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SBR vs. SJT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SBR vs. SJT - Performance Comparison

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

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SBR vs. SJT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBR
Sabine Royalty Trust
8.14%14.04%4.06%-13.10%132.08%60.71%-24.24%15.77%-9.61%34.83%
SJT
San Juan Basin Royalty Trust
-17.44%46.74%-22.92%-50.02%120.63%163.80%11.80%-45.15%-38.19%39.22%

Fundamentals

EPS

SBR:

$5.44

SJT:

-$0.01

PS Ratio

SBR:

12.88

SJT:

18.19K

Total Revenue (TTM)

SBR:

$82.92M

SJT:

$11.89K

Gross Profit (TTM)

SBR:

$82.92M

SJT:

$11.89K

EBITDA (TTM)

SBR:

$78.91M

SJT:

-$10.69K

Returns By Period

In the year-to-date period, SBR achieves a 8.14% return, which is significantly higher than SJT's -17.44% return. Over the past 10 years, SBR has outperformed SJT with an annualized return of 18.76%, while SJT has yielded a comparatively lower 6.88% annualized return.


SBR

1D
-2.80%
1M
-0.05%
YTD
8.14%
6M
-5.50%
1Y
14.18%
3Y*
9.12%
5Y*
30.01%
10Y*
18.76%

SJT

1D
-3.53%
1M
-9.73%
YTD
-17.44%
6M
-26.70%
1Y
-17.14%
3Y*
-22.18%
5Y*
11.09%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SBR vs. SJT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBR
SBR Risk / Return Rank: 5656
Overall Rank
SBR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SBR Sortino Ratio Rank: 5151
Sortino Ratio Rank
SBR Omega Ratio Rank: 5252
Omega Ratio Rank
SBR Calmar Ratio Rank: 6060
Calmar Ratio Rank
SBR Martin Ratio Rank: 5959
Martin Ratio Rank

SJT
SJT Risk / Return Rank: 2323
Overall Rank
SJT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SJT Sortino Ratio Rank: 2020
Sortino Ratio Rank
SJT Omega Ratio Rank: 2121
Omega Ratio Rank
SJT Calmar Ratio Rank: 2525
Calmar Ratio Rank
SJT Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBR vs. SJT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and San Juan Basin Royalty Trust (SJT). 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.


SBRSJTDifference

Sharpe ratio

Return per unit of total volatility

0.56

-0.45

+1.00

Sortino ratio

Return per unit of downside risk

0.87

-0.41

+1.29

Omega ratio

Gain probability vs. loss probability

1.12

0.95

+0.17

Calmar ratio

Return relative to maximum drawdown

0.86

-0.47

+1.33

Martin ratio

Return relative to average drawdown

1.83

-0.93

+2.75

SBR vs. SJT - Sharpe Ratio Comparison

The current SBR Sharpe Ratio is 0.56, which is higher than the SJT Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of SBR and SJT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBRSJTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.45

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.23

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.14

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.16

+0.37

Correlation

The correlation between SBR and SJT is 0.27, 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.


Dividends

SBR vs. SJT - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 6.65%, while SJT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SBR
Sabine Royalty Trust
6.65%7.53%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%
SJT
San Juan Basin Royalty Trust
0.00%0.00%2.89%21.81%14.58%12.67%5.96%6.85%8.03%10.19%5.05%8.81%

Drawdowns

SBR vs. SJT - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.40%, smaller than the maximum SJT drawdown of -92.82%. Use the drawdown chart below to compare losses from any high point for SBR and SJT.


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Drawdown Indicators


SBRSJTDifference

Max Drawdown

Largest peak-to-trough decline

-56.40%

-92.82%

+36.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-34.09%

+15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-73.47%

+38.91%

Max Drawdown (10Y)

Largest decline over 10 years

-50.71%

-81.54%

+30.83%

Current Drawdown

Current decline from peak

-8.54%

-67.53%

+58.99%

Average Drawdown

Average peak-to-trough decline

-13.68%

-37.49%

+23.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

17.38%

-8.63%

Volatility

SBR vs. SJT - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 7.77%, while San Juan Basin Royalty Trust (SJT) has a volatility of 10.39%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than SJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBRSJTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

10.39%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

26.17%

-6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

25.62%

38.66%

-13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.86%

48.60%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.36%

49.45%

-18.09%

Financials

SBR vs. SJT - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust and San Juan Basin 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


0.0010.00M20.00M30.00M40.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
25.52M
279.00
(SBR) Total Revenue
(SJT) Total Revenue
Values in USD except per share items