SJT vs. UAN
Compare and contrast key facts about San Juan Basin Royalty Trust (SJT) and CVR Partners, LP (UAN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJT or UAN.
Key characteristics
| SJT | UAN | |
|---|---|---|
| YTD Return | -19.30% | 19.12% |
| 1Y Return | -46.00% | -4.76% |
| 3Y Return (Ann) | 2.99% | 16.56% |
| 5Y Return (Ann) | 20.36% | 30.74% |
| 10Y Return (Ann) | -6.14% | 3.84% |
| Sharpe Ratio | -1.13 | -0.14 |
| Sortino Ratio | -1.73 | 0.03 |
| Omega Ratio | 0.81 | 1.00 |
| Calmar Ratio | -0.59 | -0.09 |
| Martin Ratio | -1.19 | -0.33 |
| Ulcer Index | 38.34% | 13.58% |
| Daily Std Dev | 40.44% | 32.66% |
| Max Drawdown | -92.83% | -96.77% |
| Current Drawdown | -71.97% | -33.30% |
Fundamentals
| SJT | UAN | |
|---|---|---|
| Market Cap | $186.90M | $765.03M |
| EPS | $0.28 | $4.84 |
| PE Ratio | 14.32 | 14.95 |
| PEG Ratio | 0.00 | -1.30 |
| Total Revenue (TTM) | $10.98M | $402.19M |
| Gross Profit (TTM) | $4.58M | $91.70M |
| EBITDA (TTM) | $5.23M | $131.00M |
Correlation
The correlation between SJT and UAN is 0.19, 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. UAN - Performance Comparison
In the year-to-date period, SJT achieves a -19.30% return, which is significantly lower than UAN's 19.12% return. Over the past 10 years, SJT has underperformed UAN with an annualized return of -6.14%, while UAN has yielded a comparatively higher 3.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SJT vs. UAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for San Juan Basin Royalty Trust (SJT) and CVR Partners, LP (UAN). 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. UAN - Dividend Comparison
SJT's dividend yield for the trailing twelve months is around 4.70%, less than UAN's 9.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJT San Juan Basin Royalty Trust | 4.70% | 21.81% | 14.58% | 12.67% | 5.96% | 6.83% | 8.04% | 10.19% | 4.51% | 8.81% | 9.01% | 4.68% |
UAN CVR Partners, LP | 9.74% | 40.64% | 19.21% | 5.62% | 0.00% | 12.90% | 0.00% | 0.61% | 11.81% | 15.61% | 14.48% | 10.60% |
Drawdowns
SJT vs. UAN - Drawdown Comparison
The maximum SJT drawdown since its inception was -92.83%, roughly equal to the maximum UAN drawdown of -96.77%. Use the drawdown chart below to compare losses from any high point for SJT and UAN. For additional features, visit the drawdowns tool.
Volatility
SJT vs. UAN - Volatility Comparison
San Juan Basin Royalty Trust (SJT) has a higher volatility of 13.58% compared to CVR Partners, LP (UAN) at 6.92%. This indicates that SJT's price experiences larger fluctuations and is considered to be riskier than UAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SJT vs. UAN - Financials Comparison
This section allows you to compare key financial metrics between San Juan Basin Royalty Trust and CVR Partners, LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities