PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PGRE vs. WBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.4

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.

-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-64.15%
-67.58%
PGRE
WBD

Key characteristics

Sharpe Ratio

PGRE:

-0.20

WBD:

-0.17

Sortino Ratio

PGRE:

-0.06

WBD:

0.10

Omega Ratio

PGRE:

0.99

WBD:

1.01

Calmar Ratio

PGRE:

-0.09

WBD:

-0.09

Martin Ratio

PGRE:

-0.64

WBD:

-0.30

Ulcer Index

PGRE:

10.45%

WBD:

27.77%

Daily Std Dev

PGRE:

33.13%

WBD:

49.24%

Max Drawdown

PGRE:

-73.71%

WBD:

-91.32%

Current Drawdown

PGRE:

-67.00%

WBD:

-86.17%

Fundamentals

Market Cap

PGRE:

$1.18B

WBD:

$27.84B

EPS

PGRE:

-$0.99

WBD:

-$4.58

PEG Ratio

PGRE:

0.53

WBD:

2.79

Total Revenue (TTM)

PGRE:

$763.66M

WBD:

$39.58B

Gross Profit (TTM)

PGRE:

$329.64M

WBD:

$10.57B

EBITDA (TTM)

PGRE:

$394.71M

WBD:

-$4.19B

Returns By Period

In the year-to-date period, PGRE achieves a -5.50% return, which is significantly higher than WBD's -6.06% return. Over the past 10 years, PGRE has outperformed WBD with an annualized return of -9.94%, while WBD has yielded a comparatively lower -11.18% annualized return.


PGRE

YTD

-5.50%

1M

2.12%

6M

7.96%

1Y

-6.31%

5Y*

-16.04%

10Y*

-9.94%

WBD

YTD

-6.06%

1M

4.50%

6M

48.89%

1Y

-5.15%

5Y*

-20.18%

10Y*

-11.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.17
The chart of Sortino ratio for PGRE, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.060.10
The chart of Omega ratio for PGRE, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.01
The chart of Calmar ratio for PGRE, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.09
The chart of Martin ratio for PGRE, currently valued at -0.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.64-0.30
PGRE
WBD

The current PGRE Sharpe Ratio is -0.20, which is comparable to 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.17
PGRE
WBD

Dividends

PGRE vs. WBD - Dividend Comparison

PGRE's dividend yield for the trailing twelve months is around 2.18%, while WBD has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
PGRE
Paramount Group, Inc.
2.18%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%JulyAugustSeptemberOctoberNovemberDecember
-67.00%
-86.17%
PGRE
WBD

Volatility

PGRE vs. WBD - Volatility Comparison

The current volatility for Paramount Group, Inc. (PGRE) is 9.11%, while Warner Bros. Discovery, Inc. (WBD) has a volatility of 18.60%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.11%
18.60%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab