SBR vs. LMT
SBR (Sabine Royalty Trust) and LMT (Lockheed Martin Corporation) are both stocks. SBR operates in Oil & Gas E&P (Energy), while LMT operates in Aerospace & Defense (Industrials). Over the past 10 years, SBR returned 16.34%/yr vs 11.54%/yr for LMT. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
SBR vs. LMT - Performance Comparison
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Returns By Period
In the year-to-date period, SBR achieves a 11.57% return, which is significantly lower than LMT's 21.88% return. Over the past 10 years, SBR has outperformed LMT with an annualized return of 16.34%, while LMT has yielded a comparatively lower 11.54% annualized 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%
LMT
- 1D
- 2.46%
- 1M
- 15.36%
- 6M
- -0.22%
- YTD
- 21.88%
- 1Y
- 42.06%
- 3Y*
- 11.61%
- 5Y*
- 11.85%
- 10Y*
- 11.54%
- ALL TIME*
- 12.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $682.65M | $676.87M | $688.00M | |
| $2.30M | $2.17M | $2.74M |
SBR vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBR Sabine Royalty Trust | 11.57% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
LMT Lockheed Martin Corporation | 21.88% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
Correlation
The correlation between SBR and LMT is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.10 |
The correlation between SBR and LMT shifts across timeframes, from 0.01 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SBR:
$1.08B
LMT:
$134.34B
SBR:
$5.69
LMT:
$27.13
SBR:
12.97
LMT:
21.47
SBR:
12.44
LMT:
1.75
SBR:
$57.67M
LMT:
$77.02B
SBR:
$58.05M
LMT:
$9.09B
SBR:
$55.09M
LMT:
$9.86B
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Return for Risk
SBR vs. LMT — Risk / Return Rank
SBR
LMT
SBR vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Lockheed Martin Corporation (LMT). 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 | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.58 | -0.56 |
| Martin ratioReturn relative to average drawdown | 2.10 | 3.38 | -1.29 |
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Drawdowns
SBR vs. LMT - Drawdown Comparison
The maximum SBR drawdown since its inception was -56.40%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for SBR and LMT.
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Drawdown Indicators
| SBR | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -79.29% | +22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -26.87% | +8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.54% | -31.79% | +13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -31.79% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -50.71% | -36.67% | -14.04% |
Current DrawdownCurrent decline from peak | -5.64% | -13.34% | +7.70% |
Average DrawdownAverage peak-to-trough decline | -13.61% | -26.82% | +13.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 12.54% | -3.49% |
Volatility
SBR vs. LMT - Volatility Comparison
The current volatility for Sabine Royalty Trust (SBR) is 3.95%, while Lockheed Martin Corporation (LMT) has a volatility of 12.24%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBR | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 12.24% | -8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 22.08% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 27.06% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.69% | 23.79% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.21% | 24.18% | +7.03% |
Dividends
SBR vs. LMT - Dividend Comparison
SBR's dividend yield for the trailing twelve months is around 6.64%, more than LMT's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.34% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
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% |
Financials
SBR vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between Sabine Royalty Trust and Lockheed Martin Corporation. 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 LMT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMT has higher volatility (12.24%) compared to SBR (3.95%). In terms of maximum drawdown, SBR dropped -56.40% vs LMT's -79.29%.
LMT currently has the higher Sharpe Ratio (1.57 vs 0.78), 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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