SBGI vs. DOUG
Compare and contrast key facts about Sinclair Broadcast Group, Inc. (SBGI) and Douglas Elliman Inc. (DOUG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBGI or DOUG.
Key characteristics
| SBGI | DOUG | |
|---|---|---|
| YTD Return | 28.96% | -33.90% |
| 1Y Return | 27.72% | 13.37% |
| Sharpe Ratio | 0.42 | 0.10 |
| Sortino Ratio | 1.10 | 0.81 |
| Omega Ratio | 1.13 | 1.10 |
| Calmar Ratio | 0.35 | 0.10 |
| Martin Ratio | 1.48 | 0.20 |
| Ulcer Index | 18.15% | 44.33% |
| Daily Std Dev | 63.03% | 86.46% |
| Max Drawdown | -96.07% | -90.48% |
| Current Drawdown | -67.10% | -82.14% |
Fundamentals
| SBGI | DOUG | |
|---|---|---|
| Market Cap | $1.12B | $179.07M |
| EPS | -$2.97 | -$0.76 |
| Total Revenue (TTM) | $2.45B | $700.68M |
| Gross Profit (TTM) | $931.00M | $104.55M |
| EBITDA (TTM) | -$35.00M | -$42.86M |
Correlation
The correlation between SBGI and DOUG is 0.33, 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. DOUG - Performance Comparison
In the year-to-date period, SBGI achieves a 28.96% return, which is significantly higher than DOUG's -33.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBGI vs. DOUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Douglas Elliman Inc. (DOUG). 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.
Dividends
SBGI vs. DOUG - Dividend Comparison
SBGI's dividend yield for the trailing twelve months is around 6.29%, while DOUG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGI Sinclair Broadcast Group, Inc. | 6.29% | 7.67% | 6.45% | 3.03% | 2.51% | 2.40% | 2.81% | 1.90% | 2.11% | 2.03% | 2.30% | 1.68% |
DOUG Douglas Elliman Inc. | 0.00% | 1.61% | 4.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBGI vs. DOUG - Drawdown Comparison
The maximum SBGI drawdown since its inception was -96.07%, which is greater than DOUG's maximum drawdown of -90.48%. Use the drawdown chart below to compare losses from any high point for SBGI and DOUG. For additional features, visit the drawdowns tool.
Volatility
SBGI vs. DOUG - Volatility Comparison
The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 11.95%, while Douglas Elliman Inc. (DOUG) has a volatility of 25.40%. This indicates that SBGI experiences smaller price fluctuations and is considered to be less risky than DOUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SBGI vs. DOUG - Financials Comparison
This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Douglas Elliman 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