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FL vs. SMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FL and SMG is 0.42, 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

FL vs. SMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foot Locker, Inc. (FL) and The Scotts Miracle-Gro Company (SMG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FL:

-0.76

SMG:

-0.30

Sortino Ratio

FL:

-1.01

SMG:

-0.03

Omega Ratio

FL:

0.88

SMG:

1.00

Calmar Ratio

FL:

-0.54

SMG:

-0.14

Martin Ratio

FL:

-1.29

SMG:

-0.48

Ulcer Index

FL:

34.46%

SMG:

22.80%

Daily Std Dev

FL:

59.24%

SMG:

45.64%

Max Drawdown

FL:

-88.62%

SMG:

-83.55%

Current Drawdown

FL:

-78.80%

SMG:

-74.12%

Fundamentals

Market Cap

FL:

$1.14B

SMG:

$3.11B

EPS

FL:

$0.19

SMG:

$0.58

PE Ratio

FL:

63.21

SMG:

93.09

PEG Ratio

FL:

-71.36

SMG:

0.25

PS Ratio

FL:

0.14

SMG:

0.90

PB Ratio

FL:

0.39

SMG:

18.98

Total Revenue (TTM)

FL:

$6.11B

SMG:

$3.45B

Gross Profit (TTM)

FL:

$1.78B

SMG:

$961.70M

EBITDA (TTM)

FL:

$198.00M

SMG:

$279.70M

Returns By Period

In the year-to-date period, FL achieves a -38.97% return, which is significantly lower than SMG's -13.17% return. Over the past 10 years, FL has underperformed SMG with an annualized return of -12.02%, while SMG has yielded a comparatively higher 1.50% annualized return.


FL

YTD

-38.97%

1M

12.45%

6M

-46.60%

1Y

-44.92%

5Y*

-8.53%

10Y*

-12.02%

SMG

YTD

-13.17%

1M

11.35%

6M

-21.88%

1Y

-13.73%

5Y*

-13.33%

10Y*

1.50%

*Annualized

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Risk-Adjusted Performance

FL vs. SMG — Risk-Adjusted Performance Rank

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

FL
The Risk-Adjusted Performance Rank of FL is 1313
Overall Rank
The Sharpe Ratio Rank of FL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FL is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FL is 1313
Martin Ratio Rank

SMG
The Risk-Adjusted Performance Rank of SMG is 3636
Overall Rank
The Sharpe Ratio Rank of SMG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SMG 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.

FL vs. SMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) and The Scotts Miracle-Gro Company (SMG). 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 FL Sharpe Ratio is -0.76, which is lower than the SMG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of FL and SMG, 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

FL vs. SMG - Dividend Comparison

FL has not paid dividends to shareholders, while SMG's dividend yield for the trailing twelve months is around 4.63%.


TTM20242023202220212020201920182017201620152014
FL
Foot Locker, Inc.
0.00%0.00%5.14%3.97%1.95%2.30%3.81%2.53%2.57%1.52%1.49%1.53%
SMG
The Scotts Miracle-Gro Company
4.63%3.98%4.14%5.43%1.59%1.21%2.13%3.51%1.93%2.03%2.85%6.06%

Drawdowns

FL vs. SMG - Drawdown Comparison

The maximum FL drawdown since its inception was -88.62%, which is greater than SMG's maximum drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for FL and SMG. For additional features, visit the drawdowns tool.


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Volatility

FL vs. SMG - Volatility Comparison

Foot Locker, Inc. (FL) has a higher volatility of 21.33% compared to The Scotts Miracle-Gro Company (SMG) at 13.60%. This indicates that FL's price experiences larger fluctuations and is considered to be riskier than SMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FL vs. SMG - Financials Comparison

This section allows you to compare key financial metrics between Foot Locker, Inc. and The Scotts Miracle-Gro Company. 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


500.00M1.00B1.50B2.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.25B
1.42B
(FL) Total Revenue
(SMG) Total Revenue
Values in USD except per share items

FL vs. SMG - Profitability Comparison

The chart below illustrates the profitability comparison between Foot Locker, Inc. and The Scotts Miracle-Gro Company 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%-10.0%0.0%10.0%20.0%30.0%40.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
29.7%
38.6%
(FL) Gross Margin
(SMG) Gross Margin
FL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a gross profit of 668.00M and revenue of 2.25B. Therefore, the gross margin over that period was 29.7%.

SMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported a gross profit of 547.90M and revenue of 1.42B. Therefore, the gross margin over that period was 38.6%.

FL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported an operating income of 82.00M and revenue of 2.25B, resulting in an operating margin of 3.7%.

SMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported an operating income of 344.70M and revenue of 1.42B, resulting in an operating margin of 24.3%.

FL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a net income of 49.00M and revenue of 2.25B, resulting in a net margin of 2.2%.

SMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported a net income of 217.50M and revenue of 1.42B, resulting in a net margin of 15.3%.