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FIGS vs. CALM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIGS vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIGS, Inc. (FIGS) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIGS achieves a 5.37% return, which is significantly higher than CALM's -4.04% return.


FIGS

1D
4.72%
1M
-14.32%
YTD
5.37%
6M
6.02%
1Y
159.65%
3Y*
12.18%
5Y*
-17.52%
10Y*

CALM

1D
1.10%
1M
0.80%
YTD
-4.04%
6M
-7.64%
1Y
-18.41%
3Y*
22.93%
5Y*
22.21%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGS vs. CALM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FIGS
FIGS, Inc.
5.37%83.52%-10.94%3.27%-75.58%-8.19%
CALM
Cal-Maine Foods, Inc.
-4.04%-15.61%87.00%14.48%51.87%5.03%

Correlation

The correlation between FIGS and CALM is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since May 28, 2021

0.09

Fundamentals

Market Cap

FIGS:

$2.35B

CALM:

$3.57B

EPS

FIGS:

$0.22

CALM:

$14.48

PE Ratio

FIGS:

54.48

CALM:

5.20

PEG Ratio

FIGS:

0.21

CALM:

0.00

PS Ratio

FIGS:

3.32

CALM:

1.04

PB Ratio

FIGS:

5.45

CALM:

1.32

Total Revenue (TTM)

FIGS:

$666.10M

CALM:

$3.46B

Gross Profit (TTM)

FIGS:

$443.68M

CALM:

$1.17B

EBITDA (TTM)

FIGS:

$56.86M

CALM:

$1.05B

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Return for Risk

FIGS vs. CALM — Risk / Return Rank

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

FIGS
FIGS Risk / Return Rank: 9191
Overall Rank
FIGS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIGS Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIGS Omega Ratio Rank: 9090
Omega Ratio Rank
FIGS Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIGS Martin Ratio Rank: 9292
Martin Ratio Rank

CALM
CALM Risk / Return Rank: 2020
Overall Rank
CALM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CALM Sortino Ratio Rank: 1717
Sortino Ratio Rank
CALM Omega Ratio Rank: 1717
Omega Ratio Rank
CALM Calmar Ratio Rank: 2323
Calmar Ratio Rank
CALM Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIGS vs. CALM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIGS, Inc. (FIGS) and Cal-Maine Foods, Inc. (CALM). 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.


FIGSCALMDifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.43

0.92

+0.51

Calmar ratioReturn relative to maximum drawdown

4.83

-0.50

+5.33

Martin ratioReturn relative to average drawdown

14.63

-0.79

+15.42

FIGS vs. CALM - Sharpe Ratio Comparison

The current FIGS Sharpe Ratio is 2.56, which is higher than the CALM Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FIGS and CALM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIGSCALMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

-0.56

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.69

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.38

-0.62

Drawdowns

FIGS vs. CALM - Drawdown Comparison

The maximum FIGS drawdown since its inception was -92.77%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for FIGS and CALM.


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Drawdown Indicators


FIGSCALMDifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-74.08%

-18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-33.24%

-37.00%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-58.15%

-37.00%

-21.15%

Max Drawdown (5Y)

Largest decline over 5 years

-92.77%

-37.00%

-55.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

Current Drawdown

Current decline from peak

-76.11%

-33.59%

-42.52%

Average Drawdown

Average peak-to-trough decline

-75.93%

-30.31%

-45.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.96%

23.36%

-12.40%

Volatility

FIGS vs. CALM - Volatility Comparison

FIGS, Inc. (FIGS) has a higher volatility of 32.19% compared to Cal-Maine Foods, Inc. (CALM) at 7.35%. This indicates that FIGS's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGSCALMDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.19%

7.35%

+24.84%

Volatility (6M)

Calculated over the trailing 6-month period

51.26%

20.50%

+30.76%

Volatility (1Y)

Calculated over the trailing 1-year period

63.11%

33.15%

+29.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.16%

32.60%

+37.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.39%

31.16%

+39.23%

Dividends

FIGS vs. CALM - Dividend Comparison

FIGS has not paid dividends to shareholders, while CALM's dividend yield for the trailing twelve months is around 6.37%.


PositionTTM20252024202320222021202020192018201720162015
CALM
Cal-Maine Foods, Inc.
6.37%10.90%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%
FIGS
FIGS, 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%

Financials

FIGS vs. CALM - Financials Comparison

This section allows you to compare key financial metrics between FIGS, Inc. and Cal-Maine Foods, 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


0.00500.00M1.00B1.50B20222023202420252026
159.90M
666.95M
(FIGS) Total Revenue
(CALM) Total Revenue
Values in USD except per share items

FIGS vs. CALM - Profitability Comparison

The chart below illustrates the profitability comparison between FIGS, Inc. and Cal-Maine Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
67.7%
17.9%
Portfolio components
FIGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported a gross profit of 108.30M and revenue of 159.90M. Therefore, the gross margin over that period was 67.7%.

CALM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.

FIGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported an operating income of 4.48M and revenue of 159.90M, resulting in an operating margin of 2.8%.

CALM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.

FIGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported a net income of 6.29M and revenue of 159.90M, resulting in a net margin of 3.9%.

CALM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.


Frequently Asked Questions


FIGS and CALM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGS has higher volatility (32.19%) compared to CALM (7.35%). In terms of maximum drawdown, FIGS dropped -92.77% vs CALM's -74.08%.

FIGS currently has the higher Sharpe Ratio (2.56 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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