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SJT vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.2

Performance

SJT vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in San Juan Basin Royalty Trust (SJT) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
-0.70%
391.07%
SJT
MOAT

Key characteristics

Sharpe Ratio

SJT:

0.83

MOAT:

0.03

Sortino Ratio

SJT:

1.58

MOAT:

0.18

Omega Ratio

SJT:

1.17

MOAT:

1.02

Calmar Ratio

SJT:

0.52

MOAT:

0.03

Martin Ratio

SJT:

3.13

MOAT:

0.11

Ulcer Index

SJT:

12.76%

MOAT:

5.46%

Daily Std Dev

SJT:

48.05%

MOAT:

18.18%

Max Drawdown

SJT:

-92.83%

MOAT:

-33.31%

Current Drawdown

SJT:

-57.58%

MOAT:

-12.64%

Returns By Period

In the year-to-date period, SJT achieves a 58.49% return, which is significantly higher than MOAT's -8.23% return. Over the past 10 years, SJT has underperformed MOAT with an annualized return of 2.08%, while MOAT has yielded a comparatively higher 12.00% annualized return.


SJT

YTD

58.49%

1M

9.57%

6M

45.22%

1Y

42.59%

5Y*

32.20%

10Y*

2.08%

MOAT

YTD

-8.23%

1M

-2.95%

6M

-9.60%

1Y

0.26%

5Y*

13.14%

10Y*

12.00%

*Annualized

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Risk-Adjusted Performance

SJT vs. MOAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SJT
The Risk-Adjusted Performance Rank of SJT is 7777
Overall Rank
The Sharpe Ratio Rank of SJT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SJT is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SJT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SJT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SJT is 8080
Martin Ratio Rank

MOAT
The Risk-Adjusted Performance Rank of MOAT is 2424
Overall Rank
The Sharpe Ratio Rank of MOAT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MOAT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MOAT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MOAT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of MOAT is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SJT, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
SJT: 0.83
MOAT: 0.03
The chart of Sortino ratio for SJT, currently valued at 1.58, compared to the broader market-6.00-4.00-2.000.002.004.00
SJT: 1.58
MOAT: 0.18
The chart of Omega ratio for SJT, currently valued at 1.17, compared to the broader market0.501.001.502.00
SJT: 1.17
MOAT: 1.02
The chart of Calmar ratio for SJT, currently valued at 0.54, compared to the broader market0.001.002.003.004.005.00
SJT: 0.54
MOAT: 0.03
The chart of Martin ratio for SJT, currently valued at 3.13, compared to the broader market-5.000.005.0010.0015.0020.00
SJT: 3.13
MOAT: 0.11

The current SJT Sharpe Ratio is 0.83, which is higher than the MOAT Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SJT and MOAT, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.83
0.03
SJT
MOAT

Dividends

SJT vs. MOAT - Dividend Comparison

SJT's dividend yield for the trailing twelve months is around 0.38%, less than MOAT's 1.49% yield.


TTM20242023202220212020201920182017201620152014
SJT
San Juan Basin Royalty Trust
0.38%2.89%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.49%1.37%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.97%
-12.64%
SJT
MOAT

Volatility

SJT vs. MOAT - Volatility Comparison

San Juan Basin Royalty Trust (SJT) has a higher volatility of 15.49% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 14.07%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.49%
14.07%
SJT
MOAT