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

Correlation

The correlation between SBGI and ABR is 0.28, 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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
2.11%
9.48%
SBGI
ABR

Key characteristics

Sharpe Ratio

SBGI:

-0.03

ABR:

0.30

Sortino Ratio

SBGI:

0.40

ABR:

0.63

Omega Ratio

SBGI:

1.05

ABR:

1.09

Calmar Ratio

SBGI:

-0.02

ABR:

0.40

Martin Ratio

SBGI:

-0.09

ABR:

1.22

Ulcer Index

SBGI:

18.40%

ABR:

8.78%

Daily Std Dev

SBGI:

58.42%

ABR:

35.95%

Max Drawdown

SBGI:

-96.05%

ABR:

-97.75%

Current Drawdown

SBGI:

-69.08%

ABR:

-9.29%

Fundamentals

Market Cap

SBGI:

$986.35M

ABR:

$2.60B

EPS

SBGI:

-$3.14

ABR:

$1.33

PEG Ratio

SBGI:

0.89

ABR:

1.20

Total Revenue (TTM)

SBGI:

$2.54B

ABR:

$1.10B

Gross Profit (TTM)

SBGI:

$1.11B

ABR:

$470.41M

EBITDA (TTM)

SBGI:

$592.00M

ABR:

$283.51M

Returns By Period

In the year-to-date period, SBGI achieves a -8.61% return, which is significantly lower than ABR's -0.36% return. Over the past 10 years, SBGI has underperformed ABR with an annualized return of -2.34%, while ABR has yielded a comparatively higher 18.27% annualized return.


SBGI

YTD

-8.61%

1M

-8.27%

6M

2.11%

1Y

2.62%

5Y*

-10.50%

10Y*

-2.34%

ABR

YTD

-0.36%

1M

0.29%

6M

9.48%

1Y

6.58%

5Y*

9.55%

10Y*

18.27%

*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 4343
Overall Rank
The Sharpe Ratio Rank of SBGI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGI is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SBGI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SBGI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SBGI is 4343
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 5656
Overall Rank
The Sharpe Ratio Rank of ABR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for SBGI, currently valued at -0.03, compared to the broader market-2.000.002.004.00-0.030.30
The chart of Sortino ratio for SBGI, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.400.63
The chart of Omega ratio for SBGI, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.09
The chart of Calmar ratio for SBGI, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.40
The chart of Martin ratio for SBGI, currently valued at -0.09, compared to the broader market-10.000.0010.0020.0030.00-0.091.22
SBGI
ABR

The current SBGI Sharpe Ratio is -0.03, which is lower than the ABR Sharpe Ratio of 0.30. 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.


Rolling 12-month Sharpe Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.03
0.30
SBGI
ABR

Dividends

SBGI vs. ABR - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.78%, less than ABR's 12.46% yield.


TTM20242023202220212020201920182017201620152014
SBGI
Sinclair Broadcast Group, Inc.
6.78%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.
12.46%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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-69.08%
-9.29%
SBGI
ABR

Volatility

SBGI vs. ABR - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) has a higher volatility of 11.60% compared to Arbor Realty Trust, Inc. (ABR) at 7.43%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.60%
7.43%
SBGI
ABR

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


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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