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OGE vs. SBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGE and SBR 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

OGE vs. SBR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OGE:

1.41

SBR:

0.58

Sortino Ratio

OGE:

2.02

SBR:

0.96

Omega Ratio

OGE:

1.28

SBR:

1.13

Calmar Ratio

OGE:

2.40

SBR:

0.58

Martin Ratio

OGE:

8.26

SBR:

2.61

Ulcer Index

OGE:

3.29%

SBR:

5.22%

Daily Std Dev

OGE:

18.30%

SBR:

22.64%

Max Drawdown

OGE:

-48.85%

SBR:

-56.41%

Current Drawdown

OGE:

-3.42%

SBR:

-9.45%

Fundamentals

Market Cap

OGE:

$8.93B

SBR:

$968.07M

EPS

OGE:

$2.41

SBR:

$5.33

PE Ratio

OGE:

18.41

SBR:

12.46

PEG Ratio

OGE:

3.72

SBR:

0.00

PS Ratio

OGE:

2.85

SBR:

11.64

PB Ratio

OGE:

1.93

SBR:

101.75

Total Revenue (TTM)

OGE:

$3.14B

SBR:

$81.38M

Gross Profit (TTM)

OGE:

$1.46B

SBR:

$61.99M

EBITDA (TTM)

OGE:

$1.37B

SBR:

$59.40M

Returns By Period

In the year-to-date period, OGE achieves a 9.70% return, which is significantly higher than SBR's 5.84% return. Over the past 10 years, OGE has underperformed SBR with an annualized return of 7.96%, while SBR has yielded a comparatively higher 14.23% annualized return.


OGE

YTD

9.70%

1M

-1.64%

6M

5.75%

1Y

25.18%

5Y*

13.15%

10Y*

7.96%

SBR

YTD

5.84%

1M

1.21%

6M

11.32%

1Y

12.32%

5Y*

31.67%

10Y*

14.23%

*Annualized

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Risk-Adjusted Performance

OGE vs. SBR — Risk-Adjusted Performance Rank

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

OGE
The Risk-Adjusted Performance Rank of OGE is 9090
Overall Rank
The Sharpe Ratio Rank of OGE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of OGE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of OGE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of OGE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of OGE is 9393
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 7070
Overall Rank
The Sharpe Ratio Rank of SBR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 7676
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.

OGE vs. SBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OGE Energy Corp. (OGE) 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.


The current OGE Sharpe Ratio is 1.41, which is higher than the SBR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of OGE 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.


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Dividends

OGE vs. SBR - Dividend Comparison

OGE's dividend yield for the trailing twelve months is around 3.79%, less than SBR's 7.82% yield.


TTM20242023202220212020201920182017201620152014
OGE
OGE Energy Corp.
3.79%4.06%4.75%4.16%4.21%4.91%3.33%3.48%3.77%3.37%4.85%2.61%
SBR
Sabine Royalty Trust
7.82%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.49%11.82%11.45%

Drawdowns

OGE vs. SBR - Drawdown Comparison

The maximum OGE drawdown since its inception was -48.85%, smaller than the maximum SBR drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for OGE and SBR. For additional features, visit the drawdowns tool.


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Volatility

OGE vs. SBR - Volatility Comparison

OGE Energy Corp. (OGE) has a higher volatility of 6.02% compared to Sabine Royalty Trust (SBR) at 5.55%. This indicates that OGE'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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Financials

OGE vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between OGE Energy Corp. 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


0.00500.00M1.00B1.50B20212022202320242025
747.70M
19.39M
(OGE) Total Revenue
(SBR) Total Revenue
Values in USD except per share items