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TEVA vs. WBD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEVA vs. WBD - Performance Comparison

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

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Returns By Period

In the year-to-date period, TEVA achieves a 10.96% return, which is significantly higher than WBD's -6.38% return. Over the past 10 years, TEVA has underperformed WBD with an annualized return of -3.83%, while WBD has yielded a comparatively higher 0.50% annualized return.


TEVA

1D
0.20%
1M
-4.47%
YTD
10.96%
6M
16.25%
1Y
95.54%
3Y*
66.30%
5Y*
25.53%
10Y*
-3.83%

WBD

1D
0.45%
1M
-0.99%
YTD
-6.38%
6M
-10.01%
1Y
165.55%
3Y*
25.07%
5Y*
-2.61%
10Y*
0.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEVA vs. WBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEVA
Teva Pharmaceutical Industries Limited
10.96%41.61%111.11%14.47%13.86%-16.99%-1.53%-36.45%-18.63%-46.18%
WBD
Warner Bros. Discovery, Inc.
-6.38%172.66%-7.12%20.04%-59.73%-21.77%-8.09%32.34%10.55%-18.35%

Correlation

The correlation between TEVA and WBD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.16

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

0.29

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2005

0.25

The correlation between TEVA and WBD shifts across timeframes, from 0.15 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TEVA:

$40.83B

WBD:

$67.23B

EPS

TEVA:

$1.34

WBD:

-$0.86

PS Ratio

TEVA:

2.33

WBD:

1.81

PB Ratio

TEVA:

4.96

WBD:

2.06

Total Revenue (TTM)

TEVA:

$17.35B

WBD:

$37.21B

Gross Profit (TTM)

TEVA:

$9.03B

WBD:

$15.43B

EBITDA (TTM)

TEVA:

$3.05B

WBD:

$9.00B

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Return for Risk

TEVA vs. WBD — Risk / Return Rank

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

TEVA
TEVA Risk / Return Rank: 9393
Overall Rank
TEVA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TEVA Sortino Ratio Rank: 9494
Sortino Ratio Rank
TEVA Omega Ratio Rank: 9393
Omega Ratio Rank
TEVA Calmar Ratio Rank: 9191
Calmar Ratio Rank
TEVA Martin Ratio Rank: 9292
Martin Ratio Rank

WBD
WBD Risk / Return Rank: 9797
Overall Rank
WBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WBD Sortino Ratio Rank: 9999
Sortino Ratio Rank
WBD Omega Ratio Rank: 9898
Omega Ratio Rank
WBD Calmar Ratio Rank: 9696
Calmar Ratio Rank
WBD Martin Ratio Rank: 9797
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.

TEVA vs. WBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TEVAWBDDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.47

1.76

-0.29

Calmar ratioReturn relative to maximum drawdown

4.41

7.82

-3.41

Martin ratioReturn relative to average drawdown

12.66

22.23

-9.57

TEVA vs. WBD - Sharpe Ratio Comparison

The current TEVA Sharpe Ratio is 2.46, which is lower than the WBD Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of TEVA and WBD, 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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Drawdowns

TEVA vs. WBD - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.89%, roughly equal to the maximum WBD drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for TEVA and WBD.


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Drawdown Indicators


TEVAWBDDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-91.32%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-21.31%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-43.70%

-53.63%

+9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-78.49%

+34.79%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-91.32%

+2.91%

Current Drawdown

Current decline from peak

-48.81%

-65.08%

+16.27%

Average Drawdown

Average peak-to-trough decline

-32.00%

-37.14%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

7.48%

+0.24%

Volatility

TEVA vs. WBD - Volatility Comparison

Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 10.61% compared to Warner Bros. Discovery, Inc. (WBD) at 4.77%. This indicates that TEVA's price experiences larger fluctuations and is considered to be riskier than WBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEVAWBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.61%

4.77%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

11.46%

+12.26%

Volatility (1Y)

Calculated over the trailing 1-year period

39.04%

46.82%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.82%

52.71%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.35%

47.14%

+0.21%

Dividends

TEVA vs. WBD - Dividend Comparison

Neither TEVA nor WBD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.88%3.19%1.77%
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%0.00%0.00%

Financials

TEVA vs. WBD - Financials Comparison

This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.98B
8.89B
(TEVA) Total Revenue
(WBD) Total Revenue
Values in USD except per share items

TEVA vs. WBD - Profitability Comparison

The chart below illustrates the profitability comparison between Teva Pharmaceutical Industries Limited and Warner Bros. Discovery, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
49.5%
47.8%
Portfolio components
TEVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.

WBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a gross profit of 4.25B and revenue of 8.89B. Therefore, the gross margin over that period was 47.8%.

TEVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.

WBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported an operating income of -2.47B and revenue of 8.89B, resulting in an operating margin of -27.8%.

TEVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.

WBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a net income of -3.33B and revenue of 8.89B, resulting in a net margin of -37.5%.


Frequently Asked Questions


TEVA and WBD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEVA has higher volatility (10.61%) compared to WBD (4.77%). In terms of maximum drawdown, TEVA dropped -90.89% vs WBD's -91.32%.

WBD currently has the higher Sharpe Ratio (3.57 vs 2.46), 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.

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