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SBGI vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBGI and ABR is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

SBGI:

0.00

ABR:

-0.23

Sortino Ratio

SBGI:

0.99

ABR:

-0.21

Omega Ratio

SBGI:

1.12

ABR:

0.97

Calmar Ratio

SBGI:

0.29

ABR:

-0.41

Martin Ratio

SBGI:

1.46

ABR:

-0.99

Ulcer Index

SBGI:

15.24%

ABR:

12.86%

Daily Std Dev

SBGI:

53.00%

ABR:

37.96%

Max Drawdown

SBGI:

-96.05%

ABR:

-97.75%

Current Drawdown

SBGI:

-67.49%

ABR:

-29.44%

Fundamentals

Market Cap

SBGI:

$1.06B

ABR:

$1.99B

EPS

SBGI:

$2.04

ABR:

$1.03

PE Ratio

SBGI:

7.47

ABR:

10.06

PEG Ratio

SBGI:

0.89

ABR:

1.20

PS Ratio

SBGI:

0.30

ABR:

3.25

PB Ratio

SBGI:

1.78

ABR:

0.85

Total Revenue (TTM)

SBGI:

$2.75B

ABR:

$490.88M

Gross Profit (TTM)

SBGI:

$1.35B

ABR:

$444.85M

EBITDA (TTM)

SBGI:

$792.00M

ABR:

$475.21M

Returns By Period

In the year-to-date period, SBGI achieves a -3.91% return, which is significantly higher than ABR's -22.49% return. Over the past 10 years, SBGI has underperformed ABR with an annualized return of -2.62%, while ABR has yielded a comparatively higher 15.32% annualized return.


SBGI

YTD

-3.91%

1M

15.54%

6M

-1.17%

1Y

8.63%

5Y*

3.61%

10Y*

-2.62%

ABR

YTD

-22.49%

1M

-0.77%

6M

-28.85%

1Y

-10.31%

5Y*

20.58%

10Y*

15.32%

*Annualized

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Risk-Adjusted Performance

SBGI vs. ABR — Risk-Adjusted Performance Rank

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

SBGI
The Risk-Adjusted Performance Rank of SBGI is 6363
Overall Rank
The Sharpe Ratio Rank of SBGI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SBGI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SBGI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SBGI is 7070
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 3131
Overall Rank
The Sharpe Ratio Rank of ABR is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBGI vs. ABR - Risk-Adjusted Performance 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.


The current SBGI Sharpe Ratio is 0.00, which is higher than the ABR Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SBGI and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SBGI vs. ABR - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.56%, less than ABR's 16.60% yield.


TTM20242023202220212020201920182017201620152014
SBGI
Sinclair Broadcast Group, Inc.
6.56%6.20%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%
ABR
Arbor Realty Trust, Inc.
16.60%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

SBGI vs. ABR - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for SBGI and ABR. For additional features, visit the drawdowns tool.


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Volatility

SBGI vs. ABR - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) has a higher volatility of 13.57% compared to Arbor Realty Trust, Inc. (ABR) at 11.34%. This indicates that SBGI's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SBGI vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Arbor Realty Trust, 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


0.00500.00M1.00B1.50B20212022202320242025
1.00B
25.60M
(SBGI) Total Revenue
(ABR) Total Revenue
Values in USD except per share items