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SBRA vs. XLRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBRA and XLRE is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SBRA vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sabra Health Care REIT, Inc. (SBRA) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
65.77%
86.14%
SBRA
XLRE

Key characteristics

Sharpe Ratio

SBRA:

1.49

XLRE:

0.82

Sortino Ratio

SBRA:

2.02

XLRE:

1.21

Omega Ratio

SBRA:

1.25

XLRE:

1.16

Calmar Ratio

SBRA:

1.96

XLRE:

0.61

Martin Ratio

SBRA:

4.95

XLRE:

2.88

Ulcer Index

SBRA:

7.31%

XLRE:

5.18%

Daily Std Dev

SBRA:

24.29%

XLRE:

18.23%

Max Drawdown

SBRA:

-74.93%

XLRE:

-38.83%

Current Drawdown

SBRA:

-8.31%

XLRE:

-12.65%

Returns By Period

In the year-to-date period, SBRA achieves a 2.42% return, which is significantly higher than XLRE's 0.29% return.


SBRA

YTD

2.42%

1M

0.93%

6M

-4.07%

1Y

37.47%

5Y*

17.90%

10Y*

2.39%

XLRE

YTD

0.29%

1M

-2.41%

6M

-6.45%

1Y

15.12%

5Y*

7.71%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SBRA vs. XLRE — 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 8888
Overall Rank
The Sharpe Ratio Rank of SBRA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SBRA is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SBRA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SBRA is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SBRA is 8787
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 7171
Overall Rank
The Sharpe Ratio Rank of XLRE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 7171
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. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabra Health Care REIT, Inc. (SBRA) and Real Estate Select Sector SPDR Fund (XLRE). 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.


The chart of Sharpe ratio for SBRA, currently valued at 1.49, compared to the broader market-2.00-1.000.001.002.003.00
SBRA: 1.49
XLRE: 0.82
The chart of Sortino ratio for SBRA, currently valued at 2.02, compared to the broader market-6.00-4.00-2.000.002.004.00
SBRA: 2.02
XLRE: 1.21
The chart of Omega ratio for SBRA, currently valued at 1.25, compared to the broader market0.501.001.502.00
SBRA: 1.25
XLRE: 1.16
The chart of Calmar ratio for SBRA, currently valued at 1.96, compared to the broader market0.001.002.003.004.005.00
SBRA: 1.96
XLRE: 0.61
The chart of Martin ratio for SBRA, currently valued at 4.95, compared to the broader market-5.000.005.0010.0015.0020.00
SBRA: 4.95
XLRE: 2.88

The current SBRA Sharpe Ratio is 1.49, which is higher than the XLRE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SBRA and XLRE, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.49
0.82
SBRA
XLRE

Dividends

SBRA vs. XLRE - Dividend Comparison

SBRA's dividend yield for the trailing twelve months is around 6.89%, more than XLRE's 3.44% yield.


TTM20242023202220212020201920182017201620152014
SBRA
Sabra Health Care REIT, Inc.
6.89%6.93%8.41%9.65%8.86%7.77%8.43%10.92%9.22%6.84%7.91%4.97%
XLRE
Real Estate Select Sector SPDR Fund
3.44%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%

Drawdowns

SBRA vs. XLRE - Drawdown Comparison

The maximum SBRA drawdown since its inception was -74.93%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for SBRA and XLRE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.31%
-12.65%
SBRA
XLRE

Volatility

SBRA vs. XLRE - Volatility Comparison

The current volatility for Sabra Health Care REIT, Inc. (SBRA) is 8.17%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 10.14%. This indicates that SBRA experiences smaller price fluctuations and is considered to be less risky than XLRE 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%NovemberDecember2025FebruaryMarchApril
8.17%
10.14%
SBRA
XLRE