SBRA vs. FSCO
SBRA (Sabra Health Care REIT, Inc.) and FSCO (FS Credit Opportunities Corp.) are both stocks. SBRA operates in REIT - Healthcare Facilities (Real Estate), while FSCO operates in Asset Management (Financial Services). Over the past 3 years, SBRA returned 23.82%/yr vs 14.91%/yr for FSCO. At a 0.16 correlation, their price movements are largely independent.
Performance
SBRA vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, SBRA achieves a -1.50% return, which is significantly higher than FSCO's -17.20% return.
SBRA
- 1D
- 0.39%
- 1M
- -12.55%
- YTD
- -1.50%
- 6M
- -0.18%
- 1Y
- 5.62%
- 3Y*
- 23.82%
- 5Y*
- 9.18%
- 10Y*
- 6.89%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
SBRA vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SBRA Sabra Health Care REIT, Inc. | -1.50% | 17.02% | 31.23% | 26.26% | -3.73% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between SBRA and FSCO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.16 |
Fundamentals
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Return for Risk
SBRA vs. FSCO — Risk / Return Rank
SBRA
FSCO
SBRA vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabra Health Care REIT, Inc. (SBRA) and FS Credit Opportunities Corp. (FSCO). 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.
| SBRA | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.86 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | -0.64 | +0.98 |
| Martin ratioReturn relative to average drawdown | 1.10 | -1.26 | +2.36 |
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Drawdowns
SBRA vs. FSCO - Drawdown Comparison
The maximum SBRA drawdown since its inception was -99.49%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for SBRA and FSCO.
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Drawdown Indicators
| SBRA | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -35.53% | -63.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.10% | -35.53% | +19.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -35.53% | +18.75% |
Max Drawdown (5Y)Largest decline over 5 years | -36.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | — | — |
Current DrawdownCurrent decline from peak | -13.96% | -27.71% | +13.75% |
Average DrawdownAverage peak-to-trough decline | -37.68% | -8.11% | -29.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 17.93% | -12.96% |
Volatility
SBRA vs. FSCO - Volatility Comparison
Sabra Health Care REIT, Inc. (SBRA) has a higher volatility of 9.65% compared to FS Credit Opportunities Corp. (FSCO) at 6.04%. This indicates that SBRA's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBRA | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 6.04% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.23% | 22.58% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 27.39% | -6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 28.18% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.46% | 28.18% | +8.28% |
Dividends
SBRA vs. FSCO - Dividend Comparison
SBRA's dividend yield for the trailing twelve months is around 6.62%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBRA Sabra Health Care REIT, Inc. | 6.62% | 6.34% | 6.93% | 8.41% | 9.65% | 8.86% | 7.77% | 8.43% | 10.92% | 9.22% | 6.84% | 7.91% |
Financials
SBRA vs. FSCO - Financials Comparison
This section allows you to compare key financial metrics between Sabra Health Care REIT, Inc. and FS Credit Opportunities Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBRA and FSCO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBRA has higher volatility (9.65%) compared to FSCO (6.04%). In terms of maximum drawdown, SBRA dropped -99.49% vs FSCO's -35.53%.
SBRA currently has the higher Sharpe Ratio (0.26 vs -0.83), 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.
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