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

Correlation

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.


-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.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
41.59%
239.29%
PBI
SBGI

Key characteristics

Sharpe Ratio

PBI:

1.61

SBGI:

0.50

Sortino Ratio

PBI:

2.79

SBGI:

1.17

Omega Ratio

PBI:

1.31

SBGI:

1.14

Calmar Ratio

PBI:

1.03

SBGI:

0.40

Martin Ratio

PBI:

11.97

SBGI:

1.69

Ulcer Index

PBI:

7.10%

SBGI:

18.06%

Daily Std Dev

PBI:

52.72%

SBGI:

61.33%

Max Drawdown

PBI:

-92.88%

SBGI:

-96.05%

Current Drawdown

PBI:

-65.54%

SBGI:

-66.08%

Fundamentals

Market Cap

PBI:

$1.39B

SBGI:

$1.13B

EPS

PBI:

-$1.41

SBGI:

-$3.16

PEG Ratio

PBI:

0.50

SBGI:

0.89

Total Revenue (TTM)

PBI:

$2.99B

SBGI:

$3.37B

Gross Profit (TTM)

PBI:

$1.25B

SBGI:

$1.43B

EBITDA (TTM)

PBI:

-$958.00K

SBGI:

$296.00M

Returns By Period

In the year-to-date period, PBI achieves a 71.11% return, which is significantly higher than SBGI's 32.96% return. Over the past 10 years, PBI has underperformed SBGI with an annualized return of -7.16%, while SBGI has yielded a comparatively higher -1.59% annualized return.


PBI

YTD

71.11%

1M

-0.41%

6M

50.84%

1Y

81.85%

5Y*

17.59%

10Y*

-7.16%

SBGI

YTD

32.96%

1M

2.97%

6M

47.79%

1Y

29.10%

5Y*

-9.33%

10Y*

-1.59%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for PBI, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.610.50
The chart of Sortino ratio for PBI, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.791.17
The chart of Omega ratio for PBI, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.14
The chart of Calmar ratio for PBI, currently valued at 1.03, compared to the broader market0.002.004.006.001.030.40
The chart of Martin ratio for PBI, currently valued at 11.97, compared to the broader market0.0010.0020.0011.971.69
PBI
SBGI

The current PBI Sharpe Ratio is 1.61, which is higher than the SBGI Sharpe Ratio of 0.50. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.61
0.50
PBI
SBGI

Dividends

PBI vs. SBGI - Dividend Comparison

PBI's dividend yield for the trailing twelve months is around 2.75%, less than SBGI's 6.18% yield.


TTM20232022202120202019201820172016201520142013
PBI
Pitney Bowes Inc.
2.75%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.
6.18%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 -96.05%. 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%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-65.54%
-66.08%
PBI
SBGI

Volatility

PBI vs. SBGI - Volatility Comparison

Pitney Bowes Inc. (PBI) has a higher volatility of 12.83% compared to Sinclair Broadcast Group, Inc. (SBGI) at 11.16%. This indicates that PBI's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
12.83%
11.16%
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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