LOW vs. SJT
LOW (Lowe's Companies, Inc.) and SJT (San Juan Basin Royalty Trust) are both stocks. LOW operates in Home Improvement Retail (Consumer Cyclical), while SJT operates in Oil & Gas E&P (Energy). Over the past 10 years, LOW returned 11.84%/yr vs -1.85%/yr for SJT. At a 0.09 correlation, their price movements are largely independent.
Performance
LOW vs. SJT - Performance Comparison
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Returns By Period
In the year-to-date period, LOW achieves a -13.07% return, which is significantly higher than SJT's -52.49% return. Over the past 10 years, LOW has outperformed SJT with an annualized return of 11.84%, while SJT has yielded a comparatively lower -1.85% annualized return.
LOW
- 1D
- -1.86%
- 1M
- -5.92%
- 6M
- -22.61%
- YTD
- -13.07%
- 1Y
- -5.51%
- 3Y*
- -1.26%
- 5Y*
- 3.45%
- 10Y*
- 11.84%
SJT
- 1D
- -1.84%
- 1M
- -19.58%
- 6M
- -53.57%
- YTD
- -52.49%
- 1Y
- -56.73%
- 3Y*
- -27.06%
- 5Y*
- -4.21%
- 10Y*
- -1.85%
LOW vs. SJT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOW Lowe's Companies, Inc. | -13.07% | -0.33% | 13.01% | 14.03% | -21.49% | 63.34% | 36.40% | 32.23% | 1.22% | 33.29% |
SJT San Juan Basin Royalty Trust | -52.49% | 46.74% | -22.92% | -50.02% | 120.63% | 163.80% | 11.80% | -45.15% | -38.19% | 39.22% |
Correlation
The correlation between LOW and SJT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 1987 | 0.09 |
The correlation between LOW and SJT shifts across timeframes, from -0.04 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
LOW:
$116.46B
SJT:
$124.45M
LOW:
$11.86
SJT:
-$0.01
LOW:
1.32
SJT:
22.74K
LOW:
$88.43B
SJT:
$3.65K
LOW:
$29.89B
SJT:
$3.65K
LOW:
$11.50B
SJT:
-$2.45K
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Return for Risk
LOW vs. SJT — Risk / Return Rank
LOW
SJT
LOW vs. SJT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and San Juan Basin Royalty Trust (SJT). 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.
| LOW | SJT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.71 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | -0.97 | +0.77 |
| Martin ratioReturn relative to average drawdown | -0.40 | -2.38 | +1.98 |
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Drawdowns
LOW vs. SJT - Drawdown Comparison
The maximum LOW drawdown since its inception was -62.52%, smaller than the maximum SJT drawdown of -92.82%. Use the drawdown chart below to compare losses from any high point for LOW and SJT.
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Drawdown Indicators
| LOW | SJT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -92.82% | +30.30% |
Max Drawdown (1Y)Largest decline over 1 year | -27.75% | -58.73% | +30.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.75% | -65.64% | +37.89% |
Max Drawdown (5Y)Largest decline over 5 years | -33.86% | -78.00% | +44.14% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -81.54% | +32.91% |
Current DrawdownCurrent decline from peak | -27.38% | -81.32% | +53.94% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -37.74% | +21.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.88% | 23.88% | -10.00% |
Volatility
LOW vs. SJT - Volatility Comparison
The current volatility for Lowe's Companies, Inc. (LOW) is 9.07%, while San Juan Basin Royalty Trust (SJT) has a volatility of 15.93%. This indicates that LOW experiences smaller price fluctuations and is considered to be less risky than SJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOW | SJT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 15.93% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.33% | 28.09% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 37.54% | -10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 48.34% | -21.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 49.56% | -20.30% |
Dividends
LOW vs. SJT - Dividend Comparison
LOW's dividend yield for the trailing twelve months is around 2.31%, while SJT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOW Lowe's Companies, Inc. | 2.31% | 1.95% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% |
SJT San Juan Basin Royalty Trust | 0.00% | 0.00% | 2.89% | 21.81% | 14.58% | 12.67% | 5.96% | 6.85% | 8.03% | 10.19% | 5.05% | 8.81% |
Financials
LOW vs. SJT - Financials Comparison
This section allows you to compare key financial metrics between Lowe's Companies, Inc. and San Juan Basin 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
LOW and SJT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJT has higher volatility (15.93%) compared to LOW (9.07%). In terms of maximum drawdown, LOW dropped -62.52% vs SJT's -92.82%.
LOW currently has the higher Sharpe Ratio (-0.21 vs -1.52), 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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