SJT vs. DGRW
SJT (San Juan Basin Royalty Trust) is a stock, while DGRW (WisdomTree U.S. Quality Dividend Growth Fund) is Quality Factor fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Over the past 10 years, SJT returned -1.16%/yr vs 13.71%/yr for DGRW. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
SJT vs. DGRW - Performance Comparison
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Returns By Period
In the year-to-date period, SJT achieves a -55.34% return, which is significantly lower than DGRW's 8.57% return. Over the past 10 years, SJT has underperformed DGRW with an annualized return of -1.16%, while DGRW has yielded a comparatively higher 13.71% annualized return.
SJT
- 1D
- -2.33%
- 1M
- -19.29%
- 6M
- -58.51%
- YTD
- -55.34%
- 1Y
- -57.02%
- 3Y*
- -31.38%
- 5Y*
- -6.87%
- 10Y*
- -1.16%
- ALL TIME*
- 4.72%
DGRW
- 1D
- 0.49%
- 1M
- 0.69%
- 6M
- 6.01%
- YTD
- 8.57%
- 1Y
- 16.02%
- 3Y*
- 13.97%
- 5Y*
- 11.41%
- 10Y*
- 13.71%
- ALL TIME*
- 12.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.03M | $48.50M | $56.54M | |
| $579.78K | $539.91K | $718.44K |
SJT vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | -55.34% | 46.74% | -22.92% | -50.02% | 120.63% | 163.80% | 11.80% | -45.15% | -38.19% | 39.22% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 8.57% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
Correlation
The correlation between SJT and DGRW is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.17 |
The correlation between SJT and DGRW shifts across timeframes, from -0.01 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SJT vs. DGRW — Risk / Return Rank
SJT
DGRW
SJT vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and WisdomTree U.S. Quality 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SJT | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -4.67 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.26 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 1.79 | -2.74 |
| Martin ratioReturn relative to average drawdown | -2.12 | 7.25 | -9.36 |
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Drawdowns
SJT vs. DGRW - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.82%, 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.
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Drawdown Indicators
| SJT | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.82% | -32.04% | -60.78% |
Max Drawdown (1Y)Largest decline over 1 year | -62.29% | -8.30% | -53.99% |
Max Drawdown (3Y)Largest decline over 3 years | -67.84% | -16.21% | -51.63% |
Max Drawdown (5Y)Largest decline over 5 years | -79.89% | -17.27% | -62.62% |
Max Drawdown (10Y)Largest decline over 10 years | -81.54% | -32.04% | -49.50% |
Current DrawdownCurrent decline from peak | -82.44% | -1.31% | -81.13% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -3.00% | -34.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.69% | 2.05% | +25.64% |
Volatility
SJT vs. DGRW - Volatility Comparison
San Juan Basin Royalty Trust (SJT) has a higher volatility of 14.53% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. 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.
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Volatility by Period
| SJT | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 2.92% | +11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 29.16% | 8.33% | +20.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.32% | 10.44% | +27.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.36% | 14.01% | +34.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.59% | 16.18% | +33.41% |
Dividends
SJT vs. DGRW - Dividend Comparison
SJT has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
SJT San Juan Basin Royalty Trust | 0.00% | 0.00% | 2.89% | 21.81% | 14.58% | 12.67% | 5.96% | 6.85% | 8.03% | 10.19% | 5.05% | 8.81% |
Frequently Asked Questions
SJT and DGRW have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJT has higher volatility (14.53%) compared to DGRW (2.92%). In terms of maximum drawdown, SJT dropped -92.82% vs DGRW's -32.04%.
DGRW currently has the higher Sharpe Ratio (1.43 vs -1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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