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

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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Returns By Period

In the year-to-date period, SBGI achieves a -7.86% return, which is significantly higher than DOUG's -29.11% return.


SBGI

1D
-0.44%
1M
0.00%
YTD
-7.86%
6M
-6.08%
1Y
7.79%
3Y*
10.49%
5Y*
-11.30%
10Y*
-3.23%

DOUG

1D
-2.33%
1M
-8.20%
YTD
-29.11%
6M
-31.71%
1Y
-35.88%
3Y*
-7.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBGI vs. DOUG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SBGI
Sinclair Broadcast Group, Inc.
-7.86%1.49%32.63%-9.82%-38.70%4.67%
DOUG
Douglas Elliman Inc.
-29.11%41.92%-43.39%-20.91%-63.17%15.00%

Correlation

The correlation between SBGI and DOUG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2021

0.32

Fundamentals

Market Cap

SBGI:

$963.86M

DOUG:

$143.91M

EPS

SBGI:

$0.91

DOUG:

$0.06

PE Ratio

SBGI:

14.89

DOUG:

30.26

PEG Ratio

SBGI:

0.02

DOUG:

0.08

PS Ratio

SBGI:

0.30

DOUG:

0.15

PB Ratio

SBGI:

2.06

DOUG:

0.86

Total Revenue (TTM)

SBGI:

$3.20B

DOUG:

$993.99M

Gross Profit (TTM)

SBGI:

$1.36B

DOUG:

$133.44M

EBITDA (TTM)

SBGI:

$694.00M

DOUG:

$19.90M

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Return for Risk

SBGI vs. DOUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBGI
SBGI Risk / Return Rank: 4848
Overall Rank
SBGI Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SBGI Sortino Ratio Rank: 4747
Sortino Ratio Rank
SBGI Omega Ratio Rank: 4646
Omega Ratio Rank
SBGI Calmar Ratio Rank: 5151
Calmar Ratio Rank
SBGI Martin Ratio Rank: 4949
Martin Ratio Rank

DOUG
DOUG Risk / Return Rank: 1818
Overall Rank
DOUG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DOUG Sortino Ratio Rank: 2323
Sortino Ratio Rank
DOUG Omega Ratio Rank: 2222
Omega Ratio Rank
DOUG Calmar Ratio Rank: 1515
Calmar Ratio Rank
DOUG Martin Ratio Rank: 1010
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. DOUG - Risk-Adjusted Trends 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.

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.


SBGIDOUGDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.08

0.95

+0.13

Calmar ratioReturn relative to maximum drawdown

0.33

-0.72

+1.05

Martin ratioReturn relative to average drawdown

0.65

-1.34

+1.99

SBGI vs. DOUG - Sharpe Ratio Comparison

The current SBGI Sharpe Ratio is 0.16, which is higher than the DOUG Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SBGI and DOUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -90.26%. Use the drawdown chart below to compare losses from any high point for SBGI and DOUG.


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Drawdown Indicators


SBGIDOUGDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-90.26%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-49.84%

+26.14%

Max Drawdown (3Y)

Largest decline over 3 years

-33.13%

-66.45%

+33.32%

Max Drawdown (5Y)

Largest decline over 5 years

-68.79%

Max Drawdown (10Y)

Largest decline over 10 years

-81.31%

Current Drawdown

Current decline from peak

-68.36%

-84.27%

+15.91%

Average Drawdown

Average peak-to-trough decline

-49.16%

-72.90%

+23.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

26.89%

-14.84%

Volatility

SBGI vs. DOUG - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 9.67%, while Douglas Elliman Inc. (DOUG) has a volatility of 10.62%. 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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Volatility by Period


SBGIDOUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

10.62%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

30.49%

51.17%

-20.68%

Volatility (1Y)

Calculated over the trailing 1-year period

49.85%

68.33%

-18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.52%

71.79%

-17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.92%

71.79%

-19.87%

Dividends

SBGI vs. DOUG - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 7.35%, while DOUG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DOUG
Douglas Elliman Inc.
0.00%0.00%0.00%3.31%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBGI
Sinclair Broadcast Group, Inc.
7.35%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. 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


500.00M1.00B1.50B20222023202420252026
807.00M
214.33M
(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

-100.0%-50.0%0.0%50.0%100.0%20222023202420252026
36.8%
12.5%
Portfolio components
SBGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a gross profit of 297.00M and revenue of 807.00M. Therefore, the gross margin over that period was 36.8%.

DOUG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Douglas Elliman Inc. reported a gross profit of 26.70M and revenue of 214.33M. Therefore, the gross margin over that period was 12.5%.

SBGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported an operating income of 34.00M and revenue of 807.00M, resulting in an operating margin of 4.2%.

DOUG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Douglas Elliman Inc. reported an operating income of -13.61M and revenue of 214.33M, resulting in an operating margin of -6.4%.

SBGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a net income of 20.00M and revenue of 807.00M, resulting in a net margin of 2.5%.

DOUG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Douglas Elliman Inc. reported a net income of -16.28M and revenue of 214.33M, resulting in a net margin of -7.6%.


Frequently Asked Questions


SBGI and DOUG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOUG has higher volatility (10.62%) compared to SBGI (9.67%). In terms of maximum drawdown, SBGI dropped -96.05% vs DOUG's -90.26%.

SBGI currently has the higher Sharpe Ratio (0.16 vs -0.53), 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.

Portfolio Optimizer

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