.66M

SBR:

$94.30M

Returns By Period

In the year-to-date period, GLP achieves a 20.59% return, which is significantly higher than SBR's -0.66% return. Both investments have delivered pretty close results over the past 10 years, with GLP having a 14.12% annualized return and SBR not far behind at 13.85%.


GLP

YTD

20.59%

1M

-5.32%

6M

9.68%

1Y

23.21%

5Y*

31.47%

10Y*

14.12%

SBR

YTD

-0.66%

1M

0.48%

6M

1.14%

1Y

1.57%

5Y*

20.02%

10Y*

13.85%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for GLP, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.690.07
The chart of Sortino ratio for GLP, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.001.130.24
The chart of Omega ratio for GLP, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.03
The chart of Calmar ratio for GLP, currently valued at 1.01, compared to the broader market0.002.004.006.001.010.06
The chart of Martin ratio for GLP, currently valued at 2.68, compared to the broader market-5.000.005.0010.0015.0020.0025.002.680.23
GLP
SBR

The current GLP Sharpe Ratio is 0.69, which is higher than the SBR Sharpe Ratio of -0.02. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.69
0.07
GLP
SBR

Dividends

GLP vs. SBR - Dividend Comparison

GLP's dividend yield for the trailing twelve months is around 5.97%, less than SBR's 8.81% yield.


TTM20232022202120202019201820172016201520142013
GLP
Global Partners LP
5.97%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
8.81%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.11%
-18.31%
GLP
SBR

Volatility

GLP vs. SBR - Volatility Comparison

Global Partners LP (GLP) has a higher volatility of 11.70% compared to Sabine Royalty Trust (SBR) at 6.74%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.70%
6.74%
GLP
SBR

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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