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

Correlation

The correlation between SJT and SBR is 0.27, 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.


-0.50.00.51.00.3

Performance

SJT vs. SBR - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
747.04%
13,765.26%
SJT
SBR

Key characteristics

Sharpe Ratio

SJT:

-0.67

SBR:

0.06

Sortino Ratio

SJT:

-0.81

SBR:

0.22

Omega Ratio

SJT:

0.91

SBR:

1.03

Calmar Ratio

SJT:

-0.37

SBR:

0.04

Martin Ratio

SJT:

-1.11

SBR:

0.18

Ulcer Index

SJT:

25.60%

SBR:

6.76%

Daily Std Dev

SJT:

42.37%

SBR:

21.66%

Max Drawdown

SJT:

-92.83%

SBR:

-56.41%

Current Drawdown

SJT:

-73.37%

SBR:

-18.22%

Fundamentals

Market Cap

SJT:

$190.16M

SBR:

$917.18M

EPS

SJT:

$0.19

SBR:

$6.49

PE Ratio

SJT:

21.47

SBR:

9.69

PEG Ratio

SJT:

0.00

SBR:

0.00

Total Revenue (TTM)

SJT:

$10.98M

SBR:

$97.83M

Gross Profit (TTM)

SJT:

$4.58M

SBR:

$97.83M

EBITDA (TTM)

SJT:

$5.22M

SBR:

$94.30M

Returns By Period

In the year-to-date period, SJT achieves a -23.32% return, which is significantly lower than SBR's -0.54% return. Over the past 10 years, SJT has underperformed SBR with an annualized return of -4.83%, while SBR has yielded a comparatively higher 13.84% annualized return.


SJT

YTD

-23.32%

1M

-0.00%

6M

-0.26%

1Y

-25.48%

5Y*

20.14%

10Y*

-4.83%

SBR

YTD

-0.54%

1M

0.22%

6M

1.56%

1Y

-0.32%

5Y*

20.04%

10Y*

13.84%

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Risk-Adjusted Performance

SJT vs. SBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and Sabine Royalty Trust (SBR). 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 -0.67, compared to the broader market-4.00-2.000.002.00-0.670.06
The chart of Sortino ratio for SJT, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.810.22
The chart of Omega ratio for SJT, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.03
The chart of Calmar ratio for SJT, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.370.04
The chart of Martin ratio for SJT, currently valued at -1.11, compared to the broader market0.0010.0020.00-1.110.18
SJT
SBR

The current SJT Sharpe Ratio is -0.67, which is lower than the SBR Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SJT and SBR, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.67
0.06
SJT
SBR

Dividends

SJT vs. SBR - Dividend Comparison

SJT's dividend yield for the trailing twelve months is around 3.23%, less than SBR's 8.80% yield.


TTM20232022202120202019201820172016201520142013
SJT
San Juan Basin Royalty Trust
3.23%21.81%14.58%12.67%5.96%6.83%8.04%10.19%4.51%8.81%9.01%4.68%
SBR
Sabine Royalty Trust
8.80%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%7.75%

Drawdowns

SJT vs. SBR - Drawdown Comparison

The maximum SJT drawdown since its inception was -92.83%, which is greater than SBR's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for SJT and SBR. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-73.37%
-18.22%
SJT
SBR

Volatility

SJT vs. SBR - Volatility Comparison

San Juan Basin Royalty Trust (SJT) has a higher volatility of 16.56% compared to Sabine Royalty Trust (SBR) at 6.75%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than SBR 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
16.56%
6.75%
SJT
SBR

Financials

SJT vs. SBR - Financials Comparison

This section allows you to compare key financial metrics between San Juan Basin Royalty Trust and Sabine Royalty Trust. 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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