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SBGI vs. PBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SBGI vs. PBI - Performance Comparison

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

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Returns By Period

In the year-to-date period, SBGI achieves a -5.29% return, which is significantly lower than PBI's 60.53% return. Over the past 10 years, SBGI has underperformed PBI with an annualized return of -3.93%, while PBI has yielded a comparatively higher 3.48% annualized return.


SBGI

1D
-1.06%
1M
-6.08%
YTD
-5.29%
6M
-3.39%
1Y
7.85%
3Y*
5.17%
5Y*
-10.92%
10Y*
-3.93%

PBI

1D
-1.18%
1M
8.35%
YTD
60.53%
6M
78.61%
1Y
68.01%
3Y*
74.91%
5Y*
18.06%
10Y*
3.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBGI vs. PBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBGI
Sinclair Broadcast Group, Inc.
-5.29%1.49%32.63%-9.82%-38.70%-14.80%-0.99%29.04%-28.68%15.93%
PBI
Pitney Bowes Inc.
60.53%50.42%70.63%22.24%-39.71%10.34%60.75%-28.89%-42.56%-21.82%

Correlation

The correlation between SBGI and PBI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 8, 1995

0.30

The correlation between SBGI and PBI shifts across timeframes, from 0.29 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SBGI:

$0.91

PBI:

$1.29

PE Ratio

SBGI:

15.31

PBI:

12.97

PEG Ratio

SBGI:

0.02

PBI:

0.05

PS Ratio

SBGI:

0.31

PBI:

1.16

Total Revenue (TTM)

SBGI:

$3.20B

PBI:

$1.88B

Gross Profit (TTM)

SBGI:

$1.36B

PBI:

$1.03B

EBITDA (TTM)

SBGI:

$694.00M

PBI:

$386.71M

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Return for Risk

SBGI vs. PBI — Risk / Return Rank

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

SBGI
SBGI Risk / Return Rank: 4646
Overall Rank
SBGI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SBGI Sortino Ratio Rank: 4646
Sortino Ratio Rank
SBGI Omega Ratio Rank: 4444
Omega Ratio Rank
SBGI Calmar Ratio Rank: 4747
Calmar Ratio Rank
SBGI Martin Ratio Rank: 4747
Martin Ratio Rank

PBI
PBI Risk / Return Rank: 8080
Overall Rank
PBI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBI Sortino Ratio Rank: 8181
Sortino Ratio Rank
PBI Omega Ratio Rank: 8181
Omega Ratio Rank
PBI Calmar Ratio Rank: 7777
Calmar Ratio Rank
PBI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBGI vs. PBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Pitney Bowes Inc. (PBI). 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.


SBGIPBIDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.81

-1.65

Sortino ratio

Return per unit of downside risk

0.68

2.41

-1.73

Omega ratio

Gain probability vs. loss probability

1.08

1.32

-0.24

Calmar ratio

Return relative to maximum drawdown

0.29

2.39

-2.10

Martin ratio

Return relative to average drawdown

0.59

5.07

-4.48

SBGI vs. PBI - Sharpe Ratio Comparison

The current SBGI Sharpe Ratio is 0.16, which is lower than the PBI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SBGI and PBI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SBGIPBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.81

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.35

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.05

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.19

-0.12

Drawdowns

SBGI vs. PBI - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, roughly equal to the maximum PBI drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SBGI and PBI.


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Drawdown Indicators


SBGIPBIDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-93.07%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-28.28%

+4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-38.53%

-28.28%

-10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-68.79%

-74.06%

+5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-81.31%

-88.12%

+6.81%

Current Drawdown

Current decline from peak

-67.48%

-19.26%

-48.22%

Average Drawdown

Average peak-to-trough decline

-49.13%

-32.90%

-16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.51%

13.33%

-1.82%

Volatility

SBGI vs. PBI - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 10.05%, while Pitney Bowes Inc. (PBI) has a volatility of 12.55%. This indicates that SBGI experiences smaller price fluctuations and is considered to be less risky than PBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBGIPBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

12.55%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

32.02%

26.13%

+5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

49.98%

37.80%

+12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.45%

52.14%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.88%

64.97%

-13.09%

Dividends

SBGI vs. PBI - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 7.15%, more than PBI's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PBI
Pitney Bowes Inc.
2.15%2.84%2.76%4.55%5.26%3.02%3.25%4.96%12.69%6.71%4.94%3.63%
SBGI
Sinclair Broadcast Group, Inc.
7.15%6.54%6.20%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%

Financials

SBGI vs. PBI - Financials Comparison

This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Pitney Bowes 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


400.00M600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
807.00M
477.41M
(SBGI) Total Revenue
(PBI) Total Revenue
Values in USD except per share items

SBGI vs. PBI - Profitability Comparison

The chart below illustrates the profitability comparison between Sinclair Broadcast Group, Inc. and Pitney Bowes Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
36.8%
57.1%
Portfolio components
SBGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a gross profit of 297.00M and revenue of 807.00M. Therefore, the gross margin over that period was 36.8%.

PBI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pitney Bowes Inc. reported a gross profit of 272.58M and revenue of 477.41M. Therefore, the gross margin over that period was 57.1%.

SBGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported an operating income of 34.00M and revenue of 807.00M, resulting in an operating margin of 4.2%.

PBI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pitney Bowes Inc. reported an operating income of 80.47M and revenue of 477.41M, resulting in an operating margin of 16.9%.

SBGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sinclair Broadcast Group, Inc. reported a net income of 20.00M and revenue of 807.00M, resulting in a net margin of 2.5%.

PBI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pitney Bowes Inc. reported a net income of 58.14M and revenue of 477.41M, resulting in a net margin of 12.2%.


Frequently Asked Questions


SBGI and PBI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBI has higher volatility (12.55%) compared to SBGI (10.05%). In terms of maximum drawdown, SBGI dropped -96.05% vs PBI's -93.07%.

PBI currently has the higher Sharpe Ratio (1.81 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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