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

Correlation

The correlation between SBRA and VNO is 0.53, 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.


-0.50.00.51.00.5

Performance

SBRA vs. VNO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
20.74%
61.26%
SBRA
VNO

Key characteristics

Sharpe Ratio

SBRA:

1.25

VNO:

0.91

Sortino Ratio

SBRA:

1.76

VNO:

1.44

Omega Ratio

SBRA:

1.22

VNO:

1.18

Calmar Ratio

SBRA:

1.15

VNO:

0.57

Martin Ratio

SBRA:

6.69

VNO:

3.51

Ulcer Index

SBRA:

4.22%

VNO:

10.51%

Daily Std Dev

SBRA:

22.64%

VNO:

40.78%

Max Drawdown

SBRA:

-74.93%

VNO:

-80.88%

Current Drawdown

SBRA:

-12.65%

VNO:

-35.28%

Fundamentals

Market Cap

SBRA:

$4.18B

VNO:

$9.30B

EPS

SBRA:

$0.41

VNO:

-$0.28

PEG Ratio

SBRA:

3.15

VNO:

2.58

Total Revenue (TTM)

SBRA:

$693.11M

VNO:

$1.77B

Gross Profit (TTM)

SBRA:

$358.53M

VNO:

$750.33M

EBITDA (TTM)

SBRA:

$423.74M

VNO:

$633.38M

Returns By Period

In the year-to-date period, SBRA achieves a 28.05% return, which is significantly lower than VNO's 46.82% return. Over the past 10 years, SBRA has outperformed VNO with an annualized return of 2.72%, while VNO has yielded a comparatively lower -3.18% annualized return.


SBRA

YTD

28.05%

1M

-6.68%

6M

21.07%

1Y

27.25%

5Y*

3.81%

10Y*

2.72%

VNO

YTD

46.82%

1M

2.92%

6M

58.43%

1Y

37.80%

5Y*

-4.76%

10Y*

-3.18%

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

SBRA vs. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabra Health Care REIT, Inc. (SBRA) and Vornado Realty Trust (VNO). 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 1.25, compared to the broader market-4.00-2.000.002.001.250.91
The chart of Sortino ratio for SBRA, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.44
The chart of Omega ratio for SBRA, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.18
The chart of Calmar ratio for SBRA, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.57
The chart of Martin ratio for SBRA, currently valued at 6.69, compared to the broader market0.0010.0020.006.693.51
SBRA
VNO

The current SBRA Sharpe Ratio is 1.25, which is higher than the VNO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SBRA and VNO, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.25
0.91
SBRA
VNO

Dividends

SBRA vs. VNO - Dividend Comparison

SBRA's dividend yield for the trailing twelve months is around 7.10%, more than VNO's 1.81% yield.


TTM20232022202120202019201820172016201520142013
SBRA
Sabra Health Care REIT, Inc.
7.10%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%5.20%
VNO
Vornado Realty Trust
1.81%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

Drawdowns

SBRA vs. VNO - Drawdown Comparison

The maximum SBRA drawdown since its inception was -74.93%, smaller than the maximum VNO drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for SBRA and VNO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-35.28%
SBRA
VNO

Volatility

SBRA vs. VNO - Volatility Comparison

The current volatility for Sabra Health Care REIT, Inc. (SBRA) is 6.96%, while Vornado Realty Trust (VNO) has a volatility of 11.83%. This indicates that SBRA experiences smaller price fluctuations and is considered to be less risky than VNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.96%
11.83%
SBRA
VNO

Financials

SBRA vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between Sabra Health Care REIT, Inc. and Vornado Realty Trust. 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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