SBRA vs. VHT
Compare and contrast key facts about Sabra Health Care REIT, Inc. (SBRA) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBRA or VHT.
Key characteristics
| SBRA | VHT | |
|---|---|---|
| YTD Return | 39.43% | 9.39% |
| 1Y Return | 39.65% | 18.43% |
| 3Y Return (Ann) | 18.36% | 3.06% |
| 5Y Return (Ann) | 5.01% | 9.91% |
| 10Y Return (Ann) | 4.49% | 9.86% |
| Sharpe Ratio | 1.97 | 1.82 |
| Sortino Ratio | 2.63 | 2.56 |
| Omega Ratio | 1.33 | 1.33 |
| Calmar Ratio | 1.76 | 1.80 |
| Martin Ratio | 11.13 | 8.21 |
| Ulcer Index | 3.89% | 2.41% |
| Daily Std Dev | 21.95% | 10.87% |
| Max Drawdown | -74.93% | -39.12% |
| Current Drawdown | -4.88% | -5.44% |
Correlation
The correlation between SBRA and VHT is 0.36, 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.
Performance
SBRA vs. VHT - Performance Comparison
In the year-to-date period, SBRA achieves a 39.43% return, which is significantly higher than VHT's 9.39% return. Over the past 10 years, SBRA has underperformed VHT with an annualized return of 4.49%, while VHT has yielded a comparatively higher 9.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBRA vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabra Health Care REIT, Inc. (SBRA) and Vanguard Health Care ETF (VHT). 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.
Dividends
SBRA vs. VHT - Dividend Comparison
SBRA's dividend yield for the trailing twelve months is around 6.41%, more than VHT's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBRA Sabra Health Care REIT, Inc. | 6.41% | 8.41% | 9.65% | 8.86% | 7.77% | 8.43% | 10.92% | 9.22% | 6.84% | 7.91% | 4.97% | 5.20% |
VHT Vanguard Health Care ETF | 1.42% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
SBRA vs. VHT - Drawdown Comparison
The maximum SBRA drawdown since its inception was -74.93%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for SBRA and VHT. For additional features, visit the drawdowns tool.
Volatility
SBRA vs. VHT - Volatility Comparison
Sabra Health Care REIT, Inc. (SBRA) has a higher volatility of 9.11% compared to Vanguard Health Care ETF (VHT) at 3.08%. This indicates that SBRA's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.