VNO vs. SBRA
Compare and contrast key facts about Vornado Realty Trust (VNO) and Sabra Health Care REIT, Inc. (SBRA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNO or SBRA.
Key characteristics
| VNO | SBRA | |
|---|---|---|
| YTD Return | 61.98% | 45.69% |
| 1Y Return | 126.20% | 55.65% |
| 3Y Return (Ann) | 3.70% | 20.49% |
| 5Y Return (Ann) | -2.52% | 5.65% |
| 10Y Return (Ann) | -1.58% | 4.73% |
| Sharpe Ratio | 2.41 | 2.44 |
| Sortino Ratio | 3.23 | 3.22 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 1.66 | 2.17 |
| Martin Ratio | 9.03 | 13.74 |
| Ulcer Index | 12.72% | 3.88% |
| Daily Std Dev | 47.71% | 21.83% |
| Max Drawdown | -80.88% | -74.93% |
| Current Drawdown | -28.60% | -0.15% |
Fundamentals
| VNO | SBRA | |
|---|---|---|
| Market Cap | $9.50B | $4.63B |
| EPS | -$0.29 | $0.41 |
| PEG Ratio | 2.58 | 3.15 |
| Total Revenue (TTM) | $1.77B | $609.66M |
| Gross Profit (TTM) | $750.33M | $275.08M |
| EBITDA (TTM) | $289.32M | $400.44M |
Correlation
The correlation between VNO and SBRA 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.
Performance
VNO vs. SBRA - Performance Comparison
In the year-to-date period, VNO achieves a 61.98% return, which is significantly higher than SBRA's 45.69% return. Over the past 10 years, VNO has underperformed SBRA with an annualized return of -1.58%, while SBRA has yielded a comparatively higher 4.73% 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
VNO vs. SBRA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) and Sabra Health Care REIT, Inc. (SBRA). 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
VNO vs. SBRA - Dividend Comparison
VNO's dividend yield for the trailing twelve months is around 0.66%, less than SBRA's 6.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNO Vornado Realty Trust | 0.66% | 2.39% | 10.19% | 5.06% | 6.37% | 6.90% | 4.06% | 3.00% | 2.42% | 2.52% | 2.48% | 3.29% |
SBRA Sabra Health Care REIT, Inc. | 6.14% | 8.41% | 9.65% | 8.86% | 7.77% | 8.43% | 10.92% | 9.22% | 6.84% | 7.91% | 4.97% | 5.20% |
Drawdowns
VNO vs. SBRA - Drawdown Comparison
The maximum VNO drawdown since its inception was -80.88%, which is greater than SBRA's maximum drawdown of -74.93%. Use the drawdown chart below to compare losses from any high point for VNO and SBRA. For additional features, visit the drawdowns tool.
Volatility
VNO vs. SBRA - Volatility Comparison
The current volatility for Vornado Realty Trust (VNO) is 7.06%, while Sabra Health Care REIT, Inc. (SBRA) has a volatility of 7.84%. This indicates that VNO experiences smaller price fluctuations and is considered to be less risky than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VNO vs. SBRA - Financials Comparison
This section allows you to compare key financial metrics between Vornado Realty Trust and Sabra Health Care REIT, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities