MVO vs. SBR
MVO (MV Oil Trust) and SBR (Sabine Royalty Trust) are both stocks. Both operate in the Oil & Gas E&P industry within the Energy sector. Over the past 10 years, MVO returned 1.83%/yr vs 17.70%/yr for SBR. At a 0.35 correlation, their price movements are largely independent.
Performance
MVO vs. SBR - Performance Comparison
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Returns By Period
In the year-to-date period, MVO achieves a 51.73% return, which is significantly higher than SBR's 15.14% return. Over the past 10 years, MVO has underperformed SBR with an annualized return of 1.83%, while SBR has yielded a comparatively higher 17.70% annualized return.
MVO
- 1D
- -2.34%
- 1M
- -30.13%
- YTD
- 51.73%
- 6M
- 63.60%
- 1Y
- -65.36%
- 3Y*
- -39.40%
- 5Y*
- -10.68%
- 10Y*
- 1.83%
SBR
- 1D
- -0.03%
- 1M
- -0.88%
- YTD
- 15.14%
- 6M
- 0.02%
- 1Y
- 22.17%
- 3Y*
- 11.25%
- 5Y*
- 26.25%
- 10Y*
- 17.70%
MVO vs. SBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVO MV Oil Trust | 51.73% | -82.24% | -22.69% | -18.19% | 123.83% | 225.88% | -44.46% | 2.30% | -4.24% | 51.17% |
SBR Sabine Royalty Trust | 15.14% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
Correlation
The correlation between MVO and SBR is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2007 | 0.35 |
Over the past year, the correlation between MVO and SBR has dropped to 0.06 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
MVO:
$0.89
SBR:
$5.06
MVO:
1.88
SBR:
15.25
MVO:
0.14
SBR:
0.92
MVO:
1.73
SBR:
14.62
MVO:
$8.31M
SBR:
$57.67M
MVO:
$8.29M
SBR:
$58.05M
MVO:
$7.65M
SBR:
$55.09M
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Return for Risk
MVO vs. SBR — Risk / Return Rank
MVO
SBR
MVO vs. SBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MV Oil Trust (MVO) 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.
| MVO | SBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.20 | -1.99 |
| Martin ratioReturn relative to average drawdown | -1.31 | 2.54 | -3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVO | SBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.94 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.83 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.57 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.54 | -0.56 |
Drawdowns
MVO vs. SBR - Drawdown Comparison
The maximum MVO drawdown since its inception was -90.76%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for MVO and SBR.
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Drawdown Indicators
| MVO | SBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.76% | -56.40% | -34.36% |
Max Drawdown (1Y)Largest decline over 1 year | -82.89% | -18.54% | -64.35% |
Max Drawdown (3Y)Largest decline over 3 years | -89.83% | -18.54% | -71.29% |
Max Drawdown (5Y)Largest decline over 5 years | -90.76% | -34.56% | -56.20% |
Max Drawdown (10Y)Largest decline over 10 years | -90.76% | -50.71% | -40.05% |
Current DrawdownCurrent decline from peak | -82.96% | -2.62% | -80.34% |
Average DrawdownAverage peak-to-trough decline | -41.11% | -13.64% | -27.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.75% | 8.74% | +41.01% |
Volatility
MVO vs. SBR - Volatility Comparison
MV Oil Trust (MVO) has a higher volatility of 21.65% compared to Sabine Royalty Trust (SBR) at 5.83%. This indicates that MVO'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
| MVO | SBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.65% | 5.83% | +15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 106.09% | 18.15% | +87.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.79% | 23.77% | +106.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.65% | 31.78% | +41.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.39% | 31.31% | +36.08% |
Dividends
MVO vs. SBR - Dividend Comparison
MVO's dividend yield for the trailing twelve months is around 41.92%, more than SBR's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVO MV Oil Trust | 41.92% | 72.98% | 19.12% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% |
SBR Sabine Royalty Trust | 6.14% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
Financials
MVO vs. SBR - Financials Comparison
This section allows you to compare key financial metrics between MV Oil 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MVO and SBR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MVO has higher volatility (21.65%) compared to SBR (5.83%). In terms of maximum drawdown, MVO dropped -90.76% vs SBR's -56.40%.
SBR currently has the higher Sharpe Ratio (0.94 vs -0.50), 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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