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

Correlation

The correlation between SBGI and PBI 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

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.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
39.70%
57.64%
SBGI
PBI

Key characteristics

Sharpe Ratio

SBGI:

0.58

PBI:

1.69

Sortino Ratio

SBGI:

1.28

PBI:

2.89

Omega Ratio

SBGI:

1.15

PBI:

1.33

Calmar Ratio

SBGI:

0.46

PBI:

1.07

Martin Ratio

SBGI:

1.97

PBI:

12.38

Ulcer Index

SBGI:

18.09%

PBI:

7.18%

Daily Std Dev

SBGI:

61.07%

PBI:

52.55%

Max Drawdown

SBGI:

-96.05%

PBI:

-92.88%

Current Drawdown

SBGI:

-66.29%

PBI:

-65.68%

Fundamentals

Market Cap

SBGI:

$1.13B

PBI:

$1.39B

EPS

SBGI:

-$3.16

PBI:

-$1.41

PEG Ratio

SBGI:

0.89

PBI:

0.50

Total Revenue (TTM)

SBGI:

$3.37B

PBI:

$2.99B

Gross Profit (TTM)

SBGI:

$1.43B

PBI:

$1.25B

EBITDA (TTM)

SBGI:

$296.00M

PBI:

-$958.00K

Returns By Period

In the year-to-date period, SBGI achieves a 32.14% return, which is significantly lower than PBI's 70.40% return. Over the past 10 years, SBGI has outperformed PBI with an annualized return of -1.81%, while PBI has yielded a comparatively lower -7.38% annualized return.


SBGI

YTD

32.14%

1M

-1.20%

6M

39.71%

1Y

30.94%

5Y*

-9.42%

10Y*

-1.81%

PBI

YTD

70.40%

1M

-3.73%

6M

57.65%

1Y

83.31%

5Y*

17.46%

10Y*

-7.38%

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

SBGI vs. PBI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SBGI, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.581.69
The chart of Sortino ratio for SBGI, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.89
The chart of Omega ratio for SBGI, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.33
The chart of Calmar ratio for SBGI, currently valued at 0.46, compared to the broader market0.002.004.006.000.461.07
The chart of Martin ratio for SBGI, currently valued at 1.97, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9712.38
SBGI
PBI

The current SBGI Sharpe Ratio is 0.58, which is lower than the PBI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SBGI and PBI, 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
0.58
1.69
SBGI
PBI

Dividends

SBGI vs. PBI - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.22%, more than PBI's 2.77% yield.


TTM20232022202120202019201820172016201520142013
SBGI
Sinclair Broadcast Group, Inc.
6.22%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%
PBI
Pitney Bowes Inc.
2.77%4.55%5.26%3.02%3.25%4.96%12.72%6.73%4.95%3.64%3.09%4.03%

Drawdowns

SBGI vs. PBI - Drawdown Comparison

The maximum SBGI drawdown since its inception was -96.05%, roughly equal to the maximum PBI drawdown of -92.88%. Use the drawdown chart below to compare losses from any high point for SBGI and PBI. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-66.29%
-65.68%
SBGI
PBI

Volatility

SBGI vs. PBI - Volatility Comparison

Sinclair Broadcast Group, Inc. (SBGI) and Pitney Bowes Inc. (PBI) have volatilities of 10.82% and 10.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
10.82%
10.75%
SBGI
PBI

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


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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