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

Correlation

The correlation between SBR and CSIQ is 0.28, 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: 0.3

Performance

SBR vs. CSIQ - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
456.45%
-38.90%
SBR
CSIQ

Key characteristics

Sharpe Ratio

SBR:

0.66

CSIQ:

-0.49

Sortino Ratio

SBR:

1.04

CSIQ:

-0.31

Omega Ratio

SBR:

1.14

CSIQ:

0.96

Calmar Ratio

SBR:

0.63

CSIQ:

-0.46

Martin Ratio

SBR:

2.95

CSIQ:

-1.10

Ulcer Index

SBR:

5.09%

CSIQ:

37.20%

Daily Std Dev

SBR:

22.95%

CSIQ:

84.24%

Max Drawdown

SBR:

-56.41%

CSIQ:

-96.02%

Current Drawdown

SBR:

-11.80%

CSIQ:

-85.11%

Fundamentals

Market Cap

SBR:

$956.69M

CSIQ:

$625.35M

EPS

SBR:

$5.46

CSIQ:

$0.54

PE Ratio

SBR:

12.02

CSIQ:

17.50

PEG Ratio

SBR:

0.00

CSIQ:

0.16

PS Ratio

SBR:

11.78

CSIQ:

0.11

PB Ratio

SBR:

112.54

CSIQ:

0.26

Total Revenue (TTM)

SBR:

$61.99M

CSIQ:

$6.19B

Gross Profit (TTM)

SBR:

$61.99M

CSIQ:

$963.60M

EBITDA (TTM)

SBR:

$59.27M

CSIQ:

-$14.43M

Returns By Period

In the year-to-date period, SBR achieves a 3.10% return, which is significantly higher than CSIQ's -14.12% return. Over the past 10 years, SBR has outperformed CSIQ with an annualized return of 13.80%, while CSIQ has yielded a comparatively lower -12.44% annualized return.


SBR

YTD

3.10%

1M

-3.65%

6M

11.89%

1Y

12.73%

5Y*

31.59%

10Y*

13.80%

CSIQ

YTD

-14.12%

1M

5.41%

6M

-36.84%

1Y

-42.33%

5Y*

-11.06%

10Y*

-12.44%

*Annualized

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Risk-Adjusted Performance

SBR vs. CSIQ — Risk-Adjusted Performance Rank

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

SBR
The Risk-Adjusted Performance Rank of SBR is 7373
Overall Rank
The Sharpe Ratio Rank of SBR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 7979
Martin Ratio Rank

CSIQ
The Risk-Adjusted Performance Rank of CSIQ is 2626
Overall Rank
The Sharpe Ratio Rank of CSIQ is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 2424
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.

SBR vs. CSIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Canadian Solar Inc. (CSIQ). 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 SBR, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.00
SBR: 0.66
CSIQ: -0.49
The chart of Sortino ratio for SBR, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
SBR: 1.04
CSIQ: -0.31
The chart of Omega ratio for SBR, currently valued at 1.14, compared to the broader market0.501.001.502.00
SBR: 1.14
CSIQ: 0.96
The chart of Calmar ratio for SBR, currently valued at 0.63, compared to the broader market0.001.002.003.004.005.00
SBR: 0.63
CSIQ: -0.46
The chart of Martin ratio for SBR, currently valued at 2.95, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
SBR: 2.95
CSIQ: -1.10

The current SBR Sharpe Ratio is 0.66, which is higher than the CSIQ Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SBR and CSIQ, 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-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
0.66
-0.49
SBR
CSIQ

Dividends

SBR vs. CSIQ - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 8.20%, while CSIQ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SBR
Sabine Royalty Trust
8.20%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%
CSIQ
Canadian Solar 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%

Drawdowns

SBR vs. CSIQ - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum CSIQ drawdown of -96.02%. Use the drawdown chart below to compare losses from any high point for SBR and CSIQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-11.80%
-85.11%
SBR
CSIQ

Volatility

SBR vs. CSIQ - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 12.15%, while Canadian Solar Inc. (CSIQ) has a volatility of 43.79%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than CSIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
12.15%
43.79%
SBR
CSIQ

Financials

SBR vs. CSIQ - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust and Canadian Solar Inc.. 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
19.42M
1.52B
(SBR) Total Revenue
(CSIQ) Total Revenue
Values in USD except per share items

SBR vs. CSIQ - Profitability Comparison

The chart below illustrates the profitability comparison between Sabine Royalty Trust and Canadian Solar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
14.3%
(SBR) Gross Margin
(CSIQ) Gross Margin
SBR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sabine Royalty Trust reported a gross profit of 19.42M and revenue of 19.42M. Therefore, the gross margin over that period was 100.0%.
CSIQ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a gross profit of 217.04M and revenue of 1.52B. Therefore, the gross margin over that period was 14.3%.
SBR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sabine Royalty Trust reported an operating income of 18.44M and revenue of 19.42M, resulting in an operating margin of 95.0%.
CSIQ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported an operating income of -164.72M and revenue of 1.52B, resulting in an operating margin of -10.8%.
SBR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sabine Royalty Trust reported a net income of 18.57M and revenue of 19.42M, resulting in a net margin of 95.6%.
CSIQ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a net income of 33.90M and revenue of 1.52B, resulting in a net margin of 2.2%.