SJT vs. LOW
SJT (San Juan Basin Royalty Trust) and LOW (Lowe's Companies, Inc.) are both stocks. SJT operates in Oil & Gas E&P (Energy), while LOW operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, SJT returned -1.16%/yr vs 11.83%/yr for LOW. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
SJT vs. LOW - 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 LOW's -12.49% return. Over the past 10 years, SJT has underperformed LOW with an annualized return of -1.16%, while LOW has yielded a comparatively higher 11.83% 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%
LOW
- 1D
- -1.08%
- 1M
- -8.09%
- 6M
- -21.33%
- YTD
- -12.49%
- 1Y
- -6.33%
- 3Y*
- -1.71%
- 5Y*
- 3.51%
- 10Y*
- 11.83%
- ALL TIME*
- 15.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $697.98M | $655.53M | $672.08M | |
| $579.78K | $539.91K | $718.44K |
SJT vs. LOW - 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% |
LOW Lowe's Companies, Inc. | -12.49% | -0.33% | 13.01% | 14.03% | -21.49% | 63.34% | 36.40% | 32.23% | 1.22% | 33.29% |
Correlation
The correlation between SJT and LOW is -0.03, 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. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 1987 | 0.09 |
The correlation between SJT and LOW shifts across timeframes, from -0.03 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SJT:
$116.99M
LOW:
$116.57B
SJT:
-$0.01
LOW:
$11.86
SJT:
21.37K
LOW:
1.32
SJT:
$3.65K
LOW:
$88.43B
SJT:
$3.65K
LOW:
$29.89B
SJT:
-$2.45K
LOW:
$11.50B
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Return for Risk
SJT vs. LOW — Risk / Return Rank
SJT
LOW
SJT vs. LOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and Lowe's Companies, Inc. (LOW). 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 | LOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 0.99 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.18 | -0.76 |
| Martin ratioReturn relative to average drawdown | -2.12 | -0.34 | -1.78 |
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Drawdowns
SJT vs. LOW - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.82%, which is greater than LOW's maximum drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for SJT and LOW.
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Drawdown Indicators
| SJT | LOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.82% | -62.52% | -30.30% |
Max Drawdown (1Y)Largest decline over 1 year | -62.29% | -28.97% | -33.32% |
Max Drawdown (3Y)Largest decline over 3 years | -67.84% | -28.97% | -38.87% |
Max Drawdown (5Y)Largest decline over 5 years | -79.89% | -33.86% | -46.03% |
Max Drawdown (10Y)Largest decline over 10 years | -81.54% | -48.63% | -32.91% |
Current DrawdownCurrent decline from peak | -82.44% | -26.89% | -55.55% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -16.63% | -21.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.69% | 15.23% | +12.46% |
Volatility
SJT vs. LOW - Volatility Comparison
San Juan Basin Royalty Trust (SJT) has a higher volatility of 14.53% compared to Lowe's Companies, Inc. (LOW) at 9.51%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJT | LOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 9.51% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 29.16% | 21.44% | +7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.32% | 27.38% | +10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.36% | 26.63% | +21.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.59% | 29.34% | +20.25% |
Dividends
SJT vs. LOW - Dividend Comparison
SJT has not paid dividends to shareholders, while LOW's dividend yield for the trailing twelve months is around 2.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOW Lowe's Companies, Inc. | 2.33% | 1.95% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% |
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% |
Financials
SJT vs. LOW - Financials Comparison
This section allows you to compare key financial metrics between San Juan Basin Royalty Trust and Lowe's Companies, Inc.. 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
Frequently Asked Questions
SJT and LOW have a correlation of -0.03, 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 LOW (9.51%). In terms of maximum drawdown, SJT dropped -92.82% vs LOW's -62.52%.
LOW currently has the higher Sharpe Ratio (-0.19 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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