IMAX vs. SGI

Last updated Jun 3, 2026

IMAX (Imax Corp) and SGI (Somnigroup International Inc.) are both stocks. IMAX operates in Entertainment (Communication Services), while SGI operates in Furnishings, Fixtures & Appliances (Consumer Cyclical). Over the past 10 years, IMAX returned 2.12%/yr vs 16.84%/yr for SGI. At a 0.28 correlation, their price movements are largely independent.

Performance

IMAX vs. SGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imax Corp (IMAX) and Somnigroup International Inc. (SGI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMAX achieves a 9.58% return, which is significantly higher than SGI's -23.51% return. Over the past 10 years, IMAX has underperformed SGI with an annualized return of 2.12%, while SGI has yielded a comparatively higher 16.84% annualized return.

IMAX

• 1D: 0.02%
• 1M: 10.93%
• YTD: 9.58%
• 6M: 13.70%
• 1Y: 46.21%
• 3Y*: 30.92%
• 5Y*: 13.05%
• 10Y*: 2.12%

SGI

• 1D: -1.13%
• 1M: -9.82%
• YTD: -23.51%
• 6M: -26.31%
• 1Y: 7.13%
• 3Y*: 23.30%
• 5Y*: 13.54%
• 10Y*: 16.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMAX vs. SGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMAX Imax Corp	9.58%	44.37%	70.44%	2.46%	-17.83%	-1.00%	-11.80%	8.61%	-18.75%	-26.27%
SGI Somnigroup International Inc.	-23.51%	58.81%	12.34%	50.08%	-25.99%	75.59%	24.05%	110.29%	-33.96%	-8.19%

Correlation

The correlation between IMAX and SGI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Dec 19, 2003	0.28

The correlation between IMAX and SGI shifts across timeframes, from 0.20 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap IMAX : $2.28B SGI : $14.45B
EPS IMAX : $0.78 SGI : $2.45
PE Ratio IMAX : 51.87 SGI : 27.72
PS Ratio IMAX : 5.57 SGI : 1.88
PB Ratio IMAX : 6.81 SGI : 4.59
Total Revenue (TTM) IMAX : $404.42M SGI : $7.67B
Gross Profit (TTM) IMAX : $236.29M SGI : $3.40B
EBITDA (TTM) IMAX : $97.20M SGI : $1.14B

Return for Risk

IMAX vs. SGI — Risk / Return Rank

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

IMAX

IMAX Risk / Return Rank: 74
IMAX Sharpe Ratio Rank: 75
IMAX Sortino Ratio Rank: 75
IMAX Omega Ratio Rank: 73
IMAX Calmar Ratio Rank: 74
IMAX Martin Ratio Rank: 75

SGI

SGI Risk / Return Rank: 44
SGI Sharpe Ratio Rank: 47
SGI Sortino Ratio Rank: 43
SGI Omega Ratio Rank: 42
SGI Calmar Ratio Rank: 43
SGI Martin Ratio Rank: 45

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.

IMAX vs. SGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imax Corp (IMAX) and Somnigroup International Inc. (SGI). 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.

	IMAX	SGI	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.19	+1.00
Sortino ratio Return per unit of downside risk	2.03	0.56	+1.47
Omega ratio Gain probability vs. loss probability	1.25	1.07	+0.18
Calmar ratio Return relative to maximum drawdown	2.00	0.14	+1.85
Martin ratio Return relative to average drawdown	5.14	0.42	+4.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMAX vs. SGI - Sharpe Ratio Comparison

The current IMAX Sharpe Ratio is 1.20, which is higher than the SGI Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of IMAX and SGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IMAX	SGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.19	+1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.35	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.36	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.27	-0.17

Drawdowns

IMAX vs. SGI - Drawdown Comparison

The maximum IMAX drawdown since its inception was -98.20%, which is greater than SGI's maximum drawdown of -89.24%. Use the drawdown chart below to compare losses from any high point for IMAX and SGI.

Drawdown Indicators

	IMAX	SGI	Difference
Max Drawdown Largest peak-to-trough decline	-98.20%	-89.24%	-8.96%
Max Drawdown (1Y) Largest decline over 1 year	-22.74%	-37.12%	+14.38%
Max Drawdown (3Y) Largest decline over 3 years	-31.99%	-37.12%	+5.13%
Max Drawdown (5Y) Largest decline over 5 years	-47.52%	-58.53%	+11.01%
Max Drawdown (10Y) Largest decline over 10 years	-79.43%	-74.91%	-4.52%
Current Drawdown Current decline from peak	-6.29%	-30.31%	+24.02%
Average Drawdown Average peak-to-trough decline	-48.85%	-27.79%	-21.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.84%	12.85%	-4.01%

Volatility

IMAX vs. SGI - Volatility Comparison

Imax Corp (IMAX) has a higher volatility of 18.06% compared to Somnigroup International Inc. (SGI) at 16.95%. This indicates that IMAX's price experiences larger fluctuations and is considered to be riskier than SGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMAX	SGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.06%	16.95%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	32.67%	30.51%	+2.16%
Volatility (1Y) Calculated over the trailing 1-year period	38.77%	36.83%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.11%	39.35%	+0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.27%	46.69%	-0.42%

Dividends

IMAX vs. SGI - Dividend Comparison

IMAX has not paid dividends to shareholders, while SGI's dividend yield for the trailing twelve months is around 0.94%.

Position	TTM	2025	2024	2023	2022	2021
IMAX Imax Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGI Somnigroup International Inc.	0.94%	0.67%	0.92%	0.86%	1.17%	0.68%

Financials

IMAX vs. SGI - Profitability Comparison

The chart below illustrates the profitability comparison between Imax Corp and Somnigroup International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

IMAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imax Corp reported a gross profit of 45.81M and revenue of 81.38M. Therefore, the gross margin over that period was 56.3%.

SGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a gross profit of 776.90M and revenue of 1.80B. Therefore, the gross margin over that period was 43.1%.

IMAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imax Corp reported an operating income of 9.95M and revenue of 81.38M, resulting in an operating margin of 12.2%.

SGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported an operating income of 187.10M and revenue of 1.80B, resulting in an operating margin of 10.4%.

IMAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imax Corp reported a net income of 10.91M and revenue of 81.38M, resulting in a net margin of 13.4%.

SGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a net income of 104.20M and revenue of 1.80B, resulting in a net margin of 5.8%.

Frequently Asked Questions

Can I hold both IMAX and SGI in my portfolio?

IMAX and SGI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMAX or SGI?

IMAX has higher volatility (18.06%) compared to SGI (16.95%). In terms of maximum drawdown, IMAX dropped -98.20% vs SGI's -89.24%.

Which has better risk-adjusted returns?

IMAX currently has the higher Sharpe Ratio (1.20 vs 0.19), 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.