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SBR vs. CTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBR vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sabine Royalty Trust (SBR) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBR achieves a 11.57% return, which is significantly higher than CTA's 6.14% return.


SBR

1D
-0.51%
1M
2.51%
6M
11.20%
YTD
11.57%
1Y
19.45%
3Y*
12.34%
5Y*
24.15%
10Y*
16.34%
ALL TIME*
15.38%

CTA

1D
-1.88%
1M
7.04%
6M
2.60%
YTD
6.14%
1Y
4.94%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.73M$13.32M$14.98M
$2.30M$2.17M$2.74M

SBR vs. CTA - Yearly Performance Comparison


2026 (YTD)2025202420232022
SBR
Sabine Royalty Trust
11.57%14.04%4.06%-13.10%53.64%
CTA
Simplify Managed Futures Strategy ETF
6.14%0.88%24.15%-2.23%9.01%

Correlation

The correlation between SBR and CTA is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2022

0.08

The correlation between SBR and CTA shifts across timeframes, from 0.08 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SBR vs. CTA — Risk / Return Rank

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

SBR
SBR Risk / Return Rank: 6767
Overall Rank
SBR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SBR Sortino Ratio Rank: 6464
Sortino Ratio Rank
SBR Omega Ratio Rank: 6464
Omega Ratio Rank
SBR Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBR Martin Ratio Rank: 6767
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 1616
Overall Rank
CTA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 1616
Sortino Ratio Rank
CTA Omega Ratio Rank: 1616
Omega Ratio Rank
CTA Calmar Ratio Rank: 1616
Calmar Ratio Rank
CTA Martin Ratio Rank: 1616
Martin Ratio Rank
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.

SBR vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Simplify Managed Futures Strategy ETF (CTA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SBRCTADifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.15

1.05

+0.10

Calmar ratioReturn relative to maximum drawdown

1.03

0.20

+0.82

Martin ratioReturn relative to average drawdown

2.10

0.57

+1.53

SBR vs. CTA - Sharpe Ratio Comparison

The current SBR Sharpe Ratio is 0.78, which is higher than the CTA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of SBR and CTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SBR vs. CTA - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.40%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for SBR and CTA.


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Drawdown Indicators


SBRCTADifference

Max Drawdown

Largest peak-to-trough decline

-56.40%

-20.44%

-35.96%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-20.44%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

-20.44%

+1.90%

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

-5.64%

-12.91%

+7.27%

Average Drawdown

Average peak-to-trough decline

-13.61%

-6.01%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.05%

7.33%

+1.72%

Volatility

SBR vs. CTA - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 3.95%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 5.80%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBRCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.80%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

18.29%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

20.97%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.69%

16.71%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.21%

16.71%

+14.50%

Dividends

SBR vs. CTA - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 6.64%, more than CTA's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CTA
Simplify Managed Futures Strategy ETF
4.73%3.19%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBR
Sabine Royalty Trust
6.64%7.53%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%

Frequently Asked Questions


SBR and CTA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTA has higher volatility (5.80%) compared to SBR (3.95%). In terms of maximum drawdown, SBR dropped -56.40% vs CTA's -20.44%.

SBR currently has the higher Sharpe Ratio (0.78 vs 0.20), 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.

Portfolio Optimizer

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