M vs. SNDK
M (Macy's, Inc.) and SNDK (Sandisk Corporation) are both stocks. M operates in Department Stores (Consumer Cyclical), while SNDK operates in Computer Hardware (Technology). Over the past year, M returned 132.50% vs 4559.06% for SNDK. At a 0.27 correlation, their price movements are largely independent.
Performance
M vs. SNDK - Performance Comparison
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Returns By Period
In the year-to-date period, M achieves a 16.35% return, which is significantly lower than SNDK's 734.15% return.
M
- 1D
- 1.32%
- 1M
- 37.81%
- YTD
- 16.35%
- 6M
- 7.05%
- 1Y
- 132.50%
- 3Y*
- 20.95%
- 5Y*
- 9.42%
- 10Y*
- 2.22%
SNDK
- 1D
- 5.24%
- 1M
- 40.67%
- YTD
- 734.15%
- 6M
- 860.37%
- 1Y
- 4,559.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
M vs. SNDK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
M Macy's, Inc. | 16.35% | 54.43% |
SNDK Sandisk Corporation | 734.15% | 356.50% |
Correlation
The correlation between M and SNDK is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025 | 0.27 |
Fundamentals
M:
$6.92B
SNDK:
$310.88B
M:
$2.42
SNDK:
$29.70
M:
10.48
SNDK:
66.67
M:
0.31
SNDK:
22.79
M:
1.43
SNDK:
22.56
M:
$22.72B
SNDK:
$13.18B
M:
$8.30B
SNDK:
$7.39B
M:
$1.90B
SNDK:
$5.37B
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Return for Risk
M vs. SNDK — Risk / Return Rank
M
SNDK
M vs. SNDK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and Sandisk Corporation (SNDK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| M | SNDK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -45.27 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 2.16 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 152.17 | -147.85 |
| Martin ratioReturn relative to average drawdown | 10.47 | 461.00 | -450.53 |
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Drawdowns
M vs. SNDK - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, which is greater than SNDK's maximum drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for M and SNDK.
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Drawdown Indicators
| M | SNDK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -47.50% | -44.45% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -31.34% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | — | — |
Current DrawdownCurrent decline from peak | -44.51% | 0.00% | -44.51% |
Average DrawdownAverage peak-to-trough decline | -34.61% | -13.74% | -20.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 10.32% | +1.47% |
Volatility
M vs. SNDK - Volatility Comparison
The current volatility for Macy's, Inc. (M) is 14.61%, while Sandisk Corporation (SNDK) has a volatility of 26.68%. This indicates that M experiences smaller price fluctuations and is considered to be less risky than SNDK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M | SNDK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.61% | 26.68% | -12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 29.51% | 71.96% | -42.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.38% | 99.48% | -53.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.14% | 97.64% | -43.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.17% | 97.64% | -41.47% |
Dividends
M vs. SNDK - Dividend Comparison
M's dividend yield for the trailing twelve months is around 2.91%, while SNDK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 2.19% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
SNDK Sandisk Corporation | 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
M vs. SNDK - Financials Comparison
This section allows you to compare key financial metrics between Macy's, Inc. and Sandisk Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
M vs. SNDK - Profitability Comparison
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a gross profit of 2.03B and revenue of 4.89B. Therefore, the gross margin over that period was 41.5%.
SNDK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a gross profit of 4.66B and revenue of 5.95B. Therefore, the gross margin over that period was 78.4%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported an operating income of 80.00M and revenue of 4.89B, resulting in an operating margin of 1.6%.
SNDK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported an operating income of 4.11B and revenue of 5.95B, resulting in an operating margin of 69.1%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a net income of 63.00M and revenue of 4.89B, resulting in a net margin of 1.3%.
SNDK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a net income of 3.62B and revenue of 5.95B, resulting in a net margin of 60.8%.
Frequently Asked Questions
M and SNDK have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNDK has higher volatility (26.68%) compared to M (14.61%). In terms of maximum drawdown, M dropped -91.95% vs SNDK's -47.50%.
SNDK currently has the higher Sharpe Ratio (47.94 vs 2.67), 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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