WINA vs. SBR
WINA (Winmark Corporation) and SBR (Sabine Royalty Trust) are both stocks. WINA operates in Specialty Retail (Consumer Cyclical), while SBR operates in Oil & Gas E&P (Energy). Over the past 10 years, WINA returned 17.27%/yr vs 17.05%/yr for SBR. At a 0.07 correlation, their price movements are largely independent.
Performance
WINA vs. SBR - Performance Comparison
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Returns By Period
In the year-to-date period, WINA achieves a 0.20% return, which is significantly lower than SBR's 9.76% return. Both investments have delivered pretty close results over the past 10 years, with WINA having a 17.27% annualized return and SBR not far behind at 17.05%.
WINA
- 1D
- 2.56%
- 1M
- 10.65%
- YTD
- 0.20%
- 6M
- -1.40%
- 1Y
- 3.86%
- 3Y*
- 9.14%
- 5Y*
- 18.79%
- 10Y*
- 17.27%
SBR
- 1D
- 1.09%
- 1M
- -4.58%
- YTD
- 9.76%
- 6M
- 9.50%
- 1Y
- 19.64%
- 3Y*
- 13.21%
- 5Y*
- 23.87%
- 10Y*
- 17.05%
WINA vs. SBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WINA Winmark Corporation | 0.20% | 6.43% | -3.26% | 82.56% | -2.78% | 38.67% | -5.88% | 25.38% | 23.36% | 2.93% |
SBR Sabine Royalty Trust | 9.76% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
Correlation
The correlation between WINA and SBR is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 1993 | 0.07 |
The correlation between WINA and SBR shifts across timeframes, from -0.01 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WINA:
$11.09
SBR:
$5.06
WINA:
36.42
SBR:
14.44
WINA:
18.72
SBR:
0.87
WINA:
17.55
SBR:
13.85
WINA:
$84.99M
SBR:
$57.67M
WINA:
$82.15M
SBR:
$58.05M
WINA:
$55.02M
SBR:
$55.09M
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Return for Risk
WINA vs. SBR — Risk / Return Rank
WINA
SBR
WINA vs. SBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Winmark Corporation (WINA) 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.
| WINA | SBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.15 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.06 | -0.93 |
| Martin ratioReturn relative to average drawdown | 0.25 | 2.23 | -1.98 |
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Drawdowns
WINA vs. SBR - Drawdown Comparison
The maximum WINA drawdown since its inception was -85.47%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for WINA and SBR.
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Drawdown Indicators
| WINA | SBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.47% | -56.40% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -30.10% | -18.54% | -11.56% |
Max Drawdown (3Y)Largest decline over 3 years | -30.10% | -18.54% | -11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -34.56% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.45% | -50.71% | +5.26% |
Current DrawdownCurrent decline from peak | -19.63% | -7.17% | -12.46% |
Average DrawdownAverage peak-to-trough decline | -24.68% | -13.63% | -11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.61% | 8.85% | +6.76% |
Volatility
WINA vs. SBR - Volatility Comparison
Winmark Corporation (WINA) has a higher volatility of 8.41% compared to Sabine Royalty Trust (SBR) at 7.60%. This indicates that WINA'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
| WINA | SBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 7.60% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 26.98% | 15.99% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.64% | 24.52% | +13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.57% | 31.84% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.99% | 31.35% | -1.36% |
Dividends
WINA vs. SBR - Dividend Comparison
WINA's dividend yield for the trailing twelve months is around 3.44%, less than SBR's 6.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBR Sabine Royalty Trust | 6.59% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
WINA Winmark Corporation | 3.44% | 3.40% | 2.80% | 2.99% | 2.35% | 3.67% | 0.43% | 0.45% | 0.35% | 0.33% | 0.29% | 0.29% |
Financials
WINA vs. SBR - Financials Comparison
This section allows you to compare key financial metrics between Winmark Corporation 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
WINA and SBR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WINA has higher volatility (8.41%) compared to SBR (7.60%). In terms of maximum drawdown, WINA dropped -85.47% vs SBR's -56.40%.
SBR currently has the higher Sharpe Ratio (0.81 vs 0.11), 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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