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:
-0.57
SPY:
2.17
SJT:
-0.63
SPY:
2.88
SJT:
0.93
SPY:
1.41
SJT:
-0.31
SPY:
3.19
SJT:
-0.93
SPY:
14.10
SJT:
25.75%
SPY:
1.90%
SJT:
42.28%
SPY:
12.39%
SJT:
-92.83%
SPY:
-55.19%
SJT:
-73.06%
SPY:
-3.19%
Returns By Period
In the year-to-date period, SJT achieves a -22.42% return, which is significantly lower than SPY's 24.97% return. Over the past 10 years, SJT has underperformed SPY with an annualized return of -4.60%, while SPY has yielded a comparatively higher 12.92% annualized return.
SJT
-22.42%
2.25%
1.18%
-24.02%
20.39%
-4.60%
SPY
24.97%
-0.32%
8.25%
26.85%
14.57%
12.92%
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Risk-Adjusted Performance
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 3.19%, more than SPY's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | 3.19% | 21.81% | 14.58% | 12.67% | 5.96% | 6.83% | 8.04% | 10.19% | 4.51% | 8.81% | 9.01% | 4.68% |
SPY SPDR S&P 500 ETF | 0.87% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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) has a higher volatility of 16.66% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.