PortfoliosLab logoPortfoliosLab logo
MTR vs. SBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MTR vs. SBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mesa Royalty Trust (MTR) and Sabine Royalty Trust (SBR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MTR vs. SBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTR
Mesa Royalty Trust
11.96%-23.56%-54.12%-35.42%312.74%61.90%-38.58%-30.38%-36.23%88.15%
SBR
Sabine Royalty Trust
8.14%14.04%4.06%-13.10%132.08%60.71%-24.24%15.77%-9.61%34.83%

Fundamentals

EPS

MTR:

$0.22

SBR:

$5.44

PE Ratio

MTR:

21.89

SBR:

13.47

PEG Ratio

MTR:

0.28

SBR:

0.36

PS Ratio

MTR:

14.58

SBR:

12.88

Total Revenue (TTM)

MTR:

$617.51K

SBR:

$82.92M

Gross Profit (TTM)

MTR:

$584.04K

SBR:

$82.92M

EBITDA (TTM)

MTR:

$434.47K

SBR:

$78.91M

Returns By Period

In the year-to-date period, MTR achieves a 11.96% return, which is significantly higher than SBR's 8.14% return. Over the past 10 years, MTR has underperformed SBR with an annualized return of 2.04%, while SBR has yielded a comparatively higher 18.76% annualized return.


MTR

1D
-1.23%
1M
-7.01%
YTD
11.96%
6M
-7.23%
1Y
-19.37%
3Y*
-30.17%
5Y*
7.16%
10Y*
2.04%

SBR

1D
-2.80%
1M
-0.05%
YTD
8.14%
6M
-5.50%
1Y
14.18%
3Y*
9.12%
5Y*
30.01%
10Y*
18.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

MTR vs. SBR — Risk / Return Rank

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

MTR
MTR Risk / Return Rank: 3030
Overall Rank
MTR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MTR Omega Ratio Rank: 3131
Omega Ratio Rank
MTR Calmar Ratio Rank: 2929
Calmar Ratio Rank
MTR Martin Ratio Rank: 3232
Martin Ratio Rank

SBR
SBR Risk / Return Rank: 5656
Overall Rank
SBR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SBR Sortino Ratio Rank: 5151
Sortino Ratio Rank
SBR Omega Ratio Rank: 5252
Omega Ratio Rank
SBR Calmar Ratio Rank: 6060
Calmar Ratio Rank
SBR Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTR vs. SBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesa Royalty Trust (MTR) 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.


MTRSBRDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.56

-0.83

Sortino ratio

Return per unit of downside risk

0.08

0.87

-0.80

Omega ratio

Gain probability vs. loss probability

1.01

1.12

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.37

0.86

-1.23

Martin ratio

Return relative to average drawdown

-0.51

1.83

-2.34

MTR vs. SBR - Sharpe Ratio Comparison

The current MTR Sharpe Ratio is -0.27, which is lower than the SBR Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MTR 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.


Loading graphics...

Sharpe Ratios by Period


MTRSBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.56

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.95

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.60

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.53

-0.47

Correlation

The correlation between MTR and SBR is 0.16, 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.


Dividends

MTR vs. SBR - Dividend Comparison

MTR's dividend yield for the trailing twelve months is around 4.29%, less than SBR's 6.65% yield.


TTM20252024202320222021202020192018201720162015
MTR
Mesa Royalty Trust
4.29%5.38%3.57%11.28%8.95%6.87%7.18%13.10%10.98%8.20%5.94%13.75%
SBR
Sabine Royalty Trust
6.65%7.53%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%

Drawdowns

MTR vs. SBR - Drawdown Comparison

The maximum MTR drawdown since its inception was -88.90%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for MTR and SBR.


Loading graphics...

Drawdown Indicators


MTRSBRDifference

Max Drawdown

Largest peak-to-trough decline

-88.90%

-56.40%

-32.50%

Max Drawdown (1Y)

Largest decline over 1 year

-51.53%

-18.54%

-32.99%

Max Drawdown (5Y)

Largest decline over 5 years

-84.35%

-34.56%

-49.79%

Max Drawdown (10Y)

Largest decline over 10 years

-84.35%

-50.71%

-33.64%

Current Drawdown

Current decline from peak

-81.64%

-8.54%

-73.10%

Average Drawdown

Average peak-to-trough decline

-31.91%

-13.68%

-18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.21%

8.75%

+28.46%

Volatility

MTR vs. SBR - Volatility Comparison

Mesa Royalty Trust (MTR) has a higher volatility of 13.27% compared to Sabine Royalty Trust (SBR) at 7.77%. This indicates that MTR'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.


Loading graphics...

Volatility by Period


MTRSBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

7.77%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

33.65%

19.35%

+14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

71.10%

25.62%

+45.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.54%

31.86%

+41.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.84%

31.36%

+38.48%

Financials

MTR vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between Mesa Royalty Trust 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


0.0010.00M20.00M30.00M40.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
150.15K
25.52M
(MTR) Total Revenue
(SBR) Total Revenue
Values in USD except per share items