SJT vs. DGRW
Compare and contrast key facts about San Juan Basin Royalty Trust (SJT) and WisdomTree U.S. Dividend Growth Fund (DGRW).
DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJT or DGRW.
Key characteristics
| SJT | DGRW | |
|---|---|---|
| YTD Return | -33.39% | 13.33% |
| 1Y Return | -48.06% | 21.69% |
| 3Y Return (Ann) | 2.15% | 10.49% |
| 5Y Return (Ann) | 19.64% | 14.26% |
| 10Y Return (Ann) | -8.83% | 12.70% |
| Sharpe Ratio | -1.22 | 1.93 |
| Daily Std Dev | 39.07% | 11.02% |
| Max Drawdown | -92.83% | -32.04% |
| Current Drawdown | -76.87% | -3.75% |
Correlation
The correlation between SJT and DGRW is 0.19, 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
SJT vs. DGRW - Performance Comparison
In the year-to-date period, SJT achieves a -33.39% return, which is significantly lower than DGRW's 13.33% return. Over the past 10 years, SJT has underperformed DGRW with an annualized return of -8.83%, while DGRW has yielded a comparatively higher 12.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SJT vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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
SJT vs. DGRW - Dividend Comparison
SJT's dividend yield for the trailing twelve months is around 7.32%, more than DGRW's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | 7.32% | 21.81% | 14.58% | 12.67% | 5.96% | 6.83% | 8.04% | 10.19% | 4.51% | 8.81% | 9.01% | 4.68% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.59% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
Drawdowns
SJT vs. DGRW - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.83%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SJT and DGRW. For additional features, visit the drawdowns tool.
Volatility
SJT vs. DGRW - Volatility Comparison
San Juan Basin Royalty Trust (SJT) has a higher volatility of 11.89% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.17%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.