GWRS vs. SBGI
Compare and contrast key facts about Global Water Resources, Inc. (GWRS) and Sinclair Broadcast Group, Inc. (SBGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWRS or SBGI.
Key characteristics
| GWRS | SBGI | |
|---|---|---|
| YTD Return | 5.14% | 37.23% |
| 1Y Return | 36.44% | 34.90% |
| 3Y Return (Ann) | -8.77% | -8.64% |
| 5Y Return (Ann) | 4.11% | -11.42% |
| Sharpe Ratio | 1.15 | 0.52 |
| Sortino Ratio | 1.79 | 1.22 |
| Omega Ratio | 1.21 | 1.14 |
| Calmar Ratio | 0.79 | 0.42 |
| Martin Ratio | 6.57 | 1.79 |
| Ulcer Index | 5.78% | 18.14% |
| Daily Std Dev | 32.90% | 62.75% |
| Max Drawdown | -51.69% | -96.07% |
| Current Drawdown | -29.19% | -65.00% |
Fundamentals
| GWRS | SBGI | |
|---|---|---|
| Market Cap | $309.26M | $1.11B |
| EPS | $0.25 | -$5.50 |
| PEG Ratio | 2.79 | 0.89 |
| Total Revenue (TTM) | $37.49M | $2.45B |
| Gross Profit (TTM) | $18.79M | $931.00M |
| EBITDA (TTM) | $14.72M | -$35.00M |
Correlation
The correlation between GWRS and SBGI is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GWRS vs. SBGI - Performance Comparison
In the year-to-date period, GWRS achieves a 5.14% return, which is significantly lower than SBGI's 37.23% 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
GWRS vs. SBGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Water Resources, Inc. (GWRS) and Sinclair Broadcast Group, Inc. (SBGI). 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
GWRS vs. SBGI - Dividend Comparison
GWRS's dividend yield for the trailing twelve months is around 2.23%, less than SBGI's 5.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWRS Global Water Resources, Inc. | 2.23% | 2.29% | 2.26% | 1.69% | 2.00% | 2.19% | 2.84% | 2.97% | 1.90% | 0.00% | 0.00% | 0.00% |
SBGI Sinclair Broadcast Group, Inc. | 5.91% | 7.67% | 6.45% | 3.03% | 2.51% | 2.40% | 2.81% | 1.90% | 2.11% | 2.03% | 2.30% | 1.68% |
Drawdowns
GWRS vs. SBGI - Drawdown Comparison
The maximum GWRS drawdown since its inception was -51.69%, smaller than the maximum SBGI drawdown of -96.07%. Use the drawdown chart below to compare losses from any high point for GWRS and SBGI. For additional features, visit the drawdowns tool.
Volatility
GWRS vs. SBGI - Volatility Comparison
The current volatility for Global Water Resources, Inc. (GWRS) is 9.54%, while Sinclair Broadcast Group, Inc. (SBGI) has a volatility of 10.16%. This indicates that GWRS experiences smaller price fluctuations and is considered to be less risky than SBGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GWRS vs. SBGI - Financials Comparison
This section allows you to compare key financial metrics between Global Water Resources, Inc. and Sinclair Broadcast Group, 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