SCM vs. SBR
Compare and contrast key facts about Stellus Capital Investment Corporation (SCM) and Sabine Royalty Trust (SBR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCM or SBR.
Key characteristics
| SCM | SBR | |
|---|---|---|
| YTD Return | 17.76% | -1.06% |
| 1Y Return | 21.92% | 11.39% |
| 3Y Return (Ann) | 10.38% | 24.16% |
| 5Y Return (Ann) | 10.83% | 19.93% |
| 10Y Return (Ann) | 11.05% | 10.60% |
| Sharpe Ratio | 1.74 | 0.65 |
| Sortino Ratio | 2.47 | 1.05 |
| Omega Ratio | 1.31 | 1.13 |
| Calmar Ratio | 1.70 | 0.53 |
| Martin Ratio | 10.17 | 2.16 |
| Ulcer Index | 2.30% | 6.94% |
| Daily Std Dev | 13.47% | 23.12% |
| Max Drawdown | -66.06% | -56.41% |
| Current Drawdown | -3.28% | -18.64% |
Fundamentals
| SCM | SBR | |
|---|---|---|
| Market Cap | $371.50M | $910.48M |
| EPS | $1.28 | $6.12 |
| PE Ratio | 10.73 | 10.20 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $26.50T | $78.04M |
| Gross Profit (TTM) | $26.50T | $78.04M |
| EBITDA (TTM) | $10.26T | $75.56M |
Correlation
The correlation between SCM and SBR is 0.18, 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.
Performance
SCM vs. SBR - Performance Comparison
In the year-to-date period, SCM achieves a 17.76% return, which is significantly higher than SBR's -1.06% return. Both investments have delivered pretty close results over the past 10 years, with SCM having a 11.05% annualized return and SBR not far behind at 10.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 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.
Dividends
SCM vs. SBR - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 11.63%, more than SBR's 10.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 11.63% | 12.42% | 11.63% | 8.27% | 10.56% | 9.51% | 10.47% | 10.32% | 11.24% | 14.07% | 12.06% | 9.06% |
SBR Sabine Royalty Trust | 10.39% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% | 11.45% | 7.75% |
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.
Volatility
SCM vs. SBR - Volatility Comparison
Stellus Capital Investment Corporation (SCM) and Sabine Royalty Trust (SBR) have volatilities of 4.11% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities