LMT vs. SBR
LMT (Lockheed Martin Corporation) and SBR (Sabine Royalty Trust) are both stocks. LMT operates in Aerospace & Defense (Industrials), while SBR operates in Oil & Gas E&P (Energy). Over the past 10 years, LMT returned 11.54%/yr vs 16.34%/yr for SBR. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
LMT vs. SBR - Performance Comparison
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Returns By Period
In the year-to-date period, LMT achieves a 21.88% return, which is significantly higher than SBR's 11.57% return. Over the past 10 years, LMT has underperformed SBR with an annualized return of 11.54%, while SBR has yielded a comparatively higher 16.34% annualized return.
LMT
- 1D
- 2.46%
- 1M
- 15.36%
- 6M
- -0.22%
- YTD
- 21.88%
- 1Y
- 42.06%
- 3Y*
- 11.61%
- 5Y*
- 11.85%
- 10Y*
- 11.54%
- ALL TIME*
- 12.38%
SBR
- 1D
- -0.51%
- 1M
- 2.51%
- 6M
- 11.20%
- YTD
- 11.57%
- 1Y
- 19.45%
- 3Y*
- 12.34%
- 5Y*
- 24.15%
- 10Y*
- 16.34%
- ALL TIME*
- 15.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $682.65M | $676.87M | $688.00M | |
| $2.30M | $2.17M | $2.74M |
LMT vs. SBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 21.88% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
SBR Sabine Royalty Trust | 11.57% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
Correlation
The correlation between LMT and SBR is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.10 |
The correlation between LMT and SBR shifts across timeframes, from 0.01 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LMT:
$134.34B
SBR:
$1.08B
LMT:
$27.13
SBR:
$5.69
LMT:
21.47
SBR:
12.97
LMT:
1.75
SBR:
12.44
LMT:
$77.02B
SBR:
$57.67M
LMT:
$9.09B
SBR:
$58.05M
LMT:
$9.86B
SBR:
$55.09M
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Return for Risk
LMT vs. SBR — Risk / Return Rank
LMT
SBR
LMT vs. SBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LMT | SBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.03 | +0.56 |
| Martin ratioReturn relative to average drawdown | 3.38 | 2.10 | +1.29 |
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Drawdowns
LMT vs. SBR - Drawdown Comparison
The maximum LMT drawdown since its inception was -79.29%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for LMT and SBR.
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Drawdown Indicators
| LMT | SBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -56.40% | -22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -26.87% | -18.54% | -8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -31.79% | -18.54% | -13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.79% | -34.56% | +2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.67% | -50.71% | +14.04% |
Current DrawdownCurrent decline from peak | -13.34% | -5.64% | -7.70% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -13.61% | -13.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.54% | 9.05% | +3.49% |
Volatility
LMT vs. SBR - Volatility Comparison
Lockheed Martin Corporation (LMT) has a higher volatility of 12.24% compared to Sabine Royalty Trust (SBR) at 3.95%. This indicates that LMT'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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Volatility by Period
| LMT | SBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 3.95% | +8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 22.08% | 15.32% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 24.41% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 31.69% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 31.21% | -7.03% |
Dividends
LMT vs. SBR - Dividend Comparison
LMT's dividend yield for the trailing twelve months is around 2.34%, less than SBR's 6.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.34% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
SBR Sabine Royalty Trust | 6.64% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
Financials
LMT vs. SBR - Financials Comparison
This section allows you to compare key financial metrics between Lockheed Martin Corporation 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
Frequently Asked Questions
LMT and SBR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMT has higher volatility (12.24%) compared to SBR (3.95%). In terms of maximum drawdown, LMT dropped -79.29% vs SBR's -56.40%.
LMT currently has the higher Sharpe Ratio (1.57 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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