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You shouldn't be penalized if these are simply sister sites that are linked together in the header. This is common practice with a number of media websites, for example: xojane.com nav links over to xovain.com msnbc.com runs footer links to nbcnews.com, today.com, cnbc.com, and breakingnews.com cnet.com runs footer links to cbsinteractive.com foxnews.com runs header links to 7 other properties etc. To be conservative, I would suggest linking with the brand name of the other site - don't use a commercial anchor text. In other words, link to it as "brand name" or "brandname.com", but don't link to it as "sports news".