PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
301.70%
11.39%
SBRA
VNO

Key characteristics

Sharpe Ratio

SBRA:

1.50

VNO:

1.54

Sortino Ratio

SBRA:

2.04

VNO:

2.11

Omega Ratio

SBRA:

1.25

VNO:

1.27

Calmar Ratio

SBRA:

1.40

VNO:

0.97

Martin Ratio

SBRA:

7.04

VNO:

6.39

Ulcer Index

SBRA:

4.87%

VNO:

9.77%

Daily Std Dev

SBRA:

22.85%

VNO:

40.55%

Max Drawdown

SBRA:

-74.93%

VNO:

-80.88%

Current Drawdown

SBRA:

-12.44%

VNO:

-34.38%

Fundamentals

Market Cap

SBRA:

$4.06B

VNO:

$8.51B

EPS

SBRA:

$0.40

VNO:

-$0.28

PEG Ratio

SBRA:

3.15

VNO:

2.58

Total Revenue (TTM)

SBRA:

$528.73M

VNO:

$1.33B

Gross Profit (TTM)

SBRA:

$286.90M

VNO:

$528.37M

EBITDA (TTM)

SBRA:

$310.92M

VNO:

$511.27M

Returns By Period

In the year-to-date period, SBRA achieves a -2.19% return, which is significantly lower than VNO's -1.62% return. Over the past 10 years, SBRA has outperformed VNO with an annualized return of 1.48%, while VNO has yielded a comparatively lower -3.79% annualized return.


SBRA

YTD

-2.19%

1M

0.24%

6M

6.74%

1Y

36.28%

5Y*

3.22%

10Y*

1.48%

VNO

YTD

-1.62%

1M

1.40%

6M

46.49%

1Y

63.20%

5Y*

-5.13%

10Y*

-3.79%

*Annualized

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 Rank

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

SBRA
The Risk-Adjusted Performance Rank of SBRA is 8383
Overall Rank
The Sharpe Ratio Rank of SBRA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SBRA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SBRA is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SBRA is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SBRA is 8686
Martin Ratio Rank

VNO
The Risk-Adjusted Performance Rank of VNO is 8383
Overall Rank
The Sharpe Ratio Rank of VNO is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.50, compared to the broader market-2.000.002.004.001.501.54
The chart of Sortino ratio for SBRA, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.042.11
The chart of Omega ratio for SBRA, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.27
The chart of Calmar ratio for SBRA, currently valued at 1.40, compared to the broader market0.002.004.006.001.400.97
The chart of Martin ratio for SBRA, currently valued at 7.04, compared to the broader market-10.000.0010.0020.0030.007.046.39
SBRA
VNO

The current SBRA Sharpe Ratio is 1.50, which is comparable to the VNO Sharpe Ratio of 1.54. 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.50
1.54
SBRA
VNO

Dividends

SBRA vs. VNO - Dividend Comparison

SBRA's dividend yield for the trailing twelve months is around 7.08%, more than VNO's 1.79% yield.


TTM20242023202220212020201920182017201620152014
SBRA
Sabra Health Care REIT, Inc.
7.08%6.93%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%
VNO
Vornado Realty Trust
1.79%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%

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%AugustSeptemberOctoberNovemberDecember2025
-12.44%
-34.38%
SBRA
VNO

Volatility

SBRA vs. VNO - Volatility Comparison

The current volatility for Sabra Health Care REIT, Inc. (SBRA) is 8.56%, while Vornado Realty Trust (VNO) has a volatility of 13.86%. 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%AugustSeptemberOctoberNovemberDecember2025
8.56%
13.86%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab