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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
13.35%
-13.92%
WBD
PGRE

Key characteristics

Sharpe Ratio

WBD:

-0.10

PGRE:

0.05

Sortino Ratio

WBD:

0.21

PGRE:

0.31

Omega Ratio

WBD:

1.02

PGRE:

1.04

Calmar Ratio

WBD:

-0.05

PGRE:

0.03

Martin Ratio

WBD:

-0.22

PGRE:

0.21

Ulcer Index

WBD:

22.12%

PGRE:

8.58%

Daily Std Dev

WBD:

49.30%

PGRE:

31.78%

Max Drawdown

WBD:

-91.32%

PGRE:

-73.71%

Current Drawdown

WBD:

-87.36%

PGRE:

-68.57%

Fundamentals

Market Cap

WBD:

$23.97B

PGRE:

$1.09B

EPS

WBD:

-$4.58

PGRE:

-$0.99

PEG Ratio

WBD:

2.79

PGRE:

0.53

Total Revenue (TTM)

WBD:

$29.29B

PGRE:

$571.18M

Gross Profit (TTM)

WBD:

$8.21B

PGRE:

$283.11M

EBITDA (TTM)

WBD:

-$6.13B

PGRE:

$295.00M

Returns By Period

The year-to-date returns for both investments are quite close, with WBD having a -7.57% return and PGRE slightly higher at -7.29%. Both investments have delivered pretty close results over the past 10 years, with WBD having a -10.59% annualized return and PGRE not far behind at -10.76%.


WBD

YTD

-7.57%

1M

-8.61%

6M

13.34%

1Y

-6.69%

5Y*

-20.41%

10Y*

-10.59%

PGRE

YTD

-7.29%

1M

-4.78%

6M

-13.91%

1Y

-8.06%

5Y*

-17.50%

10Y*

-10.76%

*Annualized

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

WBD vs. PGRE — Risk-Adjusted Performance Rank

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

WBD
The Risk-Adjusted Performance Rank of WBD is 3939
Overall Rank
The Sharpe Ratio Rank of WBD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of WBD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WBD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of WBD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of WBD is 4040
Martin Ratio Rank

PGRE
The Risk-Adjusted Performance Rank of PGRE is 4444
Overall Rank
The Sharpe Ratio Rank of PGRE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of PGRE is 4040
Sortino Ratio Rank
The Omega Ratio Rank of PGRE is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PGRE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PGRE is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.10, compared to the broader market-2.000.002.004.00-0.100.05
The chart of Sortino ratio for WBD, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.006.000.210.31
The chart of Omega ratio for WBD, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.04
The chart of Calmar ratio for WBD, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.050.03
The chart of Martin ratio for WBD, currently valued at -0.22, compared to the broader market0.0010.0020.0030.00-0.220.21
WBD
PGRE

The current WBD Sharpe Ratio is -0.10, which is lower than the PGRE Sharpe Ratio of 0.05. 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.10
0.05
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 1.53%.


TTM2024202320222021202020192018201720162015
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%
PGRE
Paramount Group, Inc.
1.53%1.42%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%AugustSeptemberOctoberNovemberDecember2025
-87.36%
-68.57%
WBD
PGRE

Volatility

WBD vs. PGRE - Volatility Comparison

Warner Bros. Discovery, Inc. (WBD) and Paramount Group, Inc. (PGRE) have volatilities of 11.06% 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.06%
10.75%
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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