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WBD vs. PGRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WBD and PGRE 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

WBD vs. PGRE - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

WBD:

-0.17

PGRE:

-0.20

Sortino Ratio

WBD:

0.10

PGRE:

-0.06

Omega Ratio

WBD:

1.01

PGRE:

0.99

Calmar Ratio

WBD:

-0.09

PGRE:

-0.09

Martin Ratio

WBD:

-0.30

PGRE:

-0.64

Ulcer Index

WBD:

27.77%

PGRE:

10.45%

Daily Std Dev

WBD:

49.24%

PGRE:

33.13%

Max Drawdown

WBD:

-91.32%

PGRE:

-73.71%

Current Drawdown

WBD:

-86.17%

PGRE:

-67.00%

Fundamentals

Market Cap

WBD:

$27.84B

PGRE:

$1.18B

EPS

WBD:

-$4.58

PGRE:

-$0.99

PEG Ratio

WBD:

2.79

PGRE:

0.53

Total Revenue (TTM)

WBD:

$39.58B

PGRE:

$763.66M

Gross Profit (TTM)

WBD:

$10.57B

PGRE:

$329.64M

EBITDA (TTM)

WBD:

-$4.19B

PGRE:

$394.71M

Returns By Period

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


WBD

YTD

-6.06%

1M

4.50%

6M

48.89%

1Y

-5.15%

5Y*

-20.18%

10Y*

-11.18%

PGRE

YTD

-5.50%

1M

2.12%

6M

7.96%

1Y

-6.31%

5Y*

-16.04%

10Y*

-9.94%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WBD vs. PGRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Bros. Discovery, Inc. (WBD) and Paramount Group, Inc. (PGRE). 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 WBD, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.17-0.20
The chart of Sortino ratio for WBD, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10-0.06
The chart of Omega ratio for WBD, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.99
The chart of Calmar ratio for WBD, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.09
The chart of Martin ratio for WBD, currently valued at -0.30, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.30-0.64
WBD
PGRE

The current WBD Sharpe Ratio is -0.17, which is comparable to the PGRE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of WBD and PGRE, 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
-0.17
-0.20
WBD
PGRE

Dividends

WBD vs. PGRE - Dividend Comparison

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


TTM202320222021202020192018201720162015
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%
PGRE
Paramount Group, Inc.
2.18%3.54%5.25%3.36%4.09%2.87%3.18%2.40%2.38%2.31%

Drawdowns

WBD vs. PGRE - Drawdown Comparison

The maximum WBD drawdown since its inception was -91.32%, which is greater than PGRE's maximum drawdown of -73.71%. Use the drawdown chart below to compare losses from any high point for WBD and PGRE. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-86.17%
-67.00%
WBD
PGRE

Volatility

WBD vs. PGRE - Volatility Comparison

Warner Bros. Discovery, Inc. (WBD) has a higher volatility of 18.60% compared to Paramount Group, Inc. (PGRE) at 9.11%. This indicates that WBD's price experiences larger fluctuations and is considered to be riskier than PGRE 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
18.60%
9.11%
WBD
PGRE

Financials

WBD vs. PGRE - Financials Comparison

This section allows you to compare key financial metrics between Warner Bros. Discovery, Inc. and Paramount Group, 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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