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Paramount Group, Inc. (PGRE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS69924R1086
CUSIP69924R108
SectorReal Estate
IndustryREIT—Office

Highlights

Market Cap$1.11B
EPS-$1.20
PEG Ratio0.53
Revenue (TTM)$471.67M
Gross Profit (TTM)$408.47M
EBITDA (TTM)$110.34M
Year Range$4.00 - $5.83
Target Price$4.60
Short %6.06%
Short Ratio6.43

Share Price Chart


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Compare to other instruments

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Paramount Group, Inc.

Popular comparisons: PGRE vs. DIS, PGRE vs. WBD, PGRE vs. ATVI, PGRE vs. COST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Paramount Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
-64.50%
147.19%
PGRE (Paramount Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Paramount Group, Inc. had a return of -6.42% year-to-date (YTD) and 11.90% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-6.42%6.17%
1 month7.87%-2.72%
6 months4.52%17.29%
1 year11.90%23.80%
5 years (annualized)-16.86%11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.12%-6.74%6.71%-1.07%
2023-7.36%9.81%10.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PGRE is 59, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PGRE is 5959
Paramount Group, Inc.(PGRE)
The Sharpe Ratio Rank of PGRE is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of PGRE is 5959Sortino Ratio Rank
The Omega Ratio Rank of PGRE is 5656Omega Ratio Rank
The Calmar Ratio Rank of PGRE is 5959Calmar Ratio Rank
The Martin Ratio Rank of PGRE is 6262Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Paramount Group, Inc. (PGRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PGRE
Sharpe ratio
The chart of Sharpe ratio for PGRE, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.004.000.37
Sortino ratio
The chart of Sortino ratio for PGRE, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for PGRE, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for PGRE, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for PGRE, currently valued at 1.30, compared to the broader market-10.000.0010.0020.0030.001.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61

Sharpe Ratio

The current Paramount Group, Inc. Sharpe ratio is 0.37. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Paramount Group, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.37
1.97
PGRE (Paramount Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Paramount Group, Inc. granted a 2.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.14 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.14$0.18$0.31$0.28$0.37$0.40$0.40$0.38$0.38$0.42

Dividend yield

2.92%3.54%5.23%3.36%4.09%2.87%3.18%2.40%2.38%2.31%

Monthly Dividends

The table displays the monthly dividend distributions for Paramount Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.04$0.00
2023$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04
2022$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08
2021$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07
2020$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.07
2019$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10
2018$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10
2017$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10
2016$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10
2015$0.13$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-67.32%
-3.62%
PGRE (Paramount Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Paramount Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Paramount Group, Inc. was 73.71%, occurring on Mar 23, 2023. The portfolio has not yet recovered.

The current Paramount Group, Inc. drawdown is 67.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.71%Jan 30, 20152051Mar 23, 2023
-3.94%Dec 1, 201411Dec 15, 201413Jan 5, 201524
-2.15%Jan 13, 20153Jan 15, 20156Jan 26, 20159
-0.2%Jan 27, 20151Jan 27, 20152Jan 29, 20153
-0.16%Nov 20, 20141Nov 20, 20141Nov 21, 20142

Volatility

Volatility Chart

The current Paramount Group, Inc. volatility is 9.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.78%
4.05%
PGRE (Paramount Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Paramount Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items