PortfoliosLab logo
SCM vs. SBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCM and SBR is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SCM vs. SBR - Performance Comparison

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

200.00%220.00%240.00%260.00%280.00%300.00%NovemberDecember2025FebruaryMarchApril
234.84%
283.03%
SCM
SBR

Key characteristics

Sharpe Ratio

SCM:

0.18

SBR:

0.69

Sortino Ratio

SCM:

0.35

SBR:

1.07

Omega Ratio

SCM:

1.06

SBR:

1.14

Calmar Ratio

SCM:

0.15

SBR:

0.66

Martin Ratio

SCM:

0.63

SBR:

3.11

Ulcer Index

SCM:

5.68%

SBR:

5.07%

Daily Std Dev

SCM:

20.55%

SBR:

23.02%

Max Drawdown

SCM:

-66.06%

SBR:

-56.41%

Current Drawdown

SCM:

-13.58%

SBR:

-9.08%

Fundamentals

Market Cap

SCM:

$377.08M

SBR:

$978.71M

EPS

SCM:

$1.79

SBR:

$5.46

PE Ratio

SCM:

7.41

SBR:

12.29

PEG Ratio

SCM:

0.00

SBR:

0.00

PS Ratio

SCM:

3.60

SBR:

11.21

PB Ratio

SCM:

1.02

SBR:

112.41

Total Revenue (TTM)

SCM:

$65.65M

SBR:

$61.99M

Gross Profit (TTM)

SCM:

$26.50T

SBR:

$61.99M

EBITDA (TTM)

SCM:

$10.26T

SBR:

$59.27M

Returns By Period

In the year-to-date period, SCM achieves a -0.91% return, which is significantly lower than SBR's 6.28% return. Over the past 10 years, SCM has underperformed SBR with an annualized return of 12.23%, while SBR has yielded a comparatively higher 14.13% annualized return.


SCM

YTD

-0.91%

1M

-6.00%

6M

-1.45%

1Y

5.14%

5Y*

25.34%

10Y*

12.23%

SBR

YTD

6.28%

1M

0.97%

6M

14.27%

1Y

16.47%

5Y*

32.86%

10Y*

14.13%

*Annualized

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

SCM vs. SBR — Risk-Adjusted Performance Rank

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

SCM
The Risk-Adjusted Performance Rank of SCM is 5656
Overall Rank
The Sharpe Ratio Rank of SCM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6161
Martin Ratio Rank

SBR
The Risk-Adjusted Performance Rank of SBR is 7474
Overall Rank
The Sharpe Ratio Rank of SBR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SBR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SBR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SBR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SBR is 8080
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.

SCM vs. SBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) and Sabine Royalty Trust (SBR). 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.


The chart of Sharpe ratio for SCM, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.00
SCM: 0.18
SBR: 0.69
The chart of Sortino ratio for SCM, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
SCM: 0.35
SBR: 1.07
The chart of Omega ratio for SCM, currently valued at 1.06, compared to the broader market0.501.001.502.00
SCM: 1.06
SBR: 1.14
The chart of Calmar ratio for SCM, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
SCM: 0.15
SBR: 0.66
The chart of Martin ratio for SCM, currently valued at 0.63, compared to the broader market-5.000.005.0010.0015.0020.00
SCM: 0.63
SBR: 3.11

The current SCM Sharpe Ratio is 0.18, which is lower than the SBR Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SCM and SBR, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.18
0.69
SCM
SBR

Dividends

SCM vs. SBR - Dividend Comparison

SCM's dividend yield for the trailing twelve months is around 12.03%, more than SBR's 7.96% yield.


TTM20242023202220212020201920182017201620152014
SCM
Stellus Capital Investment Corporation
12.03%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%
SBR
Sabine Royalty Trust
7.96%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%

Drawdowns

SCM vs. SBR - Drawdown Comparison

The maximum SCM drawdown since its inception was -66.06%, which is greater than SBR's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for SCM and SBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.58%
-9.08%
SCM
SBR

Volatility

SCM vs. SBR - Volatility Comparison

Stellus Capital Investment Corporation (SCM) has a higher volatility of 14.38% compared to Sabine Royalty Trust (SBR) at 12.12%. This indicates that SCM's price experiences larger fluctuations and is considered to be riskier than SBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.38%
12.12%
SCM
SBR

Financials

SCM vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between Stellus Capital Investment Corporation and Sabine 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