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LOW vs. SJT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LOW and SJT is 0.20, 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

LOW vs. SJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and San Juan Basin Royalty Trust (SJT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LOW:

0.28

SJT:

1.39

Sortino Ratio

LOW:

0.54

SJT:

2.07

Omega Ratio

LOW:

1.07

SJT:

1.23

Calmar Ratio

LOW:

0.26

SJT:

0.77

Martin Ratio

LOW:

0.59

SJT:

6.06

Ulcer Index

LOW:

11.06%

SJT:

9.85%

Daily Std Dev

LOW:

24.74%

SJT:

48.21%

Max Drawdown

LOW:

-62.28%

SJT:

-92.83%

Current Drawdown

LOW:

-19.71%

SJT:

-53.80%

Fundamentals

Market Cap

LOW:

$126.39B

SJT:

$328.13M

EPS

LOW:

$12.01

SJT:

$0.02

PE Ratio

LOW:

18.69

SJT:

338.00

PEG Ratio

LOW:

2.26

SJT:

0.00

PS Ratio

LOW:

1.52

SJT:

169.86

PB Ratio

LOW:

321.82

SJT:

117.67

Total Revenue (TTM)

LOW:

$83.24B

SJT:

-$5.11M

Gross Profit (TTM)

LOW:

$27.77B

SJT:

-$2.69M

EBITDA (TTM)

LOW:

$12.00B

SJT:

$1.06M

Returns By Period

In the year-to-date period, LOW achieves a -7.98% return, which is significantly lower than SJT's 72.58% return. Over the past 10 years, LOW has outperformed SJT with an annualized return of 14.42%, while SJT has yielded a comparatively lower 3.40% annualized return.


LOW

YTD

-7.98%

1M

0.74%

6M

-16.87%

1Y

6.96%

3Y*

6.17%

5Y*

13.53%

10Y*

14.42%

SJT

YTD

72.58%

1M

10.72%

6M

46.56%

1Y

66.50%

3Y*

-13.17%

5Y*

30.21%

10Y*

3.40%

*Annualized

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Lowe's Companies, Inc.

San Juan Basin Royalty Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LOW vs. SJT — Risk-Adjusted Performance Rank

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

LOW
The Risk-Adjusted Performance Rank of LOW is 5757
Overall Rank
The Sharpe Ratio Rank of LOW is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 5252
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 6363
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 5959
Martin Ratio Rank

SJT
The Risk-Adjusted Performance Rank of SJT is 8484
Overall Rank
The Sharpe Ratio Rank of SJT is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SJT is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SJT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SJT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SJT is 8888
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.

LOW vs. SJT - Risk-Adjusted Performance 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.


The current LOW Sharpe Ratio is 0.28, which is lower than the SJT Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of LOW and SJT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LOW vs. SJT - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.05%, while SJT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
2.05%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
SJT
San Juan Basin Royalty Trust
0.00%2.89%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%

Drawdowns

LOW vs. SJT - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, smaller than the maximum SJT drawdown of -92.83%. Use the drawdown chart below to compare losses from any high point for LOW and SJT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LOW vs. SJT - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 7.11%, while San Juan Basin Royalty Trust (SJT) has a volatility of 12.78%. 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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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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
20.93B
0
(LOW) Total Revenue
(SJT) Total Revenue
Values in USD except per share items