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

Correlation

The correlation between SBR and PRT is 0.28, 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. PRT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.18%
7.60%
SBR
PRT

Key characteristics

Sharpe Ratio

SBR:

0.48

PRT:

-0.11

Sortino Ratio

SBR:

0.80

PRT:

0.06

Omega Ratio

SBR:

1.10

PRT:

1.01

Calmar Ratio

SBR:

0.37

PRT:

-0.05

Martin Ratio

SBR:

1.94

PRT:

-0.28

Ulcer Index

SBR:

5.39%

PRT:

11.76%

Daily Std Dev

SBR:

21.96%

PRT:

30.65%

Max Drawdown

SBR:

-56.41%

PRT:

-91.42%

Current Drawdown

SBR:

-11.95%

PRT:

-54.83%

Fundamentals

Market Cap

SBR:

$972.44M

PRT:

$49.15M

EPS

SBR:

$6.49

PRT:

$0.41

PE Ratio

SBR:

10.28

PRT:

9.85

Total Revenue (TTM)

SBR:

$63.48M

PRT:

$4.55M

Gross Profit (TTM)

SBR:

$63.48M

PRT:

$4.55M

EBITDA (TTM)

SBR:

$60.75M

PRT:

$4.05M

Returns By Period

In the year-to-date period, SBR achieves a 2.92% return, which is significantly lower than PRT's 14.77% return.


SBR

YTD

2.92%

1M

5.86%

6M

7.17%

1Y

13.47%

5Y*

20.90%

10Y*

14.18%

PRT

YTD

14.77%

1M

12.32%

6M

7.61%

1Y

-3.39%

5Y*

0.67%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SBR vs. PRT — 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 6262
Overall Rank
The Sharpe Ratio Rank of SBR is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 6868
Martin Ratio Rank

PRT
The Risk-Adjusted Performance Rank of PRT is 4040
Overall Rank
The Sharpe Ratio Rank of PRT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PRT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of PRT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PRT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PRT is 4343
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. PRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and PermRock Royalty Trust (PRT). 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 0.48, compared to the broader market-2.000.002.000.48-0.11
The chart of Sortino ratio for SBR, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.800.06
The chart of Omega ratio for SBR, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.01
The chart of Calmar ratio for SBR, currently valued at 0.37, compared to the broader market0.002.004.006.000.37-0.05
The chart of Martin ratio for SBR, currently valued at 1.94, compared to the broader market-30.00-20.00-10.000.0010.0020.001.94-0.28
SBR
PRT

The current SBR Sharpe Ratio is 0.48, which is higher than the PRT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SBR and PRT, 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 Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.48
-0.11
SBR
PRT

Dividends

SBR vs. PRT - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 7.52%, less than PRT's 10.50% yield.


TTM20242023202220212020201920182017201620152014
SBR
Sabine Royalty Trust
7.52%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%
PRT
PermRock Royalty Trust
10.50%12.05%11.65%13.11%8.67%5.98%13.51%21.66%0.00%0.00%0.00%0.00%

Drawdowns

SBR vs. PRT - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum PRT drawdown of -91.42%. Use the drawdown chart below to compare losses from any high point for SBR and PRT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-11.95%
-54.83%
SBR
PRT

Volatility

SBR vs. PRT - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 7.77%, while PermRock Royalty Trust (PRT) has a volatility of 14.01%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than PRT 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%AugustSeptemberOctoberNovemberDecember2025
7.77%
14.01%
SBR
PRT

Financials

SBR vs. PRT - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust and PermRock Royalty Trust. 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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