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

Key characteristics


PBISBGI
YTD Return77.41%28.96%
1Y Return99.17%27.72%
3Y Return (Ann)4.58%-10.42%
5Y Return (Ann)13.18%-12.51%
10Y Return (Ann)-6.79%-2.00%
Sharpe Ratio1.790.42
Sortino Ratio3.001.10
Omega Ratio1.341.13
Calmar Ratio1.140.35
Martin Ratio13.131.48
Ulcer Index7.22%18.15%
Daily Std Dev52.88%63.03%
Max Drawdown-92.88%-96.07%
Current Drawdown-64.29%-67.10%

Fundamentals


PBISBGI
Market Cap$1.36B$1.12B
EPS-$1.51-$2.97
PEG Ratio0.550.89
Total Revenue (TTM)$2.99B$2.45B
Gross Profit (TTM)$1.25B$931.00M
EBITDA (TTM)$39.27M-$35.00M

Correlation

-0.50.00.51.00.3

The correlation between PBI and SBGI is 0.31, 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

PBI vs. SBGI - Performance Comparison

In the year-to-date period, PBI achieves a 77.41% return, which is significantly higher than SBGI's 28.96% return. Over the past 10 years, PBI has underperformed SBGI with an annualized return of -6.79%, while SBGI has yielded a comparatively higher -2.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
52.30%
9.92%
PBI
SBGI

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Risk-Adjusted Performance

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.


PBI
Sharpe ratio
The chart of Sharpe ratio for PBI, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.79
Sortino ratio
The chart of Sortino ratio for PBI, currently valued at 3.00, compared to the broader market-4.00-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for PBI, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for PBI, currently valued at 1.14, compared to the broader market0.002.004.006.001.14
Martin ratio
The chart of Martin ratio for PBI, currently valued at 13.13, compared to the broader market0.0010.0020.0030.0013.13
SBGI
Sharpe ratio
The chart of Sharpe ratio for SBGI, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42
Sortino ratio
The chart of Sortino ratio for SBGI, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.006.001.10
Omega ratio
The chart of Omega ratio for SBGI, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for SBGI, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for SBGI, currently valued at 1.48, compared to the broader market0.0010.0020.0030.001.48

PBI vs. SBGI - Sharpe Ratio Comparison

The current PBI Sharpe Ratio is 1.79, which is higher than the SBGI Sharpe Ratio of 0.42. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.79
0.42
PBI
SBGI

Dividends

PBI vs. SBGI - Dividend Comparison

PBI's dividend yield for the trailing twelve months is around 2.64%, less than SBGI's 6.29% yield.


TTM20232022202120202019201820172016201520142013
PBI
Pitney Bowes Inc.
2.64%4.55%5.26%3.02%3.25%4.96%12.72%6.73%4.95%3.64%3.09%4.03%
SBGI
Sinclair Broadcast Group, Inc.
6.29%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%

Drawdowns

PBI vs. SBGI - Drawdown Comparison

The maximum PBI drawdown since its inception was -92.88%, roughly equal to the maximum SBGI drawdown of -96.07%. Use the drawdown chart below to compare losses from any high point for PBI and SBGI. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-64.29%
-67.10%
PBI
SBGI

Volatility

PBI vs. SBGI - Volatility Comparison

The current volatility for Pitney Bowes Inc. (PBI) is 11.12%, while Sinclair Broadcast Group, Inc. (SBGI) has a volatility of 11.95%. 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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.12%
11.95%
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