SJT vs. MOAT
Compare and contrast key facts about San Juan Basin Royalty Trust (SJT) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJT or MOAT.
Performance
SJT vs. MOAT - Performance Comparison
Returns By Period
In the year-to-date period, SJT achieves a -22.92% return, which is significantly lower than MOAT's 12.35% return. Over the past 10 years, SJT has underperformed MOAT with an annualized return of -7.17%, while MOAT has yielded a comparatively higher 12.96% annualized return.
SJT
-22.92%
-2.54%
-11.55%
-42.89%
21.54%
-7.17%
MOAT
12.35%
-1.70%
6.66%
23.80%
13.48%
12.96%
Key characteristics
| SJT | MOAT | |
|---|---|---|
| Sharpe Ratio | -1.07 | 2.01 |
| Sortino Ratio | -1.62 | 2.75 |
| Omega Ratio | 0.83 | 1.36 |
| Calmar Ratio | -0.56 | 3.54 |
| Martin Ratio | -1.16 | 10.39 |
| Ulcer Index | 37.40% | 2.28% |
| Daily Std Dev | 40.72% | 11.81% |
| Max Drawdown | -92.83% | -33.31% |
| Current Drawdown | -73.23% | -2.69% |
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Correlation
The correlation between SJT and MOAT is 0.22, 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.
Risk-Adjusted Performance
SJT vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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. MOAT - Dividend Comparison
SJT's dividend yield for the trailing twelve months is around 3.65%, more than MOAT's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | 3.65% | 21.81% | 14.58% | 12.67% | 5.96% | 6.83% | 8.04% | 10.19% | 4.51% | 8.81% | 9.01% | 4.68% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
SJT vs. MOAT - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.83%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SJT and MOAT. For additional features, visit the drawdowns tool.
Volatility
SJT vs. MOAT - Volatility Comparison
San Juan Basin Royalty Trust (SJT) has a higher volatility of 11.47% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 3.30%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.