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

Correlation

The correlation between SBGI and EPD is 0.21, 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.


-0.50.00.51.00.2

Performance

SBGI vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sinclair Broadcast Group, Inc. (SBGI) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
78.29%
3,366.06%
SBGI
EPD

Key characteristics

Sharpe Ratio

SBGI:

0.58

EPD:

2.13

Sortino Ratio

SBGI:

1.28

EPD:

3.02

Omega Ratio

SBGI:

1.15

EPD:

1.39

Calmar Ratio

SBGI:

0.46

EPD:

2.43

Martin Ratio

SBGI:

1.97

EPD:

10.79

Ulcer Index

SBGI:

18.09%

EPD:

2.60%

Daily Std Dev

SBGI:

61.07%

EPD:

13.15%

Max Drawdown

SBGI:

-96.05%

EPD:

-58.78%

Current Drawdown

SBGI:

-66.29%

EPD:

-9.99%

Fundamentals

Market Cap

SBGI:

$1.13B

EPD:

$67.82B

EPS

SBGI:

-$3.16

EPD:

$2.66

PEG Ratio

SBGI:

0.89

EPD:

3.03

Total Revenue (TTM)

SBGI:

$3.37B

EPD:

$56.51B

Gross Profit (TTM)

SBGI:

$1.43B

EPD:

$7.05B

EBITDA (TTM)

SBGI:

$296.00M

EPD:

$9.74B

Returns By Period

In the year-to-date period, SBGI achieves a 32.14% return, which is significantly higher than EPD's 26.49% return. Over the past 10 years, SBGI has underperformed EPD with an annualized return of -1.81%, while EPD has yielded a comparatively higher 5.82% annualized return.


SBGI

YTD

32.14%

1M

-1.20%

6M

39.71%

1Y

30.94%

5Y*

-9.42%

10Y*

-1.81%

EPD

YTD

26.49%

1M

-2.52%

6M

12.45%

1Y

27.51%

5Y*

10.36%

10Y*

5.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SBGI vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Enterprise Products Partners L.P. (EPD). 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.


Sharpe ratio
The chart of Sharpe ratio for SBGI, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.582.13
The chart of Sortino ratio for SBGI, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.283.02
The chart of Omega ratio for SBGI, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.39
The chart of Calmar ratio for SBGI, currently valued at 0.46, compared to the broader market0.002.004.006.000.462.43
The chart of Martin ratio for SBGI, currently valued at 1.97, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9710.79
SBGI
EPD

The current SBGI Sharpe Ratio is 0.58, which is lower than the EPD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SBGI and EPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.13
SBGI
EPD

Dividends

SBGI vs. EPD - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.22%, less than EPD's 6.71% yield.


TTM20232022202120202019201820172016201520142013
SBGI
Sinclair Broadcast Group, Inc.
6.22%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%
EPD
Enterprise Products Partners L.P.
6.71%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

SBGI vs. EPD - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for SBGI and EPD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.29%
-9.99%
SBGI
EPD

Volatility

SBGI vs. EPD - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) has a higher volatility of 10.82% compared to Enterprise Products Partners L.P. (EPD) at 6.85%. This indicates that SBGI's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.82%
6.85%
SBGI
EPD

Financials

SBGI vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Enterprise Products Partners L.P.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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