PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBR vs. SJT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.26%
0
SBR
SJT

Key characteristics

Sharpe Ratio

SBR:

0.06

SJT:

-0.67

Sortino Ratio

SBR:

0.22

SJT:

-0.81

Omega Ratio

SBR:

1.03

SJT:

0.91

Calmar Ratio

SBR:

0.04

SJT:

-0.37

Martin Ratio

SBR:

0.18

SJT:

-1.11

Ulcer Index

SBR:

6.76%

SJT:

25.60%

Daily Std Dev

SBR:

21.66%

SJT:

42.37%

Max Drawdown

SBR:

-56.41%

SJT:

-92.83%

Current Drawdown

SBR:

-18.22%

SJT:

-73.37%

Fundamentals

Market Cap

SBR:

$917.18M

SJT:

$190.16M

EPS

SBR:

$6.49

SJT:

$0.19

PE Ratio

SBR:

9.69

SJT:

21.47

PEG Ratio

SBR:

0.00

SJT:

0.00

Total Revenue (TTM)

SBR:

$97.83M

SJT:

$10.98M

Gross Profit (TTM)

SBR:

$97.83M

SJT:

$4.58M

EBITDA (TTM)

SBR:

$94.30M

SJT:

$5.22M

Returns By Period

In the year-to-date period, SBR achieves a -0.54% return, which is significantly higher than SJT's -23.32% return. Over the past 10 years, SBR has outperformed SJT with an annualized return of 13.84%, while SJT has yielded a comparatively lower -4.83% annualized return.


SBR

YTD

-0.54%

1M

0.22%

6M

1.56%

1Y

-0.32%

5Y*

20.04%

10Y*

13.84%

SJT

YTD

-23.32%

1M

-0.00%

6M

-0.26%

1Y

-25.48%

5Y*

20.14%

10Y*

-4.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SBR vs. SJT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SBR, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06-0.67
The chart of Sortino ratio for SBR, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22-0.81
The chart of Omega ratio for SBR, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.91
The chart of Calmar ratio for SBR, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.37
The chart of Martin ratio for SBR, currently valued at 0.18, compared to the broader market0.0010.0020.000.18-1.11
SBR
SJT

The current SBR Sharpe Ratio is 0.06, which is higher than the SJT Sharpe Ratio of -0.67. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.06
-0.67
SBR
SJT

Dividends

SBR vs. SJT - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 8.80%, more than SJT's 3.23% yield.


TTM20232022202120202019201820172016201520142013
SBR
Sabine Royalty Trust
8.80%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%7.75%
SJT
San Juan Basin Royalty Trust
3.23%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%4.68%

Drawdowns

SBR vs. SJT - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum SJT drawdown of -92.83%. Use the drawdown chart below to compare losses from any high point for SBR and SJT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.22%
-73.37%
SBR
SJT

Volatility

SBR vs. SJT - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 6.75%, while San Juan Basin Royalty Trust (SJT) has a volatility of 16.56%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.75%
16.56%
SBR
SJT

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab