Let G be a finite group acting on a ring R and H a subgroup of G. In this paper we compare some homological dimensions over the skew group rings RG and RH. Moreover, under the assumption that RG is a separable extension over RH, we show that the skew group rings RG and RH share some properties such as being n-Gorenstein, n-perfect, n-coherent, (n, d), Ding-Chen or IF-rings.