SJT vs. SPY
Compare and contrast key facts about San Juan Basin Royalty Trust (SJT) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJT or SPY.
Correlation
The correlation between SJT and SPY 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.
Performance
SJT vs. SPY - Performance Comparison
Key characteristics
SJT:
0.83
SPY:
0.51
SJT:
1.58
SPY:
0.86
SJT:
1.17
SPY:
1.13
SJT:
0.52
SPY:
0.55
SJT:
3.13
SPY:
2.26
SJT:
12.76%
SPY:
4.55%
SJT:
48.05%
SPY:
20.08%
SJT:
-92.83%
SPY:
-55.19%
SJT:
-57.58%
SPY:
-9.89%
Returns By Period
In the year-to-date period, SJT achieves a 58.49% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SJT has underperformed SPY with an annualized return of 2.08%, while SPY has yielded a comparatively higher 12.16% annualized return.
SJT
58.49%
9.57%
45.22%
42.59%
32.20%
2.08%
SPY
-5.76%
-0.90%
-4.30%
9.72%
15.76%
12.16%
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Risk-Adjusted Performance
SJT vs. SPY — Risk-Adjusted Performance Rank
SJT
SPY
SJT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
SJT's dividend yield for the trailing twelve months is around 0.38%, less than SPY's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SJT vs. SPY - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.83%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SJT and SPY. For additional features, visit the drawdowns tool.
Volatility
SJT vs. SPY - Volatility Comparison
San Juan Basin Royalty Trust (SJT) and SPDR S&P 500 ETF (SPY) have volatilities of 15.49% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.