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

Correlation

The correlation between PBT and SBR is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

PBT vs. SBR - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%NovemberDecember2025FebruaryMarchApril
4,113.86%
15,278.96%
PBT
SBR

Key characteristics

Sharpe Ratio

PBT:

-0.29

SBR:

0.68

Sortino Ratio

PBT:

-0.15

SBR:

1.07

Omega Ratio

PBT:

0.98

SBR:

1.14

Calmar Ratio

PBT:

-0.18

SBR:

0.66

Martin Ratio

PBT:

-0.67

SBR:

3.10

Ulcer Index

PBT:

17.11%

SBR:

5.07%

Daily Std Dev

PBT:

39.56%

SBR:

23.03%

Max Drawdown

PBT:

-83.08%

SBR:

-56.41%

Current Drawdown

PBT:

-60.45%

SBR:

-9.31%

Fundamentals

Market Cap

PBT:

$466.09M

SBR:

$967.92M

EPS

PBT:

$0.55

SBR:

$5.45

PE Ratio

PBT:

18.00

SBR:

12.16

PEG Ratio

PBT:

0.00

SBR:

0.00

PS Ratio

PBT:

15.58

SBR:

11.08

PB Ratio

PBT:

2.81K

SBR:

110.98

Total Revenue (TTM)

PBT:

$21.07M

SBR:

$61.99M

Gross Profit (TTM)

PBT:

$21.07M

SBR:

$61.99M

EBITDA (TTM)

PBT:

$19.92M

SBR:

$59.27M

Returns By Period

In the year-to-date period, PBT achieves a -9.54% return, which is significantly lower than SBR's 6.01% return. Over the past 10 years, PBT has underperformed SBR with an annualized return of 6.70%, while SBR has yielded a comparatively higher 14.18% annualized return.


PBT

YTD

-9.54%

1M

-1.40%

6M

-13.28%

1Y

-15.59%

5Y*

33.42%

10Y*

6.70%

SBR

YTD

6.01%

1M

0.92%

6M

14.52%

1Y

16.02%

5Y*

32.56%

10Y*

14.18%

*Annualized

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Risk-Adjusted Performance

PBT vs. SBR — Risk-Adjusted Performance Rank

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

PBT
The Risk-Adjusted Performance Rank of PBT is 3737
Overall Rank
The Sharpe Ratio Rank of PBT is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PBT is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PBT is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PBT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of PBT is 3838
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 7474
Overall Rank
The Sharpe Ratio Rank of SBR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 8080
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.

PBT vs. SBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Basin Royalty Trust (PBT) 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 chart of Sharpe ratio for PBT, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
PBT: -0.29
SBR: 0.68
The chart of Sortino ratio for PBT, currently valued at -0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
PBT: -0.15
SBR: 1.07
The chart of Omega ratio for PBT, currently valued at 0.98, compared to the broader market0.501.001.502.00
PBT: 0.98
SBR: 1.14
The chart of Calmar ratio for PBT, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.00
PBT: -0.18
SBR: 0.66
The chart of Martin ratio for PBT, currently valued at -0.67, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PBT: -0.67
SBR: 3.10

The current PBT Sharpe Ratio is -0.29, which is lower than the SBR Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PBT 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.29
0.68
PBT
SBR

Dividends

PBT vs. SBR - Dividend Comparison

PBT's dividend yield for the trailing twelve months is around 4.85%, less than SBR's 7.98% yield.


TTM20242023202220212020201920182017201620152014
PBT
Permian Basin Royalty Trust
4.85%4.92%4.30%4.56%2.28%7.10%10.83%11.20%7.09%5.40%6.82%10.73%
SBR
Sabine Royalty Trust
7.98%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%

Drawdowns

PBT vs. SBR - Drawdown Comparison

The maximum PBT drawdown since its inception was -83.08%, which is greater than SBR's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for PBT and SBR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-60.45%
-9.31%
PBT
SBR

Volatility

PBT vs. SBR - Volatility Comparison

Permian Basin Royalty Trust (PBT) has a higher volatility of 13.87% compared to Sabine Royalty Trust (SBR) at 12.12%. This indicates that PBT'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.87%
12.12%
PBT
SBR

Financials

PBT vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between Permian Basin 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


Values in USD except per share items