PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBGI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBGI and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

SBGI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sinclair Broadcast Group, Inc. (SBGI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
350.63%
602.93%
SBGI
VOO

Key characteristics

Sharpe Ratio

SBGI:

0.58

VOO:

2.25

Sortino Ratio

SBGI:

1.28

VOO:

2.98

Omega Ratio

SBGI:

1.15

VOO:

1.42

Calmar Ratio

SBGI:

0.46

VOO:

3.31

Martin Ratio

SBGI:

1.97

VOO:

14.77

Ulcer Index

SBGI:

18.09%

VOO:

1.90%

Daily Std Dev

SBGI:

61.07%

VOO:

12.46%

Max Drawdown

SBGI:

-96.05%

VOO:

-33.99%

Current Drawdown

SBGI:

-66.29%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SBGI achieves a 32.14% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, SBGI has underperformed VOO with an annualized return of -1.81%, while VOO has yielded a comparatively higher 13.08% annualized return.


SBGI

YTD

32.14%

1M

-1.20%

6M

39.71%

1Y

30.94%

5Y*

-9.42%

10Y*

-1.81%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.582.25
The chart of Sortino ratio for SBGI, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.98
The chart of Omega ratio for SBGI, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.42
The chart of Calmar ratio for SBGI, currently valued at 0.46, compared to the broader market0.002.004.006.000.463.31
The chart of Martin ratio for SBGI, currently valued at 1.97, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9714.77
SBGI
VOO

The current SBGI Sharpe Ratio is 0.58, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SBGI and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.25
SBGI
VOO

Dividends

SBGI vs. VOO - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.22%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SBGI vs. VOO - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBGI and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.29%
-2.47%
SBGI
VOO

Volatility

SBGI vs. VOO - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) has a higher volatility of 10.82% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SBGI's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.75%
SBGI
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab