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

Correlation

The correlation between SBGI and DOUG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SBGI vs. DOUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sinclair Broadcast Group, Inc. (SBGI) and Douglas Elliman Inc. (DOUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SBGI:

0.00

DOUG:

0.31

Sortino Ratio

SBGI:

0.99

DOUG:

1.14

Omega Ratio

SBGI:

1.12

DOUG:

1.14

Calmar Ratio

SBGI:

0.29

DOUG:

0.33

Martin Ratio

SBGI:

1.46

DOUG:

1.14

Ulcer Index

SBGI:

15.24%

DOUG:

26.40%

Daily Std Dev

SBGI:

53.00%

DOUG:

85.26%

Max Drawdown

SBGI:

-96.05%

DOUG:

-90.48%

Current Drawdown

SBGI:

-67.49%

DOUG:

-83.33%

Fundamentals

Market Cap

SBGI:

$1.06B

DOUG:

$161.50M

EPS

SBGI:

$2.04

DOUG:

-$0.48

PS Ratio

SBGI:

0.30

DOUG:

0.15

PB Ratio

SBGI:

1.78

DOUG:

1.02

Total Revenue (TTM)

SBGI:

$2.75B

DOUG:

$1.05B

Gross Profit (TTM)

SBGI:

$1.35B

DOUG:

$410.59M

EBITDA (TTM)

SBGI:

$792.00M

DOUG:

$162.33M

Returns By Period

In the year-to-date period, SBGI achieves a -3.91% return, which is significantly lower than DOUG's 8.98% return.


SBGI

YTD

-3.91%

1M

15.54%

6M

-1.17%

1Y

8.63%

5Y*

3.61%

10Y*

-2.62%

DOUG

YTD

8.98%

1M

15.19%

6M

-6.67%

1Y

54.24%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SBGI vs. DOUG — 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

DOUG
The Risk-Adjusted Performance Rank of DOUG is 6767
Overall Rank
The Sharpe Ratio Rank of DOUG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DOUG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DOUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DOUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DOUG is 6666
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. 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.


The current SBGI Sharpe Ratio is 0.00, which is lower than the DOUG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SBGI and DOUG, 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. DOUG - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.56%, while DOUG has not paid dividends to shareholders.


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%
DOUG
Douglas Elliman Inc.
0.00%0.00%1.61%4.91%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 -96.05%, 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.


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Volatility

SBGI vs. DOUG - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 13.57%, while Douglas Elliman Inc. (DOUG) has a volatility of 17.49%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
1.00B
253.40M
(SBGI) Total Revenue
(DOUG) Total Revenue
Values in USD except per share items

SBGI vs. DOUG - Profitability Comparison

The chart below illustrates the profitability comparison between Sinclair Broadcast Group, Inc. and Douglas Elliman Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
53.5%
93.0%
(SBGI) Gross Margin
(DOUG) Gross Margin
SBGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sinclair Broadcast Group, Inc. reported a gross profit of 537.00M and revenue of 1.00B. Therefore, the gross margin over that period was 53.5%.

DOUG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Douglas Elliman Inc. reported a gross profit of 235.68M and revenue of 253.40M. Therefore, the gross margin over that period was 93.0%.

SBGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sinclair Broadcast Group, Inc. reported an operating income of 266.00M and revenue of 1.00B, resulting in an operating margin of 26.5%.

DOUG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Douglas Elliman Inc. reported an operating income of 188.61M and revenue of 253.40M, resulting in an operating margin of 74.4%.

SBGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sinclair Broadcast Group, Inc. reported a net income of 176.00M and revenue of 1.00B, resulting in a net margin of 17.5%.

DOUG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Douglas Elliman Inc. reported a net income of -6.28M and revenue of 253.40M, resulting in a net margin of -2.5%.