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PRT vs. SJT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRT and SJT is 0.14, 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

PRT vs. SJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PermRock Royalty Trust (PRT) and San Juan Basin Royalty Trust (SJT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRT:

0.38

SJT:

1.03

Sortino Ratio

PRT:

0.59

SJT:

1.64

Omega Ratio

PRT:

1.08

SJT:

1.18

Calmar Ratio

PRT:

0.14

SJT:

0.54

Martin Ratio

PRT:

1.07

SJT:

3.59

Ulcer Index

PRT:

8.47%

SJT:

11.61%

Daily Std Dev

PRT:

31.09%

SJT:

47.77%

Max Drawdown

PRT:

-91.42%

SJT:

-92.83%

Current Drawdown

PRT:

-55.71%

SJT:

-56.04%

Fundamentals

Market Cap

PRT:

$46.96M

SJT:

$292.24M

EPS

PRT:

$0.42

SJT:

$0.11

PE Ratio

PRT:

9.19

SJT:

57.00

PS Ratio

PRT:

7.30

SJT:

41.56

PB Ratio

PRT:

0.64

SJT:

109.14

Total Revenue (TTM)

PRT:

$4.71M

SJT:

$1.89M

Gross Profit (TTM)

PRT:

$4.71M

SJT:

$1.89M

EBITDA (TTM)

PRT:

$4.04M

SJT:

$1.06M

Returns By Period

In the year-to-date period, PRT achieves a 12.54% return, which is significantly lower than SJT's 64.23% return.


PRT

YTD

12.54%

1M

0.09%

6M

2.46%

1Y

11.65%

5Y*

26.21%

10Y*

N/A

SJT

YTD

64.23%

1M

12.32%

6M

61.70%

1Y

48.70%

5Y*

31.18%

10Y*

2.42%

*Annualized

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Risk-Adjusted Performance

PRT vs. SJT — Risk-Adjusted Performance Rank

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

PRT
The Risk-Adjusted Performance Rank of PRT is 5959
Overall Rank
The Sharpe Ratio Rank of PRT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PRT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PRT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PRT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PRT is 6565
Martin Ratio Rank

SJT
The Risk-Adjusted Performance Rank of SJT is 7878
Overall Rank
The Sharpe Ratio Rank of SJT is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SJT is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SJT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SJT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SJT is 8282
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.

PRT vs. SJT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PermRock Royalty Trust (PRT) and San Juan Basin Royalty Trust (SJT). 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 PRT Sharpe Ratio is 0.38, which is lower than the SJT Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PRT and SJT, 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

PRT vs. SJT - Dividend Comparison

PRT's dividend yield for the trailing twelve months is around 11.59%, while SJT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRT
PermRock Royalty Trust
11.59%12.05%11.65%13.11%8.67%5.98%13.51%21.66%0.00%0.00%0.00%0.00%
SJT
San Juan Basin Royalty Trust
0.00%2.89%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%

Drawdowns

PRT vs. SJT - Drawdown Comparison

The maximum PRT drawdown since its inception was -91.42%, roughly equal to the maximum SJT drawdown of -92.83%. Use the drawdown chart below to compare losses from any high point for PRT and SJT. For additional features, visit the drawdowns tool.


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Volatility

PRT vs. SJT - Volatility Comparison

The current volatility for PermRock Royalty Trust (PRT) is 7.66%, while San Juan Basin Royalty Trust (SJT) has a volatility of 12.68%. This indicates that PRT experiences smaller price fluctuations and is considered to be less risky than SJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PRT vs. SJT - Financials Comparison

This section allows you to compare key financial metrics between PermRock Royalty Trust and San Juan Basin 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


0.0010.00M20.00M30.00M40.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.47M
0
(PRT) Total Revenue
(SJT) Total Revenue
Values in USD except per share items