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

Correlation

The correlation between SBR and ET is 0.34, 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.


-0.50.00.51.00.3

Performance

SBR vs. ET - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
536.86%
1,105.27%
SBR
ET

Key characteristics

Sharpe Ratio

SBR:

0.08

ET:

2.87

Sortino Ratio

SBR:

0.25

ET:

4.02

Omega Ratio

SBR:

1.03

ET:

1.51

Calmar Ratio

SBR:

0.06

ET:

2.45

Martin Ratio

SBR:

0.26

ET:

22.37

Ulcer Index

SBR:

6.78%

ET:

2.19%

Daily Std Dev

SBR:

21.51%

ET:

17.09%

Max Drawdown

SBR:

-56.41%

ET:

-87.81%

Current Drawdown

SBR:

-18.16%

ET:

-5.04%

Fundamentals

Market Cap

SBR:

$917.18M

ET:

$63.82B

EPS

SBR:

$6.49

ET:

$1.36

PE Ratio

SBR:

9.69

ET:

13.71

PEG Ratio

SBR:

0.00

ET:

0.66

Total Revenue (TTM)

SBR:

$97.83M

ET:

$83.66B

Gross Profit (TTM)

SBR:

$97.83M

ET:

$12.71B

EBITDA (TTM)

SBR:

$94.30M

ET:

$14.83B

Returns By Period

In the year-to-date period, SBR achieves a -0.46% return, which is significantly lower than ET's 48.15% return. Over the past 10 years, SBR has outperformed ET with an annualized return of 13.84%, while ET has yielded a comparatively lower 4.12% annualized return.


SBR

YTD

-0.46%

1M

0.77%

6M

2.58%

1Y

0.84%

5Y*

20.03%

10Y*

13.84%

ET

YTD

48.15%

1M

3.17%

6M

24.70%

1Y

48.25%

5Y*

17.97%

10Y*

4.12%

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Risk-Adjusted Performance

SBR vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Energy Transfer LP (ET). 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.


Sharpe ratio
The chart of Sharpe ratio for SBR, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.082.87
The chart of Sortino ratio for SBR, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.254.02
The chart of Omega ratio for SBR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.51
The chart of Calmar ratio for SBR, currently valued at 0.06, compared to the broader market0.002.004.006.000.062.45
The chart of Martin ratio for SBR, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.000.2622.37
SBR
ET

The current SBR Sharpe Ratio is 0.08, which is lower than the ET Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of SBR and ET, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.08
2.87
SBR
ET

Dividends

SBR vs. ET - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 8.79%, more than ET's 6.77% yield.


TTM20232022202120202019201820172016201520142013
SBR
Sabine Royalty Trust
8.79%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%7.75%
ET
Energy Transfer LP
6.77%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

SBR vs. ET - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for SBR and ET. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.16%
-5.04%
SBR
ET

Volatility

SBR vs. ET - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 6.75%, while Energy Transfer LP (ET) has a volatility of 8.02%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.75%
8.02%
SBR
ET

Financials

SBR vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust and Energy Transfer LP. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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