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DOUG vs. SBGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOUG and SBGI is 0.33, 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.


-0.50.00.51.00.3

Performance

DOUG vs. SBGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Douglas Elliman Inc. (DOUG) and Sinclair Broadcast Group, Inc. (SBGI). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-84.52%
-26.57%
DOUG
SBGI

Key characteristics

Sharpe Ratio

DOUG:

-0.40

SBGI:

0.50

Sortino Ratio

DOUG:

-0.09

SBGI:

1.17

Omega Ratio

DOUG:

0.99

SBGI:

1.14

Calmar Ratio

DOUG:

-0.38

SBGI:

0.40

Martin Ratio

DOUG:

-0.76

SBGI:

1.69

Ulcer Index

DOUG:

45.33%

SBGI:

18.06%

Daily Std Dev

DOUG:

86.48%

SBGI:

61.33%

Max Drawdown

DOUG:

-90.48%

SBGI:

-96.05%

Current Drawdown

DOUG:

-84.52%

SBGI:

-66.08%

Fundamentals

Market Cap

DOUG:

$167.63M

SBGI:

$1.13B

EPS

DOUG:

-$1.02

SBGI:

-$3.16

Total Revenue (TTM)

DOUG:

$967.00M

SBGI:

$3.37B

Gross Profit (TTM)

DOUG:

$171.43M

SBGI:

$1.43B

EBITDA (TTM)

DOUG:

-$67.58M

SBGI:

$296.00M

Returns By Period

In the year-to-date period, DOUG achieves a -42.71% return, which is significantly lower than SBGI's 32.96% return.


DOUG

YTD

-42.71%

1M

-14.21%

6M

59.43%

1Y

-35.00%

5Y*

N/A

10Y*

N/A

SBGI

YTD

32.96%

1M

2.97%

6M

47.79%

1Y

29.10%

5Y*

-9.33%

10Y*

-1.59%

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Risk-Adjusted Performance

DOUG vs. SBGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Douglas Elliman Inc. (DOUG) and Sinclair Broadcast Group, Inc. (SBGI). 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.


Sharpe ratio
The chart of Sharpe ratio for DOUG, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.400.50
The chart of Sortino ratio for DOUG, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.091.17
The chart of Omega ratio for DOUG, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.14
The chart of Calmar ratio for DOUG, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.54
The chart of Martin ratio for DOUG, currently valued at -0.76, compared to the broader market0.0010.0020.00-0.761.69
DOUG
SBGI

The current DOUG Sharpe Ratio is -0.40, which is lower than the SBGI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DOUG and SBGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
0.50
DOUG
SBGI

Dividends

DOUG vs. SBGI - Dividend Comparison

DOUG has not paid dividends to shareholders, while SBGI's dividend yield for the trailing twelve months is around 6.18%.


TTM20232022202120202019201820172016201520142013
DOUG
Douglas Elliman Inc.
0.00%1.61%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBGI
Sinclair Broadcast Group, Inc.
6.18%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%

Drawdowns

DOUG vs. SBGI - Drawdown Comparison

The maximum DOUG drawdown since its inception was -90.48%, smaller than the maximum SBGI drawdown of -96.05%. Use the drawdown chart below to compare losses from any high point for DOUG and SBGI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-84.52%
-35.77%
DOUG
SBGI

Volatility

DOUG vs. SBGI - Volatility Comparison

Douglas Elliman Inc. (DOUG) has a higher volatility of 31.78% compared to Sinclair Broadcast Group, Inc. (SBGI) at 11.16%. This indicates that DOUG's price experiences larger fluctuations and is considered to be riskier than SBGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
31.78%
11.16%
DOUG
SBGI

Financials

DOUG vs. SBGI - Financials Comparison

This section allows you to compare key financial metrics between Douglas Elliman Inc. and Sinclair Broadcast Group, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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