SBGI vs. ABR

Last updated Jun 3, 2026

SBGI (Sinclair Broadcast Group, Inc.) and ABR (Arbor Realty Trust, Inc.) are both stocks. SBGI operates in Broadcasting (Communication Services), while ABR operates in REIT - Mortgage (Real Estate). Over the past 10 years, SBGI returned -3.93%/yr vs 8.15%/yr for ABR. At a 0.28 correlation, their price movements are largely independent.

Performance

SBGI vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sinclair Broadcast Group, Inc. (SBGI) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBGI achieves a -5.29% return, which is significantly higher than ABR's -25.46% return. Over the past 10 years, SBGI has underperformed ABR with an annualized return of -3.93%, while ABR has yielded a comparatively higher 8.15% annualized return.

SBGI

• 1D: -1.06%
• 1M: -6.08%
• YTD: -5.29%
• 6M: -3.39%
• 1Y: 7.85%
• 3Y*: 5.17%
• 5Y*: -10.92%
• 10Y*: -3.93%

ABR

• 1D: -1.28%
• 1M: -29.63%
• YTD: -25.46%
• 6M: -35.15%
• 1Y: -35.06%
• 3Y*: -16.46%
• 5Y*: -12.36%
• 10Y*: 8.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBGI vs. ABR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBGI Sinclair Broadcast Group, Inc.	-5.29%	1.49%	32.63%	-9.82%	-38.70%	-14.80%	-0.99%	29.04%	-28.68%	15.93%
ABR Arbor Realty Trust, Inc.	-25.46%	-36.65%	3.16%	29.73%	-20.73%	39.42%	10.04%	55.19%	30.04%	26.60%

Correlation

The correlation between SBGI and ABR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 8, 2004	0.28

The correlation between SBGI and ABR shifts across timeframes, from 0.22 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SBGI : $990.77M ABR : $1.15B
EPS SBGI : $0.91 ABR : $0.57
PE Ratio SBGI : 15.31 ABR : 9.45
PS Ratio SBGI : 0.31 ABR : 1.22
PB Ratio SBGI : 2.12 ABR : 0.49
Total Revenue (TTM) SBGI : $3.20B ABR : $940.70M
Gross Profit (TTM) SBGI : $1.36B ABR : $829.57M
EBITDA (TTM) SBGI : $694.00M ABR : $878.83M

Return for Risk

SBGI vs. ABR — Risk / Return Rank

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

SBGI

SBGI Risk / Return Rank: 46
SBGI Sharpe Ratio Rank: 46
SBGI Sortino Ratio Rank: 46
SBGI Omega Ratio Rank: 44
SBGI Calmar Ratio Rank: 47
SBGI Martin Ratio Rank: 47

ABR

ABR Risk / Return Rank: 10
ABR Sharpe Ratio Rank: 7
ABR Sortino Ratio Rank: 10
ABR Omega Ratio Rank: 9
ABR Calmar Ratio Rank: 15
ABR Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBGI vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Arbor Realty Trust, Inc. (ABR). 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.

	SBGI	ABR	Difference
Sharpe ratio Return per unit of total volatility	0.16	-0.86	+1.02
Sortino ratio Return per unit of downside risk	0.68	-1.08	+1.76
Omega ratio Gain probability vs. loss probability	1.08	0.86	+0.22
Calmar ratio Return relative to maximum drawdown	0.29	-0.69	+0.98
Martin ratio Return relative to average drawdown	0.59	-1.35	+1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBGI vs. ABR - Sharpe Ratio Comparison

The current SBGI Sharpe Ratio is 0.16, which is higher than the ABR Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of SBGI and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SBGI	ABR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	-0.86	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	-0.33	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	0.20	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.05	+0.02

Drawdowns

SBGI vs. ABR - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, roughly equal to the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for SBGI and ABR.

Drawdown Indicators

	SBGI	ABR	Difference
Max Drawdown Largest peak-to-trough decline	-96.05%	-97.76%	+1.71%
Max Drawdown (1Y) Largest decline over 1 year	-23.70%	-51.99%	+28.29%
Max Drawdown (3Y) Largest decline over 3 years	-38.53%	-57.01%	+18.48%
Max Drawdown (5Y) Largest decline over 5 years	-68.79%	-57.01%	-11.78%
Max Drawdown (10Y) Largest decline over 10 years	-81.31%	-72.76%	-8.55%
Current Drawdown Current decline from peak	-67.48%	-57.01%	-10.47%
Average Drawdown Average peak-to-trough decline	-49.13%	-41.85%	-7.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.51%	26.56%	-15.05%

Volatility

SBGI vs. ABR - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 10.05%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.40%. This indicates that SBGI experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBGI	ABR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.05%	21.40%	-11.35%
Volatility (6M) Calculated over the trailing 6-month period	32.02%	33.40%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	49.98%	40.95%	+9.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.45%	37.08%	+17.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.88%	40.39%	+11.49%

Dividends

SBGI vs. ABR - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 7.15%, less than ABR's 19.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABR Arbor Realty Trust, Inc.	19.74%	17.14%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	11.22%	8.33%	8.31%	8.11%
SBGI Sinclair Broadcast Group, Inc.	7.15%	6.54%	6.20%	7.67%	6.45%	3.03%	2.51%	2.40%	2.81%	1.90%	2.11%	2.03%

Financials

SBGI vs. ABR - Profitability Comparison

The chart below illustrates the profitability comparison between Sinclair Broadcast Group, Inc. and Arbor Realty Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SBGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a gross profit of 297.00M and revenue of 807.00M. Therefore, the gross margin over that period was 36.8%.

ABR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.

SBGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported an operating income of 34.00M and revenue of 807.00M, resulting in an operating margin of 4.2%.

ABR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.

SBGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a net income of 20.00M and revenue of 807.00M, resulting in a net margin of 2.5%.

ABR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.

Frequently Asked Questions

Can I hold both SBGI and ABR in my portfolio?

SBGI and ABR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBGI or ABR?

ABR has higher volatility (21.40%) compared to SBGI (10.05%). In terms of maximum drawdown, SBGI dropped -96.05% vs ABR's -97.76%.

Which has better risk-adjusted returns?

SBGI currently has the higher Sharpe Ratio (0.16 vs -0.86), 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.