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 0.21, 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:
0.17
SPY:
1.88
SJT:
0.62
SPY:
2.53
SJT:
1.07
SPY:
1.35
SJT:
0.10
SPY:
2.83
SJT:
0.29
SPY:
11.74
SJT:
27.21%
SPY:
2.02%
SJT:
46.36%
SPY:
12.64%
SJT:
-92.83%
SPY:
-55.19%
SJT:
-63.80%
SPY:
-0.42%
Returns By Period
In the year-to-date period, SJT achieves a 35.25% return, which is significantly higher than SPY's 4.15% return. Over the past 10 years, SJT has underperformed SPY with an annualized return of -2.88%, while SPY has yielded a comparatively higher 13.18% annualized return.
SJT
35.25%
19.63%
50.58%
2.69%
26.96%
-2.88%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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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 1.82%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | 1.82% | 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 | 1.16% | 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) has a higher volatility of 19.17% compared to SPDR S&P 500 ETF (SPY) at 2.93%. 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.