SJT vs. DGRW

In the year-to-date period, SJT achieves a 30.29% return, which is significantly higher than DGRW's -9.44% return. Over the past 10 years, SJT has underperformed DGRW with an annualized return of -0.68%, while DGRW has yielded a comparatively higher 11.13% annualized return.

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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.

The current SJT Sharpe Ratio is -0.13, which is comparable to the DGRW Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SJT and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SJT's dividend yield for the trailing twelve months is around 0.46%, less than DGRW's 1.73% yield.

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.

San Juan Basin Royalty Trust (SJT) has a higher volatility of 12.52% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 7.89%. 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.