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SBGI vs. ABR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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SBGI vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBGI
Sinclair Broadcast Group, Inc.
-13.98%1.49%32.63%-9.82%-38.70%-14.80%-0.99%29.04%-28.68%15.93%
ABR
Arbor Realty Trust, Inc.
2.99%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Fundamentals

Market Cap

SBGI:

$906.74M

ABR:

$1.64B

EPS

SBGI:

-$1.61

ABR:

$0.51

PS Ratio

SBGI:

0.28

ABR:

4.24

PB Ratio

SBGI:

2.05

ABR:

0.71

Total Revenue (TTM)

SBGI:

$3.17B

ABR:

$382.72M

Gross Profit (TTM)

SBGI:

$1.42B

ABR:

$232.49M

EBITDA (TTM)

SBGI:

$602.00M

ABR:

$938.50M

Returns By Period

In the year-to-date period, SBGI achieves a -13.98% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, SBGI has underperformed ABR with an annualized return of -4.50%, while ABR has yielded a comparatively higher 12.30% annualized return.


SBGI

1D
-1.82%
1M
-19.45%
YTD
-13.98%
6M
-11.43%
1Y
-13.08%
3Y*
-2.42%
5Y*
-10.40%
10Y*
-4.50%

ABR

1D
4.90%
1M
0.78%
YTD
2.99%
6M
-32.31%
1Y
-25.79%
3Y*
-0.88%
5Y*
-3.65%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 2828
Overall Rank
SBGI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SBGI Sortino Ratio Rank: 2929
Sortino Ratio Rank
SBGI Omega Ratio Rank: 2929
Omega Ratio Rank
SBGI Calmar Ratio Rank: 2727
Calmar Ratio Rank
SBGI Martin Ratio Rank: 2525
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 1717
Overall Rank
ABR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 1515
Sortino Ratio Rank
ABR Omega Ratio Rank: 1616
Omega Ratio Rank
ABR Calmar Ratio Rank: 2020
Calmar Ratio Rank
ABR Martin Ratio Rank: 1919
Martin Ratio Rank
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.


SBGIABRDifference

Sharpe ratio

Return per unit of total volatility

-0.26

-0.64

+0.38

Sortino ratio

Return per unit of downside risk

-0.04

-0.73

+0.69

Omega ratio

Gain probability vs. loss probability

0.99

0.91

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.64

+0.17

Martin ratio

Return relative to average drawdown

-0.96

-1.20

+0.24

SBGI vs. ABR - Sharpe Ratio Comparison

The current SBGI Sharpe Ratio is -0.26, which is higher than the ABR Sharpe Ratio of -0.64. 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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Sharpe Ratios by Period


SBGIABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

-0.64

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.10

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.31

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.08

-0.01

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.


Dividends

SBGI vs. ABR - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 7.73%, less than ABR's 15.56% yield.


TTM20252024202320222021202020192018201720162015
SBGI
Sinclair Broadcast Group, Inc.
7.73%6.54%6.20%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%
ABR
Arbor Realty Trust, Inc.
15.56%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%

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.


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Drawdown Indicators


SBGIABRDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-97.76%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.63%

-40.49%

+15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-68.79%

-46.72%

-22.07%

Max Drawdown (10Y)

Largest decline over 10 years

-81.31%

-72.76%

-8.55%

Current Drawdown

Current decline from peak

-70.46%

-40.61%

-29.85%

Average Drawdown

Average peak-to-trough decline

-49.03%

-41.83%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.90%

21.57%

-9.67%

Volatility

SBGI vs. ABR - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 9.25%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. 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.


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Volatility by Period


SBGIABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

12.40%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

30.52%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

51.44%

40.43%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.27%

36.10%

+18.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.73%

39.77%

+11.96%

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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
836.00M
-362.11M
(SBGI) Total Revenue
(ABR) Total Revenue
Values in USD except per share items