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SBRA vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBRA vs. VHT - Performance Comparison

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

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SBRA vs. VHT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBRA
Sabra Health Care REIT, Inc.
3.06%17.02%31.23%26.26%0.38%-16.16%-11.33%41.14%-3.73%-16.83%
VHT
Vanguard Health Care ETF
-5.04%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

In the year-to-date period, SBRA achieves a 3.06% return, which is significantly higher than VHT's -5.04% return. Over the past 10 years, SBRA has underperformed VHT with an annualized return of 8.13%, while VHT has yielded a comparatively higher 9.72% annualized return.


SBRA

1D
-1.08%
1M
-6.42%
YTD
3.06%
6M
6.43%
1Y
17.42%
3Y*
28.26%
5Y*
9.63%
10Y*
8.13%

VHT

1D
2.24%
1M
-7.50%
YTD
-5.04%
6M
5.91%
1Y
4.70%
3Y*
6.16%
5Y*
5.09%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SBRA vs. VHT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBRA
SBRA Risk / Return Rank: 6868
Overall Rank
SBRA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SBRA Sortino Ratio Rank: 6464
Sortino Ratio Rank
SBRA Omega Ratio Rank: 5959
Omega Ratio Rank
SBRA Calmar Ratio Rank: 7070
Calmar Ratio Rank
SBRA Martin Ratio Rank: 7474
Martin Ratio Rank

VHT
VHT Risk / Return Rank: 2121
Overall Rank
VHT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHT Omega Ratio Rank: 1919
Omega Ratio Rank
VHT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBRA vs. VHT - Risk-Adjusted Trends 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.


SBRAVHTDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.27

+0.57

Sortino ratio

Return per unit of downside risk

1.30

0.49

+0.80

Omega ratio

Gain probability vs. loss probability

1.15

1.06

+0.09

Calmar ratio

Return relative to maximum drawdown

1.39

0.51

+0.88

Martin ratio

Return relative to average drawdown

4.21

1.09

+3.11

SBRA vs. VHT - Sharpe Ratio Comparison

The current SBRA Sharpe Ratio is 0.84, which is higher than the VHT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SBRA and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBRAVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.27

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.58

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.56

-0.52

Correlation

The correlation between SBRA and VHT is 0.35, 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.


Dividends

SBRA vs. VHT - Dividend Comparison

SBRA's dividend yield for the trailing twelve months is around 6.24%, more than VHT's 1.73% yield.


TTM20252024202320222021202020192018201720162015
SBRA
Sabra Health Care REIT, Inc.
6.24%6.34%6.93%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%
VHT
Vanguard Health Care ETF
1.73%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

SBRA vs. VHT - Drawdown Comparison

The maximum SBRA drawdown since its inception was -99.49%, 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.


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Drawdown Indicators


SBRAVHTDifference

Max Drawdown

Largest peak-to-trough decline

-99.49%

-39.12%

-60.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-10.40%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-36.79%

-17.71%

-19.08%

Max Drawdown (10Y)

Largest decline over 10 years

-74.93%

-28.85%

-46.08%

Current Drawdown

Current decline from peak

-8.03%

-8.05%

+0.02%

Average Drawdown

Average peak-to-trough decline

-37.98%

-5.98%

-32.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

4.96%

-0.93%

Volatility

SBRA vs. VHT - Volatility Comparison

Sabra Health Care REIT, Inc. (SBRA) has a higher volatility of 5.49% compared to Vanguard Health Care ETF (VHT) at 5.10%. 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.


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Volatility by Period


SBRAVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.10%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

10.28%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

17.61%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

14.85%

+12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.51%

16.94%

+19.57%