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

Correlation

The correlation between SBR and GLP is 0.26, 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. GLP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.35%
33.83%
SBR
GLP

Key characteristics

Sharpe Ratio

SBR:

0.64

GLP:

0.84

Sortino Ratio

SBR:

1.01

GLP:

1.32

Omega Ratio

SBR:

1.13

GLP:

1.16

Calmar Ratio

SBR:

0.49

GLP:

1.26

Martin Ratio

SBR:

2.61

GLP:

3.04

Ulcer Index

SBR:

5.38%

GLP:

10.00%

Daily Std Dev

SBR:

21.84%

GLP:

36.24%

Max Drawdown

SBR:

-56.41%

GLP:

-81.17%

Current Drawdown

SBR:

-11.42%

GLP:

-7.36%

Fundamentals

Market Cap

SBR:

$971.71M

GLP:

$1.78B

EPS

SBR:

$6.53

GLP:

$3.34

PE Ratio

SBR:

10.21

GLP:

15.83

PEG Ratio

SBR:

0.00

GLP:

-0.62

Total Revenue (TTM)

SBR:

$63.48M

GLP:

$17.11B

Gross Profit (TTM)

SBR:

$63.48M

GLP:

$535.31M

EBITDA (TTM)

SBR:

$60.75M

GLP:

$294.79M

Returns By Period

In the year-to-date period, SBR achieves a 3.54% return, which is significantly lower than GLP's 13.56% return. Both investments have delivered pretty close results over the past 10 years, with SBR having a 14.26% annualized return and GLP not far ahead at 14.83%.


SBR

YTD

3.54%

1M

8.23%

6M

8.38%

1Y

16.74%

5Y*

21.23%

10Y*

14.26%

GLP

YTD

13.56%

1M

10.42%

6M

31.95%

1Y

28.60%

5Y*

34.64%

10Y*

14.83%

*Annualized

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Risk-Adjusted Performance

SBR vs. GLP — 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 6565
Overall Rank
The Sharpe Ratio Rank of SBR is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 7070
Martin Ratio Rank

GLP
The Risk-Adjusted Performance Rank of GLP is 7272
Overall Rank
The Sharpe Ratio Rank of GLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GLP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GLP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GLP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GLP is 7373
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. GLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Global Partners LP (GLP). 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 0.64, compared to the broader market-2.000.002.004.000.640.84
The chart of Sortino ratio for SBR, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.006.001.011.32
The chart of Omega ratio for SBR, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.16
The chart of Calmar ratio for SBR, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.26
The chart of Martin ratio for SBR, currently valued at 2.61, compared to the broader market-10.000.0010.0020.0030.002.613.04
SBR
GLP

The current SBR Sharpe Ratio is 0.64, which is comparable to the GLP Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SBR and GLP, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.64
0.84
SBR
GLP

Dividends

SBR vs. GLP - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 8.20%, more than GLP's 5.41% yield.


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%
GLP
Global Partners LP
5.41%6.14%9.92%6.93%9.68%11.30%10.14%11.51%11.09%9.52%15.57%7.67%

Drawdowns

SBR vs. GLP - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum GLP drawdown of -81.17%. Use the drawdown chart below to compare losses from any high point for SBR and GLP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.42%
-7.36%
SBR
GLP

Volatility

SBR vs. GLP - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 7.88%, while Global Partners LP (GLP) has a volatility of 13.63%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than GLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
7.88%
13.63%
SBR
GLP

Financials

SBR vs. GLP - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust and Global Partners 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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