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PGRE vs. WBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PGRE vs. WBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paramount Group, Inc. (PGRE) and Warner Bros. Discovery, Inc. (WBD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.28%
17.03%
PGRE
WBD

Returns By Period

In the year-to-date period, PGRE achieves a -7.66% return, which is significantly higher than WBD's -16.78% return. Over the past 10 years, PGRE has outperformed WBD with an annualized return of -10.11%, while WBD has yielded a comparatively lower -11.97% annualized return.


PGRE

YTD

-7.66%

1M

-12.31%

6M

2.30%

1Y

2.25%

5Y (annualized)

-16.10%

10Y (annualized)

-10.11%

WBD

YTD

-16.78%

1M

21.10%

6M

17.06%

1Y

-11.58%

5Y (annualized)

-21.68%

10Y (annualized)

-11.97%

Fundamentals


PGREWBD
Market Cap$1.23B$22.62B
EPS-$0.99-$4.58
PEG Ratio0.532.79
Total Revenue (TTM)$763.66M$39.58B
Gross Profit (TTM)$329.64M$10.57B
EBITDA (TTM)$318.57M$5.96B

Key characteristics


PGREWBD
Sharpe Ratio0.10-0.17
Sortino Ratio0.400.09
Omega Ratio1.041.01
Calmar Ratio0.05-0.09
Martin Ratio0.23-0.26
Ulcer Index14.70%31.63%
Daily Std Dev34.85%48.11%
Max Drawdown-73.71%-91.32%
Current Drawdown-67.75%-87.74%

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Correlation

-0.50.00.51.00.4

The correlation between PGRE and WBD is 0.37, 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.

Risk-Adjusted Performance

PGRE vs. WBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Group, Inc. (PGRE) and Warner Bros. Discovery, Inc. (WBD). 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 PGRE, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10-0.17
The chart of Sortino ratio for PGRE, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.400.09
The chart of Omega ratio for PGRE, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.01
The chart of Calmar ratio for PGRE, currently valued at 0.05, compared to the broader market0.002.004.006.000.05-0.09
The chart of Martin ratio for PGRE, currently valued at 0.23, compared to the broader market-10.000.0010.0020.0030.000.23-0.26
PGRE
WBD

The current PGRE Sharpe Ratio is 0.10, which is higher than the WBD Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of PGRE and WBD, 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 Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.10
-0.17
PGRE
WBD

Dividends

PGRE vs. WBD - Dividend Comparison

PGRE's dividend yield for the trailing twelve months is around 2.23%, while WBD has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
PGRE
Paramount Group, Inc.
2.23%3.54%5.25%3.36%4.09%2.87%3.18%2.40%2.38%2.31%
WBD
Warner Bros. Discovery, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PGRE vs. WBD - Drawdown Comparison

The maximum PGRE drawdown since its inception was -73.71%, smaller than the maximum WBD drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for PGRE and WBD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-67.75%
-87.74%
PGRE
WBD

Volatility

PGRE vs. WBD - Volatility Comparison

The current volatility for Paramount Group, Inc. (PGRE) is 9.68%, while Warner Bros. Discovery, Inc. (WBD) has a volatility of 16.55%. This indicates that PGRE experiences smaller price fluctuations and is considered to be less risky than WBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.68%
16.55%
PGRE
WBD

Financials

PGRE vs. WBD - Financials Comparison

This section allows you to compare key financial metrics between Paramount Group, Inc. and Warner Bros. Discovery, 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