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SBRA vs. OHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBRA and OHI is 0.68, 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.


-0.50.00.51.00.7

Performance

SBRA vs. OHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sabra Health Care REIT, Inc. (SBRA) and Omega Healthcare Investors, Inc. (OHI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.41%
18.48%
SBRA
OHI

Key characteristics

Sharpe Ratio

SBRA:

1.21

OHI:

1.68

Sortino Ratio

SBRA:

1.72

OHI:

2.48

Omega Ratio

SBRA:

1.21

OHI:

1.31

Calmar Ratio

SBRA:

1.12

OHI:

2.05

Martin Ratio

SBRA:

6.28

OHI:

10.48

Ulcer Index

SBRA:

4.38%

OHI:

3.02%

Daily Std Dev

SBRA:

22.67%

OHI:

18.89%

Max Drawdown

SBRA:

-74.93%

OHI:

-94.62%

Current Drawdown

SBRA:

-12.77%

OHI:

-9.63%

Fundamentals

Market Cap

SBRA:

$4.18B

OHI:

$10.91B

EPS

SBRA:

$0.41

OHI:

$1.36

PE Ratio

SBRA:

43.05

OHI:

28.93

PEG Ratio

SBRA:

3.15

OHI:

1.13

Total Revenue (TTM)

SBRA:

$693.11M

OHI:

$1.02B

Gross Profit (TTM)

SBRA:

$358.53M

OHI:

$844.85M

EBITDA (TTM)

SBRA:

$423.74M

OHI:

$887.34M

Returns By Period

In the year-to-date period, SBRA achieves a 27.86% return, which is significantly lower than OHI's 33.43% return. Over the past 10 years, SBRA has underperformed OHI with an annualized return of 2.44%, while OHI has yielded a comparatively higher 7.67% annualized return.


SBRA

YTD

27.86%

1M

-9.13%

6M

20.56%

1Y

27.50%

5Y*

3.77%

10Y*

2.44%

OHI

YTD

33.43%

1M

-5.83%

6M

19.63%

1Y

33.00%

5Y*

6.23%

10Y*

7.67%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SBRA vs. OHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabra Health Care REIT, Inc. (SBRA) and Omega Healthcare Investors, Inc. (OHI). 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 SBRA, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.211.75
The chart of Sortino ratio for SBRA, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.57
The chart of Omega ratio for SBRA, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.32
The chart of Calmar ratio for SBRA, currently valued at 1.12, compared to the broader market0.002.004.006.001.122.13
The chart of Martin ratio for SBRA, currently valued at 6.28, compared to the broader market-5.000.005.0010.0015.0020.0025.006.2810.71
SBRA
OHI

The current SBRA Sharpe Ratio is 1.21, which is comparable to the OHI Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SBRA and OHI, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.21
1.75
SBRA
OHI

Dividends

SBRA vs. OHI - Dividend Comparison

SBRA's dividend yield for the trailing twelve months is around 7.11%, which matches OHI's 7.09% yield.


TTM20232022202120202019201820172016201520142013
SBRA
Sabra Health Care REIT, Inc.
7.11%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%5.20%
OHI
Omega Healthcare Investors, Inc.
7.09%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%

Drawdowns

SBRA vs. OHI - Drawdown Comparison

The maximum SBRA drawdown since its inception was -74.93%, smaller than the maximum OHI drawdown of -94.62%. Use the drawdown chart below to compare losses from any high point for SBRA and OHI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.77%
-9.63%
SBRA
OHI

Volatility

SBRA vs. OHI - Volatility Comparison

Sabra Health Care REIT, Inc. (SBRA) has a higher volatility of 6.44% compared to Omega Healthcare Investors, Inc. (OHI) at 4.85%. This indicates that SBRA's price experiences larger fluctuations and is considered to be riskier than OHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.44%
4.85%
SBRA
OHI

Financials

SBRA vs. OHI - Financials Comparison

This section allows you to compare key financial metrics between Sabra Health Care REIT, Inc. and Omega Healthcare Investors, 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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