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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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
30.60%
2.12%
DOUG
SBGI

Key characteristics

Sharpe Ratio

DOUG:

-0.20

SBGI:

-0.03

Sortino Ratio

DOUG:

0.31

SBGI:

0.40

Omega Ratio

DOUG:

1.04

SBGI:

1.05

Calmar Ratio

DOUG:

-0.19

SBGI:

-0.02

Martin Ratio

DOUG:

-0.51

SBGI:

-0.09

Ulcer Index

DOUG:

33.59%

SBGI:

18.40%

Daily Std Dev

DOUG:

86.05%

SBGI:

58.42%

Max Drawdown

DOUG:

-90.48%

SBGI:

-96.05%

Current Drawdown

DOUG:

-83.61%

SBGI:

-69.08%

Fundamentals

Market Cap

DOUG:

$159.61M

SBGI:

$986.35M

EPS

DOUG:

-$1.02

SBGI:

-$3.14

Total Revenue (TTM)

DOUG:

$752.31M

SBGI:

$2.54B

Gross Profit (TTM)

DOUG:

$135.41M

SBGI:

$1.11B

EBITDA (TTM)

DOUG:

-$46.97M

SBGI:

$592.00M

Returns By Period

In the year-to-date period, DOUG achieves a 7.19% return, which is significantly higher than SBGI's -8.61% return.


DOUG

YTD

7.19%

1M

8.48%

6M

30.66%

1Y

-19.73%

5Y*

N/A

10Y*

N/A

SBGI

YTD

-8.61%

1M

-8.84%

6M

9.53%

1Y

5.72%

5Y*

-10.87%

10Y*

-1.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DOUG vs. SBGI — Risk-Adjusted Performance Rank

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

DOUG
The Risk-Adjusted Performance Rank of DOUG is 3737
Overall Rank
The Sharpe Ratio Rank of DOUG is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DOUG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DOUG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DOUG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DOUG is 3535
Martin Ratio Rank

SBGI
The Risk-Adjusted Performance Rank of SBGI is 4343
Overall Rank
The Sharpe Ratio Rank of SBGI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SBGI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SBGI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SBGI is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.20, compared to the broader market-2.000.002.004.00-0.20-0.03
The chart of Sortino ratio for DOUG, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.310.40
The chart of Omega ratio for DOUG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.05
The chart of Calmar ratio for DOUG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.03
The chart of Martin ratio for DOUG, currently valued at -0.51, compared to the broader market-10.000.0010.0020.0030.00-0.51-0.09
DOUG
SBGI

The current DOUG Sharpe Ratio is -0.20, which is lower than the SBGI Sharpe Ratio of -0.03. 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.20
-0.03
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 6.78%.


TTM20242023202220212020201920182017201620152014
DOUG
Douglas Elliman Inc.
0.00%0.00%1.61%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBGI
Sinclair Broadcast Group, Inc.
6.78%6.20%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%

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%AugustSeptemberOctoberNovemberDecember2025
-83.61%
-41.45%
DOUG
SBGI

Volatility

DOUG vs. SBGI - Volatility Comparison

Douglas Elliman Inc. (DOUG) has a higher volatility of 19.43% compared to Sinclair Broadcast Group, Inc. (SBGI) at 11.60%. 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%AugustSeptemberOctoberNovemberDecember2025
19.43%
11.60%
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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