DOUG vs. SBGI
Compare and contrast key facts about Douglas Elliman Inc. (DOUG) and Sinclair Broadcast Group, Inc. (SBGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOUG or SBGI.
Key characteristics
| DOUG | SBGI | |
|---|---|---|
| YTD Return | -38.98% | 29.85% |
| 1Y Return | -11.33% | 28.60% |
| Sharpe Ratio | -0.01 | 0.52 |
| Sortino Ratio | 0.64 | 1.21 |
| Omega Ratio | 1.08 | 1.14 |
| Calmar Ratio | -0.01 | 0.42 |
| Martin Ratio | -0.01 | 1.79 |
| Ulcer Index | 44.53% | 18.18% |
| Daily Std Dev | 85.26% | 63.16% |
| Max Drawdown | -90.48% | -96.07% |
| Current Drawdown | -83.52% | -66.88% |
Fundamentals
| DOUG | SBGI | |
|---|---|---|
| Market Cap | $172.65M | $1.03B |
| EPS | -$0.76 | -$3.16 |
| Total Revenue (TTM) | $700.68M | $3.37B |
| Gross Profit (TTM) | $104.55M | $1.85B |
| EBITDA (TTM) | -$42.86M | $144.00M |
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.
Performance
DOUG vs. SBGI - Performance Comparison
In the year-to-date period, DOUG achieves a -38.98% return, which is significantly lower than SBGI's 29.85% 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
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.
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 6.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 6.24% | 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 -96.07%. Use the drawdown chart below to compare losses from any high point for DOUG and SBGI. For additional features, visit the drawdowns tool.
Volatility
DOUG vs. SBGI - Volatility Comparison
Douglas Elliman Inc. (DOUG) has a higher volatility of 24.71% compared to Sinclair Broadcast Group, Inc. (SBGI) at 11.88%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities