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

Correlation

The correlation between LOW and SJT is 0.09, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
-3.53%
43.48%
LOW
SJT

Key characteristics

Sharpe Ratio

LOW:

0.36

SJT:

0.08

Sortino Ratio

LOW:

0.65

SJT:

0.48

Omega Ratio

LOW:

1.08

SJT:

1.05

Calmar Ratio

LOW:

0.45

SJT:

0.05

Martin Ratio

LOW:

0.89

SJT:

0.14

Ulcer Index

LOW:

9.02%

SJT:

27.22%

Daily Std Dev

LOW:

21.97%

SJT:

46.23%

Max Drawdown

LOW:

-62.28%

SJT:

-92.83%

Current Drawdown

LOW:

-15.07%

SJT:

-65.40%

Fundamentals

Market Cap

LOW:

$135.05B

SJT:

$230.71M

EPS

LOW:

$12.03

SJT:

$0.19

PE Ratio

LOW:

19.88

SJT:

26.05

PEG Ratio

LOW:

4.62

SJT:

0.00

Total Revenue (TTM)

LOW:

$65.12B

SJT:

$7.00M

Gross Profit (TTM)

LOW:

$21.35B

SJT:

$4.58M

EBITDA (TTM)

LOW:

$10.10B

SJT:

$5.22M

Returns By Period

In the year-to-date period, LOW achieves a -2.67% return, which is significantly lower than SJT's 29.24% return. Over the past 10 years, LOW has outperformed SJT with an annualized return of 14.42%, while SJT has yielded a comparatively lower -2.95% annualized return.


LOW

YTD

-2.67%

1M

-7.30%

6M

-3.53%

1Y

5.66%

5Y*

15.90%

10Y*

14.42%

SJT

YTD

29.24%

1M

10.99%

6M

43.48%

1Y

-1.68%

5Y*

25.79%

10Y*

-2.95%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5656
Overall Rank
The Sharpe Ratio Rank of LOW is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 5757
Martin Ratio Rank

SJT
The Risk-Adjusted Performance Rank of SJT is 4747
Overall Rank
The Sharpe Ratio Rank of SJT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SJT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SJT is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SJT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SJT is 4848
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.


Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 0.36, compared to the broader market-2.000.002.000.360.08
The chart of Sortino ratio for LOW, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.650.48
The chart of Omega ratio for LOW, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.05
The chart of Calmar ratio for LOW, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.05
The chart of Martin ratio for LOW, currently valued at 0.89, compared to the broader market-10.000.0010.0020.0030.000.890.14
LOW
SJT

The current LOW Sharpe Ratio is 0.36, which is higher than the SJT Sharpe Ratio of 0.08. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
0.36
0.08
LOW
SJT

Dividends

LOW vs. SJT - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.90%, which matches SJT's 1.91% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
1.90%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
1.91%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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.07%
-65.40%
LOW
SJT

Volatility

LOW vs. SJT - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 6.51%, while San Juan Basin Royalty Trust (SJT) has a volatility of 19.76%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.51%
19.76%
LOW
SJT

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


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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