SBGI vs. ABR
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 -2.62%/yr vs 6.99%/yr for ABR. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
SBGI vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, SBGI achieves a -6.98% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, SBGI has underperformed ABR with an annualized return of -2.62%, while ABR has yielded a comparatively higher 6.99% annualized return.
SBGI
- 1D
- -0.22%
- 1M
- -10.89%
- 6M
- -1.91%
- YTD
- -6.98%
- 1Y
- 4.35%
- 3Y*
- 7.50%
- 5Y*
- -8.07%
- 10Y*
- -2.62%
- ALL TIME*
- 4.00%
ABR
- 1D
- 4.59%
- 1M
- -4.93%
- 6M
- -30.56%
- YTD
- -31.09%
- 1Y
- -49.35%
- 3Y*
- -23.79%
- 5Y*
- -13.59%
- 10Y*
- 6.99%
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.89M | $19.44M | $26.50M | |
| $6.39M | $7.32M | $7.04M |
SBGI vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGI Sinclair Broadcast Group, Inc. | -6.98% | 1.49% | 32.63% | -9.82% | -38.70% | -14.80% | -0.99% | 29.04% | -28.68% | 15.93% |
ABR Arbor Realty Trust, Inc. | -31.09% | -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 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2004 | 0.27 |
The correlation between SBGI and ABR shifts across timeframes, from 0.17 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SBGI:
$960.25M
ABR:
$963.73M
SBGI:
$0.91
ABR:
$0.23
SBGI:
15.07
ABR:
21.84
SBGI:
0.30
ABR:
1.11
SBGI:
2.08
ABR:
0.45
SBGI:
$3.20B
ABR:
$930.16M
SBGI:
$1.36B
ABR:
$813.94M
SBGI:
$694.00M
ABR:
$807.17M
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Return for Risk
SBGI vs. ABR — Risk / Return Rank
SBGI
ABR
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBGI | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.78 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.86 | +0.93 |
| Martin ratioReturn relative to average drawdown | 0.14 | -1.43 | +1.57 |
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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
| SBGI | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.05% | -97.76% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -22.58% | -57.57% | +34.99% |
Max Drawdown (3Y)Largest decline over 3 years | -33.13% | -62.01% | +28.88% |
Max Drawdown (5Y)Largest decline over 5 years | -67.13% | -62.01% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -81.31% | -72.76% | -8.55% |
Current DrawdownCurrent decline from peak | -68.06% | -60.26% | -7.80% |
Average DrawdownAverage peak-to-trough decline | -49.22% | -41.97% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.45% | 34.48% | -22.03% |
Volatility
SBGI vs. ABR - Volatility Comparison
Sinclair Broadcast Group, Inc. (SBGI) and Arbor Realty Trust, Inc. (ABR) have volatilities of 11.00% and 11.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGI | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.00% | 11.42% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 33.07% | 34.59% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.42% | 42.02% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.75% | 37.40% | +17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.06% | 40.63% | +11.43% |
Dividends
SBGI vs. ABR - Dividend Comparison
SBGI's dividend yield for the trailing twelve months is around 7.28%, less than ABR's 21.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 21.36% | 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. | 7.28% | 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 - 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBGI and ABR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (11.42%) compared to SBGI (11.00%). In terms of maximum drawdown, SBGI dropped -96.05% vs ABR's -97.76%.
SBGI currently has the higher Sharpe Ratio (0.03 vs -1.18), 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.
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