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

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.

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SCM vs. SBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCM
Stellus Capital Investment Corporation
-25.00%3.74%20.35%8.71%10.60%30.12%-14.12%21.00%9.57%20.26%
SBR
Sabine Royalty Trust
11.26%14.04%4.06%-13.10%132.08%60.71%-24.24%15.77%-9.61%34.83%

Fundamentals

EPS

SCM:

$1.07

SBR:

$5.44

PE Ratio

SCM:

8.58

SBR:

13.86

PEG Ratio

SCM:

0.72

SBR:

0.37

PS Ratio

SCM:

3.77

SBR:

13.25

Total Revenue (TTM)

SCM:

$69.44M

SBR:

$82.92M

Gross Profit (TTM)

SCM:

$35.88M

SBR:

$82.92M

EBITDA (TTM)

SCM:

$32.47M

SBR:

$78.91M

Returns By Period

In the year-to-date period, SCM achieves a -25.00% return, which is significantly lower than SBR's 11.26% return. Over the past 10 years, SCM has underperformed SBR with an annualized return of 10.03%, while SBR has yielded a comparatively higher 19.10% annualized return.


SCM

1D
2.03%
1M
-6.93%
YTD
-25.00%
6M
-24.75%
1Y
-25.58%
3Y*
-2.31%
5Y*
4.02%
10Y*
10.03%

SBR

1D
-1.14%
1M
3.69%
YTD
11.26%
6M
-2.75%
1Y
19.33%
3Y*
10.16%
5Y*
30.75%
10Y*
19.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SCM vs. SBR — Risk / Return Rank

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

SCM
SCM Risk / Return Rank: 1010
Overall Rank
SCM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SCM Sortino Ratio Rank: 99
Sortino Ratio Rank
SCM Omega Ratio Rank: 1010
Omega Ratio Rank
SCM Calmar Ratio Rank: 1919
Calmar Ratio Rank
SCM Martin Ratio Rank: 55
Martin Ratio Rank

SBR
SBR Risk / Return Rank: 6464
Overall Rank
SBR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBR Sortino Ratio Rank: 6060
Sortino Ratio Rank
SBR Omega Ratio Rank: 6060
Omega Ratio Rank
SBR Calmar Ratio Rank: 6666
Calmar Ratio Rank
SBR Martin Ratio Rank: 6464
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.

SCM vs. SBR - Risk-Adjusted Trends 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.


SCMSBRDifference

Sharpe ratio

Return per unit of total volatility

-0.93

0.76

-1.69

Sortino ratio

Return per unit of downside risk

-1.18

1.12

-2.30

Omega ratio

Gain probability vs. loss probability

0.85

1.15

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.68

1.11

-1.79

Martin ratio

Return relative to average drawdown

-1.73

2.35

-4.08

SCM vs. SBR - Sharpe Ratio Comparison

The current SCM Sharpe Ratio is -0.93, which is lower than the SBR Sharpe Ratio of 0.76. 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.


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Sharpe Ratios by Period


SCMSBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.76

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.97

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.61

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.54

-0.32

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.


Dividends

SCM vs. SBR - Dividend Comparison

SCM's dividend yield for the trailing twelve months is around 16.72%, more than SBR's 6.46% yield.


TTM20252024202320222021202020192018201720162015
SCM
Stellus Capital Investment Corporation
16.72%12.62%11.62%12.45%8.14%8.29%10.57%9.55%10.50%10.35%11.27%14.10%
SBR
Sabine Royalty Trust
6.46%7.53%8.41%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%

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 -56.40%. Use the drawdown chart below to compare losses from any high point for SCM and SBR.


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Drawdown Indicators


SCMSBRDifference

Max Drawdown

Largest peak-to-trough decline

-66.06%

-56.40%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-38.26%

-18.54%

-19.72%

Max Drawdown (5Y)

Largest decline over 5 years

-38.26%

-34.56%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-66.06%

-50.71%

-15.35%

Current Drawdown

Current decline from peak

-33.90%

-5.90%

-28.00%

Average Drawdown

Average peak-to-trough decline

-9.37%

-13.68%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.16%

8.74%

+6.42%

Volatility

SCM vs. SBR - Volatility Comparison

Stellus Capital Investment Corporation (SCM) has a higher volatility of 14.36% compared to Sabine Royalty Trust (SBR) at 7.64%. 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.


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Volatility by Period


SCMSBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.36%

7.64%

+6.72%

Volatility (6M)

Calculated over the trailing 6-month period

21.14%

19.15%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.66%

25.48%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

31.85%

-9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.77%

31.36%

+5.41%

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


5.00M10.00M15.00M20.00M25.00M30.00M35.00M40.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
17.43M
25.52M
(SCM) Total Revenue
(SBR) Total Revenue
Values in USD except per share items

SCM vs. SBR - Profitability Comparison

The chart below illustrates the profitability comparison between Stellus Capital Investment Corporation and Sabine Royalty Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
48.7%
100.0%
Portfolio components
SCM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Stellus Capital Investment Corporation reported a gross profit of 8.48M and revenue of 17.43M. Therefore, the gross margin over that period was 48.7%.

SBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sabine Royalty Trust reported a gross profit of 25.52M and revenue of 25.52M. Therefore, the gross margin over that period was 100.0%.

SCM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Stellus Capital Investment Corporation reported an operating income of 7.21M and revenue of 17.43M, resulting in an operating margin of 41.4%.

SBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sabine Royalty Trust reported an operating income of 24.75M and revenue of 25.52M, resulting in an operating margin of 97.0%.

SCM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Stellus Capital Investment Corporation reported a net income of 6.69M and revenue of 17.43M, resulting in a net margin of 38.4%.

SBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sabine Royalty Trust reported a net income of 24.75M and revenue of 25.52M, resulting in a net margin of 97.0%.