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

Key characteristics


SBGIPBI
YTD Return26.28%79.29%
1Y Return28.91%103.84%
3Y Return (Ann)-10.80%3.26%
5Y Return (Ann)-12.14%13.94%
10Y Return (Ann)-2.40%-6.74%
Sharpe Ratio0.371.85
Sortino Ratio1.033.05
Omega Ratio1.121.34
Calmar Ratio0.301.19
Martin Ratio1.2913.61
Ulcer Index18.17%7.22%
Daily Std Dev63.26%53.23%
Max Drawdown-96.07%-92.88%
Current Drawdown-67.79%-63.92%

Fundamentals


SBGIPBI
Market Cap$1.03B$1.45B
EPS-$3.16-$1.35
PEG Ratio0.890.52
Total Revenue (TTM)$3.37B$2.99B
Gross Profit (TTM)$1.85B$1.25B
EBITDA (TTM)$144.00M$39.27M

Correlation

-0.50.00.51.00.3

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.

Performance

SBGI vs. PBI - Performance Comparison

In the year-to-date period, SBGI achieves a 26.28% return, which is significantly lower than PBI's 79.29% return. Over the past 10 years, SBGI has outperformed PBI with an annualized return of -2.40%, while PBI has yielded a comparatively lower -6.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
36.13%
SBGI
PBI

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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.


SBGI
Sharpe ratio
The chart of Sharpe ratio for SBGI, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37
Sortino ratio
The chart of Sortino ratio for SBGI, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.006.001.03
Omega ratio
The chart of Omega ratio for SBGI, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for SBGI, currently valued at 0.30, compared to the broader market0.002.004.006.000.30
Martin ratio
The chart of Martin ratio for SBGI, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.29
PBI
Sharpe ratio
The chart of Sharpe ratio for PBI, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.85
Sortino ratio
The chart of Sortino ratio for PBI, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for PBI, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for PBI, currently valued at 1.19, compared to the broader market0.002.004.006.001.19
Martin ratio
The chart of Martin ratio for PBI, currently valued at 13.61, compared to the broader market0.0010.0020.0030.0013.61

SBGI vs. PBI - Sharpe Ratio Comparison

The current SBGI Sharpe Ratio is 0.37, which is lower than the PBI Sharpe Ratio of 1.85. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.37
1.85
SBGI
PBI

Dividends

SBGI vs. PBI - Dividend Comparison

SBGI's dividend yield for the trailing twelve months is around 6.42%, more than PBI's 2.61% yield.


TTM20232022202120202019201820172016201520142013
SBGI
Sinclair Broadcast Group, Inc.
6.42%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.
1.96%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 -96.07%, 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%JuneJulyAugustSeptemberOctoberNovember
-67.79%
-63.92%
SBGI
PBI

Volatility

SBGI vs. PBI - Volatility Comparison

The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 11.43%, while Pitney Bowes Inc. (PBI) has a volatility of 12.68%. 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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.43%
12.68%
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