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BBWI vs. SBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BBWI and SBH is 0.45, 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

BBWI vs. SBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bath & Body Works, Inc. (BBWI) and Sally Beauty Holdings, Inc. (SBH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBWI:

-0.53

SBH:

-0.36

Sortino Ratio

BBWI:

-0.46

SBH:

-0.02

Omega Ratio

BBWI:

0.94

SBH:

1.00

Calmar Ratio

BBWI:

-0.41

SBH:

-0.17

Martin Ratio

BBWI:

-0.80

SBH:

-0.58

Ulcer Index

BBWI:

33.56%

SBH:

22.68%

Daily Std Dev

BBWI:

54.30%

SBH:

53.02%

Max Drawdown

BBWI:

-88.22%

SBH:

-80.53%

Current Drawdown

BBWI:

-53.53%

SBH:

-73.48%

Fundamentals

Market Cap

BBWI:

$7.21B

SBH:

$954.29M

EPS

BBWI:

$3.61

SBH:

$1.66

PE Ratio

BBWI:

9.33

SBH:

5.64

PEG Ratio

BBWI:

0.98

SBH:

1.63

PS Ratio

BBWI:

0.99

SBH:

0.26

PB Ratio

BBWI:

0.00

SBH:

1.35

Total Revenue (TTM)

BBWI:

$5.92B

SBH:

$3.70B

Gross Profit (TTM)

BBWI:

$2.63B

SBH:

$1.90B

EBITDA (TTM)

BBWI:

$1.30B

SBH:

$378.45M

Returns By Period

The year-to-date returns for both investments are quite close, with BBWI having a -11.79% return and SBH slightly higher at -11.48%. Over the past 10 years, BBWI has outperformed SBH with an annualized return of -3.94%, while SBH has yielded a comparatively lower -11.48% annualized return.


BBWI

YTD

-11.79%

1M

18.78%

6M

8.90%

1Y

-28.56%

5Y*

33.26%

10Y*

-3.94%

SBH

YTD

-11.48%

1M

9.34%

6M

-26.18%

1Y

-19.00%

5Y*

-1.25%

10Y*

-11.48%

*Annualized

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Risk-Adjusted Performance

BBWI vs. SBH — Risk-Adjusted Performance Rank

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

BBWI
The Risk-Adjusted Performance Rank of BBWI is 2525
Overall Rank
The Sharpe Ratio Rank of BBWI is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 2323
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 3232
Martin Ratio Rank

SBH
The Risk-Adjusted Performance Rank of SBH is 3636
Overall Rank
The Sharpe Ratio Rank of SBH is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SBH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SBH is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SBH is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SBH is 3838
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.

BBWI vs. SBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bath & Body Works, Inc. (BBWI) and Sally Beauty Holdings, Inc. (SBH). 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 BBWI Sharpe Ratio is -0.53, which is lower than the SBH Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of BBWI and SBH, 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

BBWI vs. SBH - Dividend Comparison

BBWI's dividend yield for the trailing twelve months is around 2.35%, while SBH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BBWI
Bath & Body Works, Inc.
2.35%2.06%1.85%1.90%0.60%0.81%6.62%9.35%3.99%6.68%4.18%2.73%
SBH
Sally Beauty Holdings, 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%

Drawdowns

BBWI vs. SBH - Drawdown Comparison

The maximum BBWI drawdown since its inception was -88.22%, which is greater than SBH's maximum drawdown of -80.53%. Use the drawdown chart below to compare losses from any high point for BBWI and SBH. For additional features, visit the drawdowns tool.


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Volatility

BBWI vs. SBH - Volatility Comparison

The current volatility for Bath & Body Works, Inc. (BBWI) is 13.82%, while Sally Beauty Holdings, Inc. (SBH) has a volatility of 23.83%. This indicates that BBWI experiences smaller price fluctuations and is considered to be less risky than SBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BBWI vs. SBH - Financials Comparison

This section allows you to compare key financial metrics between Bath & Body Works, Inc. and Sally Beauty Holdings, 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


1.00B2.00B3.00B4.00B5.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.79B
883.15M
(BBWI) Total Revenue
(SBH) Total Revenue
Values in USD except per share items

BBWI vs. SBH - Profitability Comparison

The chart below illustrates the profitability comparison between Bath & Body Works, Inc. and Sally Beauty Holdings, 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%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
46.7%
52.0%
(BBWI) Gross Margin
(SBH) Gross Margin
BBWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported a gross profit of 1.30B and revenue of 2.79B. Therefore, the gross margin over that period was 46.7%.

SBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported a gross profit of 458.82M and revenue of 883.15M. Therefore, the gross margin over that period was 52.0%.

BBWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported an operating income of 678.00M and revenue of 2.79B, resulting in an operating margin of 24.3%.

SBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported an operating income of 69.37M and revenue of 883.15M, resulting in an operating margin of 7.9%.

BBWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported a net income of 453.00M and revenue of 2.79B, resulting in a net margin of 16.3%.

SBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported a net income of 39.21M and revenue of 883.15M, resulting in a net margin of 4.4%.