OMSE vs. SBR

Last updated Jun 4, 2026

OMSE (OMS Energy Technologies Inc) and SBR (Sabine Royalty Trust) are both stocks. Both are in the Energy sector — OMSE in Oil & Gas Equipment & Services, SBR in Oil & Gas E&P. Over the past year, OMSE returned -47.47% vs 22.17% for SBR. At a 0.00 correlation, their price movements are largely independent.

Performance

OMSE vs. SBR - Performance Comparison

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

Returns By Period

In the year-to-date period, OMSE achieves a 6.36% return, which is significantly lower than SBR's 15.14% return.

OMSE

• 1D: -2.30%
• 1M: 0.21%
• YTD: 6.36%
• 6M: -2.50%
• 1Y: -47.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OMSE vs. SBR - Yearly Performance Comparison

	2026 (YTD)	2025
OMSE OMS Energy Technologies Inc	6.36%	-41.41%
SBR Sabine Royalty Trust	15.14%	8.84%

Correlation

The correlation between OMSE and SBR is -0.01, 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	-0.01
Correlation (All Time) Calculated using the full available price history since May 14, 2025	0.00

Return for Risk

OMSE vs. SBR — Risk / Return Rank

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

OMSE

OMSE Risk / Return Rank: 16
OMSE Sharpe Ratio Rank: 15
OMSE Sortino Ratio Rank: 18
OMSE Omega Ratio Rank: 17
OMSE Calmar Ratio Rank: 13
OMSE Martin Ratio Rank: 18

SBR

SBR Risk / Return Rank: 64
SBR Sharpe Ratio Rank: 70
SBR Sortino Ratio Rank: 60
SBR Omega Ratio Rank: 61
SBR Calmar Ratio Rank: 64
SBR Martin Ratio Rank: 63

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.

OMSE vs. SBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OMS Energy Technologies Inc (OMSE) 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.

	OMSE	SBR	Difference
Sharpe ratio Return per unit of total volatility	-0.61	0.94	-1.55
Sortino ratio Return per unit of downside risk	-0.64	1.31	-1.95
Omega ratio Gain probability vs. loss probability	0.92	1.17	-0.25
Calmar ratio Return relative to maximum drawdown	-0.76	1.20	-1.96
Martin ratio Return relative to average drawdown	-1.12	2.54	-3.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OMSE vs. SBR - Sharpe Ratio Comparison

The current OMSE Sharpe Ratio is -0.61, which is lower than the SBR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of OMSE and SBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OMSE	SBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.61	0.94	-1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.46	0.54	-0.99

Drawdowns

OMSE vs. SBR - Drawdown Comparison

The maximum OMSE drawdown since its inception was -63.92%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for OMSE and SBR.

Drawdown Indicators

	OMSE	SBR	Difference
Max Drawdown Largest peak-to-trough decline	-63.92%	-56.40%	-7.52%
Max Drawdown (1Y) Largest decline over 1 year	-62.68%	-18.54%	-44.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.71%	—
Current Drawdown Current decline from peak	-48.99%	-2.62%	-46.37%
Average Drawdown Average peak-to-trough decline	-40.59%	-13.64%	-26.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.80%	8.74%	+34.06%

Volatility

OMSE vs. SBR - Volatility Comparison

OMS Energy Technologies Inc (OMSE) has a higher volatility of 7.48% compared to Sabine Royalty Trust (SBR) at 5.83%. This indicates that OMSE'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.

Volatility by Period

	OMSE	SBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	5.83%	+1.65%
Volatility (6M) Calculated over the trailing 6-month period	34.64%	18.15%	+16.49%
Volatility (1Y) Calculated over the trailing 1-year period	78.25%	23.77%	+54.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.64%	31.78%	+47.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.64%	31.31%	+48.33%

Dividends

OMSE vs. SBR - Dividend Comparison

OMSE has not paid dividends to shareholders, while SBR's dividend yield for the trailing twelve months is around 6.14%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OMSE OMS Energy Technologies Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both OMSE and SBR in my portfolio?

OMSE and SBR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMSE or SBR?

OMSE has higher volatility (7.48%) compared to SBR (5.83%). In terms of maximum drawdown, OMSE dropped -63.92% vs SBR's -56.40%.

Which has better risk-adjusted returns?

SBR currently has the higher Sharpe Ratio (0.94 vs -0.61), 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.