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HIW vs. SBRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HIW and SBRA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

HIW vs. SBRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Highwoods Properties, Inc. (HIW) and Sabra Health Care REIT, Inc. (SBRA). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.62%
19.41%
HIW
SBRA

Key characteristics

Sharpe Ratio

HIW:

1.42

SBRA:

1.21

Sortino Ratio

HIW:

2.01

SBRA:

1.72

Omega Ratio

HIW:

1.25

SBRA:

1.21

Calmar Ratio

HIW:

0.85

SBRA:

1.12

Martin Ratio

HIW:

7.32

SBRA:

6.28

Ulcer Index

HIW:

5.55%

SBRA:

4.38%

Daily Std Dev

HIW:

28.55%

SBRA:

22.67%

Max Drawdown

HIW:

-63.48%

SBRA:

-74.93%

Current Drawdown

HIW:

-22.25%

SBRA:

-12.77%

Fundamentals

Market Cap

HIW:

$3.38B

SBRA:

$4.18B

EPS

HIW:

$1.34

SBRA:

$0.41

PE Ratio

HIW:

23.32

SBRA:

43.05

PEG Ratio

HIW:

5.09

SBRA:

3.15

Total Revenue (TTM)

HIW:

$827.76M

SBRA:

$693.11M

Gross Profit (TTM)

HIW:

$407.25M

SBRA:

$358.53M

EBITDA (TTM)

HIW:

$456.94M

SBRA:

$423.74M

Returns By Period

In the year-to-date period, HIW achieves a 40.77% return, which is significantly higher than SBRA's 27.86% return. Over the past 10 years, HIW has underperformed SBRA with an annualized return of 1.24%, while SBRA has yielded a comparatively higher 2.44% annualized return.


HIW

YTD

40.77%

1M

-4.84%

6M

19.62%

1Y

41.51%

5Y*

-2.88%

10Y*

1.24%

SBRA

YTD

27.86%

1M

-9.13%

6M

20.56%

1Y

27.50%

5Y*

3.77%

10Y*

2.44%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HIW vs. SBRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Highwoods Properties, Inc. (HIW) and Sabra Health Care REIT, Inc. (SBRA). 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 HIW, currently valued at 1.42, compared to the broader market-4.00-2.000.002.001.421.21
The chart of Sortino ratio for HIW, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.011.72
The chart of Omega ratio for HIW, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.21
The chart of Calmar ratio for HIW, currently valued at 0.85, compared to the broader market0.002.004.006.000.851.12
The chart of Martin ratio for HIW, currently valued at 7.32, compared to the broader market-5.000.005.0010.0015.0020.0025.007.326.28
HIW
SBRA

The current HIW Sharpe Ratio is 1.42, which is comparable to the SBRA Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of HIW and SBRA, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.42
1.21
HIW
SBRA

Dividends

HIW vs. SBRA - Dividend Comparison

HIW's dividend yield for the trailing twelve months is around 6.65%, less than SBRA's 7.11% yield.


TTM20232022202120202019201820172016201520142013
HIW
Highwoods Properties, Inc.
6.65%8.71%7.15%4.40%4.84%3.88%4.79%3.46%4.90%3.90%3.84%4.70%
SBRA
Sabra Health Care REIT, Inc.
7.11%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%5.20%

Drawdowns

HIW vs. SBRA - Drawdown Comparison

The maximum HIW drawdown since its inception was -63.48%, smaller than the maximum SBRA drawdown of -74.93%. Use the drawdown chart below to compare losses from any high point for HIW and SBRA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.25%
-12.77%
HIW
SBRA

Volatility

HIW vs. SBRA - Volatility Comparison

Highwoods Properties, Inc. (HIW) has a higher volatility of 7.84% compared to Sabra Health Care REIT, Inc. (SBRA) at 6.44%. This indicates that HIW's price experiences larger fluctuations and is considered to be riskier than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
6.44%
HIW
SBRA

Financials

HIW vs. SBRA - Financials Comparison

This section allows you to compare key financial metrics between Highwoods Properties, Inc. and Sabra Health Care REIT, 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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