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SJT vs. LOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SJT and LOW is 0.09, 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.


-0.50.00.51.00.1

Performance

SJT vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in San Juan Basin Royalty Trust (SJT) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
795.66%
72,973.75%
SJT
LOW

Key characteristics

Sharpe Ratio

SJT:

-0.56

LOW:

0.62

Sortino Ratio

SJT:

-0.60

LOW:

1.01

Omega Ratio

SJT:

0.93

LOW:

1.12

Calmar Ratio

SJT:

-0.30

LOW:

0.77

Martin Ratio

SJT:

-0.91

LOW:

1.69

Ulcer Index

SJT:

25.75%

LOW:

8.09%

Daily Std Dev

SJT:

42.27%

LOW:

22.07%

Max Drawdown

SJT:

-92.83%

LOW:

-62.28%

Current Drawdown

SJT:

-72.88%

LOW:

-12.42%

Fundamentals

Market Cap

SJT:

$190.16M

LOW:

$145.54B

EPS

SJT:

$0.19

LOW:

$12.02

PE Ratio

SJT:

21.47

LOW:

21.44

PEG Ratio

SJT:

0.00

LOW:

3.93

Total Revenue (TTM)

SJT:

$10.98M

LOW:

$83.72B

Gross Profit (TTM)

SJT:

$4.58M

LOW:

$26.94B

EBITDA (TTM)

SJT:

$5.22M

LOW:

$12.36B

Returns By Period

In the year-to-date period, SJT achieves a -21.91% return, which is significantly lower than LOW's 13.43% return. Over the past 10 years, SJT has underperformed LOW with an annualized return of -4.63%, while LOW has yielded a comparatively higher 15.90% annualized return.


SJT

YTD

-21.91%

1M

-3.96%

6M

2.65%

1Y

-23.82%

5Y*

22.25%

10Y*

-4.63%

LOW

YTD

13.43%

1M

-5.82%

6M

9.36%

1Y

12.92%

5Y*

17.78%

10Y*

15.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SJT vs. LOW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SJT, currently valued at -0.56, compared to the broader market-4.00-2.000.002.00-0.560.62
The chart of Sortino ratio for SJT, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.601.01
The chart of Omega ratio for SJT, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.12
The chart of Calmar ratio for SJT, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.77
The chart of Martin ratio for SJT, currently valued at -0.91, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.911.69
SJT
LOW

The current SJT Sharpe Ratio is -0.56, which is lower than the LOW Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SJT and LOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.56
0.62
SJT
LOW

Dividends

SJT vs. LOW - Dividend Comparison

SJT's dividend yield for the trailing twelve months is around 3.17%, more than LOW's 1.82% yield.


TTM20232022202120202019201820172016201520142013
SJT
San Juan Basin Royalty Trust
3.17%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%4.68%
LOW
Lowe's Companies, Inc.
1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

SJT vs. LOW - Drawdown Comparison

The maximum SJT drawdown since its inception was -92.83%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for SJT and LOW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.88%
-12.42%
SJT
LOW

Volatility

SJT vs. LOW - Volatility Comparison

San Juan Basin Royalty Trust (SJT) has a higher volatility of 16.63% compared to Lowe's Companies, Inc. (LOW) at 6.64%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
16.63%
6.64%
SJT
LOW

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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