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

Correlation

The correlation between SBGI and SAMG is 0.24, 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. SAMG - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-19.25%
133.03%
SBGI
SAMG

Key characteristics

Sharpe Ratio

SBGI:

0.50

SAMG:

0.24

Sortino Ratio

SBGI:

1.17

SAMG:

0.58

Omega Ratio

SBGI:

1.14

SAMG:

1.07

Calmar Ratio

SBGI:

0.40

SAMG:

0.23

Martin Ratio

SBGI:

1.69

SAMG:

0.87

Ulcer Index

SBGI:

18.06%

SAMG:

9.22%

Daily Std Dev

SBGI:

61.33%

SAMG:

33.13%

Max Drawdown

SBGI:

-96.05%

SAMG:

-54.78%

Current Drawdown

SBGI:

-66.08%

SAMG:

-16.97%

Fundamentals

Market Cap

SBGI:

$1.13B

SAMG:

$173.37M

EPS

SBGI:

-$3.16

SAMG:

$0.78

PEG Ratio

SBGI:

0.89

SAMG:

0.98

Total Revenue (TTM)

SBGI:

$3.37B

SAMG:

$120.34M

Gross Profit (TTM)

SBGI:

$1.43B

SAMG:

$42.69M

EBITDA (TTM)

SBGI:

$296.00M

SAMG:

$19.29M

Returns By Period

In the year-to-date period, SBGI achieves a 32.96% return, which is significantly higher than SAMG's 7.00% return. Over the past 10 years, SBGI has underperformed SAMG with an annualized return of -1.59%, while SAMG has yielded a comparatively higher 5.94% annualized return.


SBGI

YTD

32.96%

1M

2.97%

6M

47.79%

1Y

29.10%

5Y*

-9.33%

10Y*

-1.59%

SAMG

YTD

7.00%

1M

-4.08%

6M

18.83%

1Y

3.88%

5Y*

12.56%

10Y*

5.94%

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. SAMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Silvercrest Asset Management Group Inc. (SAMG). 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 0.50, compared to the broader market-4.00-2.000.002.000.500.24
The chart of Sortino ratio for SBGI, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.170.58
The chart of Omega ratio for SBGI, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.07
The chart of Calmar ratio for SBGI, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.23
The chart of Martin ratio for SBGI, currently valued at 1.69, compared to the broader market0.0010.0020.001.690.87
SBGI
SAMG

The current SBGI Sharpe Ratio is 0.50, which is higher than the SAMG Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SBGI and SAMG, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.24
SBGI
SAMG

Dividends

SBGI vs. SAMG - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.18%, more than SAMG's 4.49% yield.


TTM20232022202120202019201820172016201520142013
SBGI
Sinclair Broadcast Group, Inc.
6.18%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%
SAMG
Silvercrest Asset Management Group Inc.
4.49%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%5.05%3.07%0.70%

Drawdowns

SBGI vs. SAMG - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, which is greater than SAMG's maximum drawdown of -54.78%. Use the drawdown chart below to compare losses from any high point for SBGI and SAMG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.08%
-16.97%
SBGI
SAMG

Volatility

SBGI vs. SAMG - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) has a higher volatility of 11.16% compared to Silvercrest Asset Management Group Inc. (SAMG) at 9.94%. This indicates that SBGI's price experiences larger fluctuations and is considered to be riskier than SAMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.16%
9.94%
SBGI
SAMG

Financials

SBGI vs. SAMG - Financials Comparison

This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Silvercrest Asset Management Group 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


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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