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PBI vs. SBGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PBI and SBGI is 0.30, 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.


-0.50.00.51.00.3

Performance

PBI vs. SBGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pitney Bowes Inc. (PBI) and Sinclair Broadcast Group, Inc. (SBGI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.61%
-1.21%
PBI
SBGI

Key characteristics

Sharpe Ratio

PBI:

1.63

SBGI:

0.07

Sortino Ratio

PBI:

2.83

SBGI:

0.54

Omega Ratio

PBI:

1.32

SBGI:

1.06

Calmar Ratio

PBI:

1.03

SBGI:

0.05

Martin Ratio

PBI:

11.07

SBGI:

0.21

Ulcer Index

PBI:

7.74%

SBGI:

18.44%

Daily Std Dev

PBI:

52.57%

SBGI:

58.06%

Max Drawdown

PBI:

-92.88%

SBGI:

-96.05%

Current Drawdown

PBI:

-64.73%

SBGI:

-69.61%

Fundamentals

Market Cap

PBI:

$1.35B

SBGI:

$963.10M

EPS

PBI:

-$1.45

SBGI:

-$3.16

PEG Ratio

PBI:

0.45

SBGI:

0.89

Total Revenue (TTM)

PBI:

$2.12B

SBGI:

$2.54B

Gross Profit (TTM)

PBI:

$964.04M

SBGI:

$1.11B

EBITDA (TTM)

PBI:

$148.81M

SBGI:

$592.00M

Returns By Period

In the year-to-date period, PBI achieves a 2.62% return, which is significantly higher than SBGI's -10.16% return. Over the past 10 years, PBI has underperformed SBGI with an annualized return of -6.81%, while SBGI has yielded a comparatively higher -2.50% annualized return.


PBI

YTD

2.62%

1M

2.77%

6M

11.61%

1Y

75.91%

5Y*

17.86%

10Y*

-6.81%

SBGI

YTD

-10.16%

1M

-9.83%

6M

-1.21%

1Y

-3.86%

5Y*

-10.82%

10Y*

-2.50%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PBI vs. SBGI — Risk-Adjusted Performance Rank

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

PBI
The Risk-Adjusted Performance Rank of PBI is 8787
Overall Rank
The Sharpe Ratio Rank of PBI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PBI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PBI is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PBI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PBI is 9292
Martin Ratio Rank

SBGI
The Risk-Adjusted Performance Rank of SBGI is 4747
Overall Rank
The Sharpe Ratio Rank of SBGI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SBGI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SBGI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBGI is 4848
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.

PBI vs. SBGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pitney Bowes Inc. (PBI) 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.


Sharpe ratio
The chart of Sharpe ratio for PBI, currently valued at 1.63, compared to the broader market-2.000.002.004.001.630.07
The chart of Sortino ratio for PBI, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.830.54
The chart of Omega ratio for PBI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.06
The chart of Calmar ratio for PBI, currently valued at 1.03, compared to the broader market0.002.004.006.001.030.05
The chart of Martin ratio for PBI, currently valued at 11.07, compared to the broader market0.0010.0020.0030.0011.070.21
PBI
SBGI

The current PBI Sharpe Ratio is 1.63, which is higher than the SBGI Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PBI and SBGI, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.63
0.07
PBI
SBGI

Dividends

PBI vs. SBGI - Dividend Comparison

PBI's dividend yield for the trailing twelve months is around 2.69%, less than SBGI's 6.90% yield.


TTM20242023202220212020201920182017201620152014
PBI
Pitney Bowes Inc.
2.69%2.76%4.55%5.26%3.02%3.25%4.96%12.72%6.73%4.95%3.64%3.09%
SBGI
Sinclair Broadcast Group, Inc.
6.90%6.20%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%

Drawdowns

PBI vs. SBGI - Drawdown Comparison

The maximum PBI drawdown since its inception was -92.88%, roughly equal to the maximum SBGI drawdown of -96.05%. Use the drawdown chart below to compare losses from any high point for PBI and SBGI. For additional features, visit the drawdowns tool.


-74.00%-72.00%-70.00%-68.00%-66.00%-64.00%-62.00%AugustSeptemberOctoberNovemberDecember2025
-64.73%
-69.61%
PBI
SBGI

Volatility

PBI vs. SBGI - Volatility Comparison

The current volatility for Pitney Bowes Inc. (PBI) is 9.73%, while Sinclair Broadcast Group, Inc. (SBGI) has a volatility of 11.62%. This indicates that PBI 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.73%
11.62%
PBI
SBGI

Financials

PBI vs. SBGI - Financials Comparison

This section allows you to compare key financial metrics between Pitney Bowes 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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