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

Correlation

The correlation between WBD and PGRE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

WBD:

0.25

PGRE:

0.66

Sortino Ratio

WBD:

0.73

PGRE:

1.00

Omega Ratio

WBD:

1.09

PGRE:

1.12

Calmar Ratio

WBD:

0.13

PGRE:

0.25

Martin Ratio

WBD:

0.74

PGRE:

1.46

Ulcer Index

WBD:

16.36%

PGRE:

12.43%

Daily Std Dev

WBD:

56.95%

PGRE:

34.78%

Max Drawdown

WBD:

-91.32%

PGRE:

-73.71%

Current Drawdown

WBD:

-88.05%

PGRE:

-61.37%

Fundamentals

Market Cap

WBD:

$22.39B

PGRE:

$1.29B

EPS

WBD:

-$4.40

PGRE:

-$0.31

PEG Ratio

WBD:

2.79

PGRE:

0.53

PS Ratio

WBD:

0.58

PGRE:

1.81

PB Ratio

WBD:

0.66

PGRE:

0.38

Total Revenue (TTM)

WBD:

$38.34B

PGRE:

$755.59M

Gross Profit (TTM)

WBD:

$18.20B

PGRE:

$384.18M

EBITDA (TTM)

WBD:

$1.85B

PGRE:

$380.83M

Returns By Period

In the year-to-date period, WBD achieves a -12.68% return, which is significantly lower than PGRE's 13.97% return. Over the past 10 years, WBD has underperformed PGRE with an annualized return of -12.00%, while PGRE has yielded a comparatively higher -8.86% annualized return.


WBD

YTD

-12.68%

1M

13.81%

6M

-2.84%

1Y

14.09%

3Y*

-19.57%

5Y*

-14.89%

10Y*

-12.00%

PGRE

YTD

13.97%

1M

32.47%

6M

18.28%

1Y

22.54%

3Y*

-10.41%

5Y*

-3.25%

10Y*

-8.86%

*Annualized

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Warner Bros. Discovery, Inc.

Paramount Group, Inc.

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 5959
Overall Rank
The Sharpe Ratio Rank of WBD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of WBD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of WBD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of WBD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of WBD is 6161
Martin Ratio Rank

PGRE
The Risk-Adjusted Performance Rank of PGRE is 6767
Overall Rank
The Sharpe Ratio Rank of PGRE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PGRE is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PGRE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PGRE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PGRE is 6969
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.


The current WBD Sharpe Ratio is 0.25, which is lower than the PGRE Sharpe Ratio of 0.66. 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.


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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 0.62%.


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.
0.62%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.


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Volatility

WBD vs. PGRE - Volatility Comparison

The current volatility for Warner Bros. Discovery, Inc. (WBD) is 8.72%, while Paramount Group, Inc. (PGRE) has a volatility of 16.16%. This indicates that WBD experiences smaller price fluctuations and is considered to be less risky than PGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.002.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
8.98B
187.02M
(WBD) Total Revenue
(PGRE) Total Revenue
Values in USD except per share items

WBD vs. PGRE - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
42.9%
58.3%
(WBD) Gross Margin
(PGRE) Gross Margin
WBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Warner Bros. Discovery, Inc. reported a gross profit of 3.85B and revenue of 8.98B. Therefore, the gross margin over that period was 42.9%.

PGRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Paramount Group, Inc. reported a gross profit of 108.97M and revenue of 187.02M. Therefore, the gross margin over that period was 58.3%.

WBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Warner Bros. Discovery, Inc. reported an operating income of -37.00M and revenue of 8.98B, resulting in an operating margin of -0.4%.

PGRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Paramount Group, Inc. reported an operating income of 32.63M and revenue of 187.02M, resulting in an operating margin of 17.5%.

WBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Warner Bros. Discovery, Inc. reported a net income of -453.00M and revenue of 8.98B, resulting in a net margin of -5.1%.

PGRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Paramount Group, Inc. reported a net income of -10.03M and revenue of 187.02M, resulting in a net margin of -5.4%.