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

Correlation

The correlation between BBWI and SBH is 0.46, 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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.65%
-4.38%
BBWI
SBH

Key characteristics

Sharpe Ratio

BBWI:

-0.30

SBH:

-0.19

Sortino Ratio

BBWI:

-0.16

SBH:

0.07

Omega Ratio

BBWI:

0.98

SBH:

1.01

Calmar Ratio

BBWI:

-0.20

SBH:

-0.12

Martin Ratio

BBWI:

-0.48

SBH:

-0.59

Ulcer Index

BBWI:

26.75%

SBH:

15.32%

Daily Std Dev

BBWI:

43.07%

SBH:

48.55%

Max Drawdown

BBWI:

-88.22%

SBH:

-80.53%

Current Drawdown

BBWI:

-50.01%

SBH:

-68.06%

Fundamentals

Market Cap

BBWI:

$7.97B

SBH:

$1.14B

EPS

BBWI:

$4.08

SBH:

$1.43

PE Ratio

BBWI:

9.02

SBH:

7.79

PEG Ratio

BBWI:

1.13

SBH:

1.63

Total Revenue (TTM)

BBWI:

$7.43B

SBH:

$2.79B

Gross Profit (TTM)

BBWI:

$3.27B

SBH:

$1.40B

EBITDA (TTM)

BBWI:

$1.57B

SBH:

$295.65M

Returns By Period

In the year-to-date period, BBWI achieves a -5.11% return, which is significantly lower than SBH's 6.60% return. Over the past 10 years, BBWI has outperformed SBH with an annualized return of -2.26%, while SBH has yielded a comparatively lower -9.28% annualized return.


BBWI

YTD

-5.11%

1M

-3.74%

6M

-3.65%

1Y

-10.99%

5Y*

19.58%

10Y*

-2.26%

SBH

YTD

6.60%

1M

-10.67%

6M

-4.38%

1Y

-5.75%

5Y*

-6.68%

10Y*

-9.28%

*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 3535
Overall Rank
The Sharpe Ratio Rank of BBWI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 4141
Martin Ratio Rank

SBH
The Risk-Adjusted Performance Rank of SBH is 3838
Overall Rank
The Sharpe Ratio Rank of SBH is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SBH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SBH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SBH is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SBH is 3737
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.


Sharpe ratio
The chart of Sharpe ratio for BBWI, currently valued at -0.30, compared to the broader market-2.000.002.00-0.30-0.19
The chart of Sortino ratio for BBWI, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.160.07
The chart of Omega ratio for BBWI, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.01
The chart of Calmar ratio for BBWI, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20-0.12
The chart of Martin ratio for BBWI, currently valued at -0.48, compared to the broader market0.0010.0020.00-0.48-0.59
BBWI
SBH

The current BBWI Sharpe Ratio is -0.30, which is lower than the SBH Sharpe Ratio of -0.19. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.30
-0.19
BBWI
SBH

Dividends

BBWI vs. SBH - Dividend Comparison

BBWI's dividend yield for the trailing twelve months is around 2.17%, while SBH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BBWI
Bath & Body Works, Inc.
2.17%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.


-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-50.01%
-68.06%
BBWI
SBH

Volatility

BBWI vs. SBH - Volatility Comparison

The current volatility for Bath & Body Works, Inc. (BBWI) is 6.71%, while Sally Beauty Holdings, Inc. (SBH) has a volatility of 11.72%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.71%
11.72%
BBWI
SBH

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


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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