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

Correlation

The correlation between OHI and SBRA is 0.68, 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.


-0.50.00.51.00.7

Performance

OHI vs. SBRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omega Healthcare Investors, Inc. (OHI) 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
18.54%
20.01%
OHI
SBRA

Key characteristics

Sharpe Ratio

OHI:

1.75

SBRA:

1.24

Sortino Ratio

OHI:

2.57

SBRA:

1.76

Omega Ratio

OHI:

1.33

SBRA:

1.21

Calmar Ratio

OHI:

2.14

SBRA:

1.15

Martin Ratio

OHI:

10.73

SBRA:

6.43

Ulcer Index

OHI:

3.08%

SBRA:

4.38%

Daily Std Dev

OHI:

18.86%

SBRA:

22.69%

Max Drawdown

OHI:

-94.62%

SBRA:

-74.93%

Current Drawdown

OHI:

-9.58%

SBRA:

-12.34%

Fundamentals

Market Cap

OHI:

$10.91B

SBRA:

$4.18B

EPS

OHI:

$1.36

SBRA:

$0.41

PE Ratio

OHI:

28.93

SBRA:

43.05

PEG Ratio

OHI:

1.13

SBRA:

3.15

Total Revenue (TTM)

OHI:

$1.02B

SBRA:

$693.11M

Gross Profit (TTM)

OHI:

$844.85M

SBRA:

$358.53M

EBITDA (TTM)

OHI:

$887.34M

SBRA:

$423.74M

Returns By Period

In the year-to-date period, OHI achieves a 33.50% return, which is significantly higher than SBRA's 28.51% return. Over the past 10 years, OHI has outperformed SBRA with an annualized return of 7.76%, while SBRA has yielded a comparatively lower 2.49% annualized return.


OHI

YTD

33.50%

1M

-5.14%

6M

18.54%

1Y

33.24%

5Y*

6.23%

10Y*

7.76%

SBRA

YTD

28.51%

1M

-7.78%

6M

20.01%

1Y

27.52%

5Y*

3.88%

10Y*

2.49%

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

OHI vs. SBRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) 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 OHI, currently valued at 1.75, compared to the broader market-4.00-2.000.002.001.751.24
The chart of Sortino ratio for OHI, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.571.76
The chart of Omega ratio for OHI, currently valued at 1.32, compared to the broader market0.501.001.502.001.331.21
The chart of Calmar ratio for OHI, currently valued at 2.14, compared to the broader market0.002.004.006.002.141.15
The chart of Martin ratio for OHI, currently valued at 10.73, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.736.43
OHI
SBRA

The current OHI Sharpe Ratio is 1.75, which is higher than the SBRA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of OHI 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.75
1.24
OHI
SBRA

Dividends

OHI vs. SBRA - Dividend Comparison

OHI's dividend yield for the trailing twelve months is around 7.08%, which matches SBRA's 7.08% yield.


TTM20232022202120202019201820172016201520142013
OHI
Omega Healthcare Investors, Inc.
7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%
SBRA
Sabra Health Care REIT, Inc.
7.08%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%5.20%

Drawdowns

OHI vs. SBRA - Drawdown Comparison

The maximum OHI drawdown since its inception was -94.62%, which is greater than SBRA's maximum drawdown of -74.93%. Use the drawdown chart below to compare losses from any high point for OHI and SBRA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.58%
-12.34%
OHI
SBRA

Volatility

OHI vs. SBRA - Volatility Comparison

The current volatility for Omega Healthcare Investors, Inc. (OHI) is 4.85%, while Sabra Health Care REIT, Inc. (SBRA) has a volatility of 6.56%. This indicates that OHI experiences smaller price fluctuations and is considered to be less risky than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
6.56%
OHI
SBRA

Financials

OHI vs. SBRA - Financials Comparison

This section allows you to compare key financial metrics between Omega Healthcare Investors, 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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