SBR vs. CTRE
SBR (Sabine Royalty Trust) and CTRE (CareTrust REIT, Inc.) are both stocks. SBR operates in Oil & Gas E&P (Energy), while CTRE operates in REIT - Healthcare Facilities (Real Estate). Over the past 10 years, SBR returned 16.92%/yr vs 16.31%/yr for CTRE. At a 0.09 correlation, their price movements are largely independent.
Performance
SBR vs. CTRE - Performance Comparison
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Returns By Period
In the year-to-date period, SBR achieves a 8.57% return, which is significantly higher than CTRE's 4.79% return. Both investments have delivered pretty close results over the past 10 years, with SBR having a 16.92% annualized return and CTRE not far behind at 16.31%.
SBR
- 1D
- -0.07%
- 1M
- -5.61%
- YTD
- 8.57%
- 6M
- 9.14%
- 1Y
- 16.68%
- 3Y*
- 12.80%
- 5Y*
- 23.74%
- 10Y*
- 16.92%
CTRE
- 1D
- 1.16%
- 1M
- -8.87%
- YTD
- 4.79%
- 6M
- 4.60%
- 1Y
- 29.93%
- 3Y*
- 30.42%
- 5Y*
- 15.62%
- 10Y*
- 16.31%
SBR vs. CTRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBR Sabine Royalty Trust | 8.57% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
CTRE CareTrust REIT, Inc. | 4.79% | 39.35% | 26.31% | 27.31% | -13.67% | 7.91% | 13.67% | 16.31% | 15.89% | 14.12% |
Correlation
The correlation between SBR and CTRE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 29, 2014 | 0.09 |
The correlation between SBR and CTRE shifts across timeframes, from -0.02 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SBR:
$5.06
CTRE:
$1.61
SBR:
14.28
CTRE:
23.31
SBR:
0.86
CTRE:
0.59
SBR:
13.70
CTRE:
16.68
SBR:
$57.67M
CTRE:
$468.13M
SBR:
$58.05M
CTRE:
$406.50M
SBR:
$55.09M
CTRE:
$490.99M
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Return for Risk
SBR vs. CTRE — Risk / Return Rank
SBR
CTRE
SBR vs. CTRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and CareTrust REIT, Inc. (CTRE). 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.
| SBR | CTRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.11 | -1.20 |
| Martin ratioReturn relative to average drawdown | 1.89 | 7.13 | -5.24 |
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Drawdowns
SBR vs. CTRE - Drawdown Comparison
The maximum SBR drawdown since its inception was -56.40%, smaller than the maximum CTRE drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for SBR and CTRE.
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Drawdown Indicators
| SBR | CTRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -67.43% | +11.03% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -14.28% | -4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.54% | -23.19% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -30.98% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -50.71% | -67.43% | +16.72% |
Current DrawdownCurrent decline from peak | -8.18% | -11.66% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -10.58% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.83% | 4.21% | +4.62% |
Volatility
SBR vs. CTRE - Volatility Comparison
Sabine Royalty Trust (SBR) and CareTrust REIT, Inc. (CTRE) have volatilities of 7.49% and 7.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBR | CTRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.55% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.98% | 19.69% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 23.73% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.83% | 24.55% | +7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.35% | 35.37% | -4.02% |
Dividends
SBR vs. CTRE - Dividend Comparison
SBR's dividend yield for the trailing twelve months is around 6.66%, more than CTRE's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRE CareTrust REIT, Inc. | 3.72% | 3.71% | 4.29% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 4.44% | 4.42% | 4.44% | 5.84% |
SBR Sabine Royalty Trust | 6.66% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
Financials
SBR vs. CTRE - Financials Comparison
This section allows you to compare key financial metrics between Sabine Royalty Trust and CareTrust REIT, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBR and CTRE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTRE has higher volatility (7.55%) compared to SBR (7.49%). In terms of maximum drawdown, SBR dropped -56.40% vs CTRE's -67.43%.
CTRE currently has the higher Sharpe Ratio (1.27 vs 0.68), 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.
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