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SAND vs. SND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAND and SND is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

SAND vs. SND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sandstorm Gold Ltd. (SAND) and Smart Sand, Inc. (SND). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
14.03%
-79.72%
SAND
SND

Key characteristics

Sharpe Ratio

SAND:

0.28

SND:

0.39

Sortino Ratio

SAND:

0.62

SND:

0.84

Omega Ratio

SAND:

1.08

SND:

1.11

Calmar Ratio

SAND:

0.14

SND:

0.20

Martin Ratio

SAND:

1.06

SND:

1.58

Ulcer Index

SAND:

9.34%

SND:

11.77%

Daily Std Dev

SAND:

35.26%

SND:

47.79%

Max Drawdown

SAND:

-86.60%

SND:

-97.14%

Current Drawdown

SAND:

-63.07%

SND:

-89.39%

Fundamentals

Market Cap

SAND:

$1.66B

SND:

$94.85M

EPS

SAND:

$0.12

SND:

-$0.14

PEG Ratio

SAND:

0.00

SND:

0.15

Total Revenue (TTM)

SAND:

$174.41M

SND:

$281.96M

Gross Profit (TTM)

SAND:

$88.03M

SND:

$28.35M

EBITDA (TTM)

SAND:

$150.02M

SND:

$20.64M

Returns By Period

In the year-to-date period, SAND achieves a 8.32% return, which is significantly lower than SND's 15.50% return.


SAND

YTD

8.32%

1M

-5.11%

6M

0.13%

1Y

7.68%

5Y*

-3.56%

10Y*

6.86%

SND

YTD

15.50%

1M

-8.19%

6M

13.15%

1Y

16.10%

5Y*

-1.88%

10Y*

N/A

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Risk-Adjusted Performance

SAND vs. SND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sandstorm Gold Ltd. (SAND) and Smart Sand, Inc. (SND). 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 SAND, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.280.39
The chart of Sortino ratio for SAND, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.620.84
The chart of Omega ratio for SAND, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.11
The chart of Calmar ratio for SAND, currently valued at 0.16, compared to the broader market0.002.004.006.000.160.20
The chart of Martin ratio for SAND, currently valued at 1.05, compared to the broader market-5.000.005.0010.0015.0020.0025.001.061.58
SAND
SND

The current SAND Sharpe Ratio is 0.28, which is comparable to the SND Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SAND and SND, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.28
0.39
SAND
SND

Dividends

SAND vs. SND - Dividend Comparison

SAND's dividend yield for the trailing twelve months is around 1.08%, less than SND's 4.69% yield.


TTM20232022
SAND
Sandstorm Gold Ltd.
1.08%1.19%1.16%
SND
Smart Sand, Inc.
4.69%0.00%0.00%

Drawdowns

SAND vs. SND - Drawdown Comparison

The maximum SAND drawdown since its inception was -86.60%, smaller than the maximum SND drawdown of -97.14%. Use the drawdown chart below to compare losses from any high point for SAND and SND. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-47.20%
-89.39%
SAND
SND

Volatility

SAND vs. SND - Volatility Comparison

The current volatility for Sandstorm Gold Ltd. (SAND) is 9.38%, while Smart Sand, Inc. (SND) has a volatility of 11.33%. This indicates that SAND experiences smaller price fluctuations and is considered to be less risky than SND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.38%
11.33%
SAND
SND

Financials

SAND vs. SND - Financials Comparison

This section allows you to compare key financial metrics between Sandstorm Gold Ltd. and Smart Sand, 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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