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

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.


-0.50.00.51.0
Correlation: 0.5

Performance

VNO vs. SBRA - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-3.72%
320.64%
VNO
SBRA

Key characteristics

Sharpe Ratio

VNO:

0.81

SBRA:

1.49

Sortino Ratio

VNO:

1.32

SBRA:

2.02

Omega Ratio

VNO:

1.17

SBRA:

1.25

Calmar Ratio

VNO:

0.52

SBRA:

1.96

Martin Ratio

VNO:

3.47

SBRA:

4.95

Ulcer Index

VNO:

9.67%

SBRA:

7.31%

Daily Std Dev

VNO:

41.48%

SBRA:

24.29%

Max Drawdown

VNO:

-80.88%

SBRA:

-74.93%

Current Drawdown

VNO:

-43.28%

SBRA:

-8.31%

Fundamentals

Market Cap

VNO:

$7.24B

SBRA:

$4.14B

EPS

VNO:

$0.04

SBRA:

$0.54

PE Ratio

VNO:

893.75

SBRA:

32.26

PEG Ratio

VNO:

9.52

SBRA:

3.15

PS Ratio

VNO:

3.81

SBRA:

5.90

PB Ratio

VNO:

1.73

SBRA:

1.52

Total Revenue (TTM)

VNO:

$1.35B

SBRA:

$538.88M

Gross Profit (TTM)

VNO:

$649.74M

SBRA:

$334.12M

EBITDA (TTM)

VNO:

$572.16M

SBRA:

$327.98M

Returns By Period

In the year-to-date period, VNO achieves a -14.96% return, which is significantly lower than SBRA's 2.42% return. Over the past 10 years, VNO has underperformed SBRA with an annualized return of -4.54%, while SBRA has yielded a comparatively higher 2.72% annualized return.


VNO

YTD

-14.96%

1M

-5.17%

6M

-15.79%

1Y

38.43%

5Y*

2.00%

10Y*

-4.54%

SBRA

YTD

2.42%

1M

0.23%

6M

-4.07%

1Y

34.61%

5Y*

17.13%

10Y*

2.72%

*Annualized

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Risk-Adjusted Performance

VNO vs. SBRA — Risk-Adjusted Performance Rank

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

VNO
The Risk-Adjusted Performance Rank of VNO is 7777
Overall Rank
The Sharpe Ratio Rank of VNO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8282
Martin Ratio Rank

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
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.

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.


The chart of Sharpe ratio for VNO, currently valued at 0.81, compared to the broader market-2.00-1.000.001.002.003.00
VNO: 0.81
SBRA: 1.49
The chart of Sortino ratio for VNO, currently valued at 1.32, compared to the broader market-6.00-4.00-2.000.002.004.00
VNO: 1.32
SBRA: 2.02
The chart of Omega ratio for VNO, currently valued at 1.17, compared to the broader market0.501.001.502.00
VNO: 1.17
SBRA: 1.25
The chart of Calmar ratio for VNO, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.00
VNO: 0.52
SBRA: 1.96
The chart of Martin ratio for VNO, currently valued at 3.47, compared to the broader market-5.000.005.0010.0015.0020.00
VNO: 3.47
SBRA: 4.95

The current VNO Sharpe Ratio is 0.81, which is lower than the SBRA Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of VNO and SBRA, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.81
1.49
VNO
SBRA

Dividends

VNO vs. SBRA - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 2.07%, less than SBRA's 6.89% yield.


TTM20242023202220212020201920182017201620152014
VNO
Vornado Realty Trust
2.07%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%
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%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.28%
-8.31%
VNO
SBRA

Volatility

VNO vs. SBRA - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 19.37% compared to Sabra Health Care REIT, Inc. (SBRA) at 8.17%. This indicates that VNO's price experiences larger fluctuations and is considered to be riskier than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.37%
8.17%
VNO
SBRA

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items