PDI vs. SBRA
PDI (PIMCO Dynamic Income Fund) and SBRA (Sabra Health Care REIT, Inc.) are both stocks. PDI operates in Asset Management (Financial Services), while SBRA operates in REIT - Healthcare Facilities (Real Estate). Over the past 10 years, PDI returned 7.51%/yr vs 6.89%/yr for SBRA. At a 0.20 correlation, their price movements are largely independent.
Performance
PDI vs. SBRA - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a -0.56% return, which is significantly higher than SBRA's -1.50% return. Over the past 10 years, PDI has outperformed SBRA with an annualized return of 7.51%, while SBRA has yielded a comparatively lower 6.89% annualized return.
PDI
- 1D
- -0.12%
- 1M
- -0.29%
- YTD
- -0.56%
- 6M
- -0.56%
- 1Y
- 0.87%
- 3Y*
- 10.94%
- 5Y*
- 2.62%
- 10Y*
- 7.51%
SBRA
- 1D
- 0.39%
- 1M
- -12.55%
- YTD
- -1.50%
- 6M
- -0.18%
- 1Y
- 5.62%
- 3Y*
- 23.82%
- 5Y*
- 9.18%
- 10Y*
- 6.89%
PDI vs. SBRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | -0.56% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
SBRA Sabra Health Care REIT, Inc. | -1.50% | 17.02% | 31.23% | 26.26% | 0.38% | -16.16% | -11.33% | 41.14% | -3.73% | -16.83% |
Correlation
The correlation between PDI and SBRA is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.20 |
The correlation between PDI and SBRA shifts across timeframes, from -0.02 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PDI:
$6.74B
SBRA:
$4.64B
PDI:
$3.86
SBRA:
$0.63
PDI:
4.24
SBRA:
28.98
PDI:
0.06
SBRA:
0.14
PDI:
3.14
SBRA:
5.54
PDI:
0.91
SBRA:
1.66
PDI:
$2.03B
SBRA:
$812.84M
PDI:
$1.51B
SBRA:
$379.92M
PDI:
$2.09B
SBRA:
$438.08M
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Return for Risk
PDI vs. SBRA — Risk / Return Rank
PDI
SBRA
PDI vs. SBRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PDI | SBRA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.06 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.34 | -0.21 |
| Martin ratioReturn relative to average drawdown | 0.26 | 1.10 | -0.83 |
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Drawdowns
PDI vs. SBRA - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum SBRA drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for PDI and SBRA.
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Drawdown Indicators
| PDI | SBRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -99.49% | +53.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -16.10% | +5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -16.78% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -36.79% | +9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -74.93% | +28.46% |
Current DrawdownCurrent decline from peak | -8.34% | -13.96% | +5.62% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -37.68% | +31.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 4.97% | +0.21% |
Volatility
PDI vs. SBRA - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.19%, while Sabra Health Care REIT, Inc. (SBRA) has a volatility of 9.65%. This indicates that PDI 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.
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Volatility by Period
| PDI | SBRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 9.65% | -6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 16.23% | -7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 20.95% | -9.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 26.99% | -11.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 36.46% | -17.42% |
Dividends
PDI vs. SBRA - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 16.20%, more than SBRA's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 16.20% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
SBRA Sabra Health Care REIT, Inc. | 6.62% | 6.34% | 6.93% | 8.41% | 9.65% | 8.86% | 7.77% | 8.43% | 10.92% | 9.22% | 6.84% | 7.91% |
Financials
PDI vs. SBRA - Financials Comparison
This section allows you to compare key financial metrics between PIMCO Dynamic Income Fund 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.
Total Revenue: Total amount of money received from sales and other business activities
PDI vs. SBRA - Profitability Comparison
PDI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported a gross profit of 558.21M and revenue of 615.21M. Therefore, the gross margin over that period was 90.7%.
SBRA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sabra Health Care REIT, Inc. reported a gross profit of 0.00 and revenue of 221.75M. Therefore, the gross margin over that period was 0.0%.
PDI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported an operating income of 529.42M and revenue of 615.21M, resulting in an operating margin of 86.1%.
SBRA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sabra Health Care REIT, Inc. reported an operating income of 0.00 and revenue of 221.75M, resulting in an operating margin of 0.0%.
PDI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported a net income of 457.73M and revenue of 615.21M, resulting in a net margin of 74.4%.
SBRA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sabra Health Care REIT, Inc. reported a net income of 39.95M and revenue of 221.75M, resulting in a net margin of 18.0%.
Frequently Asked Questions
PDI and SBRA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBRA has higher volatility (9.65%) compared to PDI (3.19%). In terms of maximum drawdown, PDI dropped -46.47% vs SBRA's -99.49%.
SBRA currently has the higher Sharpe Ratio (0.26 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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