SBR vs. VIRT
SBR (Sabine Royalty Trust) and VIRT (Virtu Financial, Inc.) are both stocks. SBR operates in Oil & Gas E&P (Energy), while VIRT operates in Capital Markets (Financial Services). Over the past 10 years, SBR returned 16.34%/yr vs 18.05%/yr for VIRT. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
SBR vs. VIRT - 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 VIRT's 81.20% return. Over the past 10 years, SBR has underperformed VIRT with an annualized return of 16.34%, while VIRT has yielded a comparatively higher 18.05% 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%
VIRT
- 1D
- 0.12%
- 1M
- -2.15%
- 6M
- 62.47%
- YTD
- 81.20%
- 1Y
- 38.30%
- 3Y*
- 52.81%
- 5Y*
- 23.17%
- 10Y*
- 18.05%
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.30M | $2.17M | $2.74M | |
| $75.83M | $74.91M | $74.80M |
SBR vs. VIRT - 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% |
VIRT Virtu Financial, Inc. | 81.20% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
Correlation
The correlation between SBR and VIRT is 0.00, 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. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.05 |
Fundamentals
SBR:
$1.08B
VIRT:
$12.89B
SBR:
$5.69
VIRT:
$13.54
SBR:
12.97
VIRT:
4.41
SBR:
0.78
VIRT:
0.17
SBR:
12.44
VIRT:
1.31
SBR:
$57.67M
VIRT:
$3.89B
SBR:
$58.05M
VIRT:
$1.64B
SBR:
$55.09M
VIRT:
$2.44B
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Return for Risk
SBR vs. VIRT — Risk / Return Rank
SBR
VIRT
SBR vs. VIRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) and Virtu Financial, Inc. (VIRT). 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 | VIRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.46 | -0.43 |
| Martin ratioReturn relative to average drawdown | 2.10 | 2.68 | -0.59 |
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Drawdowns
SBR vs. VIRT - Drawdown Comparison
The maximum SBR drawdown since its inception was -56.40%, roughly equal to the maximum VIRT drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for SBR and VIRT.
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Drawdown Indicators
| SBR | VIRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -56.17% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -27.30% | +8.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.54% | -27.83% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -54.52% | +19.96% |
Max Drawdown (10Y)Largest decline over 10 years | -50.71% | -56.17% | +5.46% |
Current DrawdownCurrent decline from peak | -5.64% | -10.60% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -13.61% | -25.46% | +11.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 14.83% | -5.78% |
Volatility
SBR vs. VIRT - Volatility Comparison
The current volatility for Sabine Royalty Trust (SBR) is 3.95%, while Virtu Financial, Inc. (VIRT) has a volatility of 14.15%. This indicates that SBR experiences smaller price fluctuations and is considered to be less risky than VIRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBR | VIRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 14.15% | -10.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 27.24% | -11.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 32.11% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.69% | 32.78% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.21% | 36.06% | -4.85% |
Dividends
SBR vs. VIRT - Dividend Comparison
SBR's dividend yield for the trailing twelve months is around 6.64%, more than VIRT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIRT Virtu Financial, Inc. | 1.61% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Financials
SBR vs. VIRT - Financials Comparison
This section allows you to compare key financial metrics between Sabine Royalty Trust and Virtu Financial, Inc.. 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 VIRT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (14.15%) compared to SBR (3.95%). In terms of maximum drawdown, SBR dropped -56.40% vs VIRT's -56.17%.
VIRT currently has the higher Sharpe Ratio (1.24 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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