SABR vs. SPLG

In the year-to-date period, SABR achieves a -30.96% return, which is significantly lower than SPLG's 0.89% return. Over the past 10 years, SABR has underperformed SPLG with an annualized return of -14.39%, while SPLG has yielded a comparatively higher 12.72% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Sabre Corporation (SABR) and SPDR Portfolio S&P 500 ETF (SPLG). 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.

The current SABR Sharpe Ratio is -0.25, which is lower than the SPLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SABR and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SABR has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.29%.

The maximum SABR drawdown since its inception was -87.58%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for SABR and SPLG.

Sabre Corporation (SABR) has a higher volatility of 16.25% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.80%. This indicates that SABR's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.