VIRT vs. SBR
VIRT (Virtu Financial, Inc.) and SBR (Sabine Royalty Trust) are both stocks. VIRT operates in Capital Markets (Financial Services), while SBR operates in Oil & Gas E&P (Energy). Over the past 10 years, VIRT returned 18.05%/yr vs 16.34%/yr for SBR. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
VIRT vs. SBR - Performance Comparison
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Returns By Period
In the year-to-date period, VIRT achieves a 81.20% return, which is significantly higher than SBR's 11.57% return. Over the past 10 years, VIRT has outperformed SBR with an annualized return of 18.05%, while SBR has yielded a comparatively lower 16.34% annualized return.
VIRT
- 1D
- 0.12%
- 1M
- -2.15%
- 6M
- 62.47%
- YTD
- 81.20%
- 1Y
- 38.30%
- 3Y*
- 52.81%
- 5Y*
- 23.17%
- 10Y*
- 18.05%
- ALL TIME*
- 13.40%
SBR
- 1D
- -0.51%
- 1M
- 2.51%
- 6M
- 11.20%
- YTD
- 11.57%
- 1Y
- 19.45%
- 3Y*
- 12.34%
- 5Y*
- 24.15%
- 10Y*
- 16.34%
- ALL TIME*
- 15.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.30M | $2.17M | $2.74M | |
| $75.83M | $74.91M | $74.80M |
VIRT vs. SBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIRT Virtu Financial, Inc. | 81.20% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
SBR Sabine Royalty Trust | 11.57% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
Correlation
The correlation between VIRT and SBR is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.05 |
Fundamentals
VIRT:
$12.89B
SBR:
$1.08B
VIRT:
$13.54
SBR:
$5.69
VIRT:
4.41
SBR:
12.97
VIRT:
0.17
SBR:
0.78
VIRT:
1.31
SBR:
12.44
VIRT:
$3.89B
SBR:
$57.67M
VIRT:
$1.64B
SBR:
$58.05M
VIRT:
$2.44B
SBR:
$55.09M
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Return for Risk
VIRT vs. SBR — Risk / Return Rank
VIRT
SBR
VIRT vs. SBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) and Sabine Royalty Trust (SBR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VIRT | SBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.03 | +0.43 |
| Martin ratioReturn relative to average drawdown | 2.68 | 2.10 | +0.59 |
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Drawdowns
VIRT vs. SBR - Drawdown Comparison
The maximum VIRT drawdown since its inception was -56.17%, roughly equal to the maximum SBR drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for VIRT and SBR.
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Drawdown Indicators
| VIRT | SBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -56.40% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -27.30% | -18.54% | -8.76% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -18.54% | -9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -54.52% | -34.56% | -19.96% |
Max Drawdown (10Y)Largest decline over 10 years | -56.17% | -50.71% | -5.46% |
Current DrawdownCurrent decline from peak | -10.60% | -5.64% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -25.46% | -13.61% | -11.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.83% | 9.05% | +5.78% |
Volatility
VIRT vs. SBR - Volatility Comparison
Virtu Financial, Inc. (VIRT) has a higher volatility of 14.15% compared to Sabine Royalty Trust (SBR) at 3.95%. This indicates that VIRT's price experiences larger fluctuations and is considered to be riskier than SBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIRT | SBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.15% | 3.95% | +10.20% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 15.32% | +11.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.11% | 24.41% | +7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.78% | 31.69% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.06% | 31.21% | +4.85% |
Dividends
VIRT vs. SBR - Dividend Comparison
VIRT's dividend yield for the trailing twelve months is around 1.61%, less than SBR's 6.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBR Sabine Royalty Trust | 6.64% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
VIRT Virtu Financial, Inc. | 1.61% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Financials
VIRT vs. SBR - Financials Comparison
This section allows you to compare key financial metrics between Virtu Financial, Inc. and Sabine 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VIRT and SBR have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (14.15%) compared to SBR (3.95%). In terms of maximum drawdown, VIRT dropped -56.17% vs SBR's -56.40%.
VIRT currently has the higher Sharpe Ratio (1.24 vs 0.78), 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.
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