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UAN vs. SJT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UAN vs. SJT - Performance Comparison

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

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Returns By Period

In the year-to-date period, UAN achieves a 23.13% return, which is significantly higher than SJT's -32.38% return. Over the past 10 years, UAN has outperformed SJT with an annualized return of 12.50%, while SJT has yielded a comparatively lower 1.02% annualized return.


UAN

1D
1.84%
1M
-6.66%
YTD
23.13%
6M
32.73%
1Y
65.98%
3Y*
27.14%
5Y*
32.84%
10Y*
12.50%

SJT

1D
-0.52%
1M
-16.48%
YTD
-32.38%
6M
-34.14%
1Y
-41.81%
3Y*
-21.88%
5Y*
1.16%
10Y*
1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UAN vs. SJT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UAN
CVR Partners, LP
23.13%54.09%27.18%-13.80%43.68%452.88%-48.32%1.48%3.66%-45.19%
SJT
San Juan Basin Royalty Trust
-32.38%46.74%-22.92%-50.02%120.63%163.80%11.80%-45.15%-38.19%39.22%

Correlation

The correlation between UAN and SJT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

0.19

The correlation between UAN and SJT shifts across timeframes, from 0.15 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

UAN:

$11.49

SJT:

-$0.01

PS Ratio

UAN:

2.00

SJT:

36.40K

Total Revenue (TTM)

UAN:

$643.22M

SJT:

$3.65K

Gross Profit (TTM)

UAN:

$133.57M

SJT:

$3.65K

EBITDA (TTM)

UAN:

$266.31M

SJT:

-$2.45K

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Return for Risk

UAN vs. SJT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UAN
UAN Risk / Return Rank: 8484
Overall Rank
UAN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UAN Sortino Ratio Rank: 7878
Sortino Ratio Rank
UAN Omega Ratio Rank: 8383
Omega Ratio Rank
UAN Calmar Ratio Rank: 8585
Calmar Ratio Rank
UAN Martin Ratio Rank: 8888
Martin Ratio Rank

SJT
SJT Risk / Return Rank: 33
Overall Rank
SJT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SJT Sortino Ratio Rank: 44
Sortino Ratio Rank
SJT Omega Ratio Rank: 55
Omega Ratio Rank
SJT Calmar Ratio Rank: 44
Calmar Ratio Rank
SJT Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UAN vs. SJT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVR Partners, LP (UAN) and San Juan Basin Royalty Trust (SJT). 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.


UANSJTDifference
Sharpe ratioReturn per unit of total volatility

+2.82

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.34

0.80

+0.54

Calmar ratioReturn relative to maximum drawdown

3.53

-0.95

+4.48

Martin ratioReturn relative to average drawdown

11.12

-1.95

+13.08

UAN vs. SJT - Sharpe Ratio Comparison

The current UAN Sharpe Ratio is 1.64, which is higher than the SJT Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of UAN and SJT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UANSJTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

-1.18

+2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.02

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.02

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.15

-0.01

Drawdowns

UAN vs. SJT - Drawdown Comparison

The maximum UAN drawdown since its inception was -96.77%, roughly equal to the maximum SJT drawdown of -92.82%. Use the drawdown chart below to compare losses from any high point for UAN and SJT.


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Drawdown Indicators


UANSJTDifference

Max Drawdown

Largest peak-to-trough decline

-96.77%

-92.82%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-18.77%

-44.36%

+25.59%

Max Drawdown (3Y)

Largest decline over 3 years

-28.52%

-60.59%

+32.07%

Max Drawdown (5Y)

Largest decline over 5 years

-49.19%

-73.47%

+24.28%

Max Drawdown (10Y)

Largest decline over 10 years

-92.85%

-81.54%

-11.31%

Current Drawdown

Current decline from peak

-9.54%

-73.41%

+63.87%

Average Drawdown

Average peak-to-trough decline

-47.60%

-37.64%

-9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

21.43%

-15.48%

Volatility

UAN vs. SJT - Volatility Comparison

CVR Partners, LP (UAN) and San Juan Basin Royalty Trust (SJT) have volatilities of 11.72% and 11.26%, 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.


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Volatility by Period


UANSJTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

11.26%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

37.53%

23.72%

+13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

40.34%

35.61%

+4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.60%

48.22%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.74%

49.31%

+5.43%

Dividends

UAN vs. SJT - Dividend Comparison

UAN's dividend yield for the trailing twelve months is around 10.09%, while SJT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SJT
San Juan Basin Royalty Trust
0.00%0.00%2.89%21.81%14.58%12.67%5.96%6.85%8.03%10.19%5.05%8.81%
UAN
CVR Partners, LP
10.09%11.63%8.81%40.64%19.21%5.62%0.00%12.90%0.00%0.61%11.81%15.61%

Financials

UAN vs. SJT - Financials Comparison

This section allows you to compare key financial metrics between CVR Partners, LP and San Juan Basin 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
180.05M
0
(UAN) Total Revenue
(SJT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UAN and SJT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UAN has higher volatility (11.72%) compared to SJT (11.26%). In terms of maximum drawdown, UAN dropped -96.77% vs SJT's -92.82%.

UAN currently has the higher Sharpe Ratio (1.64 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UAN and SJT

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