SANW vs. SNDL
SANW (S&W Seed Company) and SNDL (Sundial Growers Inc.) are both stocks. SANW operates in Farm Products (Consumer Defensive), while SNDL operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 5 years, SANW returned -78.75%/yr vs -32.51%/yr for SNDL. At a 0.15 correlation, their price movements are largely independent.
Performance
SANW vs. SNDL - Performance Comparison
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Returns By Period
In the year-to-date period, SANW achieves a -70.00% return, which is significantly lower than SNDL's -15.66% return.
SANW
- 1D
- 0.00%
- 1M
- 49.25%
- YTD
- -70.00%
- 6M
- -69.54%
- 1Y
- -99.44%
- 3Y*
- -88.79%
- 5Y*
- -78.75%
- 10Y*
- -54.70%
SNDL
- 1D
- -1.41%
- 1M
- -3.45%
- YTD
- -15.66%
- 6M
- -21.79%
- 1Y
- 12.00%
- 3Y*
- 3.85%
- 5Y*
- -32.51%
- 10Y*
- —
SANW vs. SNDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SANW S&W Seed Company | -70.00% | -98.75% | -39.92% | -53.02% | -45.42% | -6.83% | 39.52% | -29.05% |
SNDL Sundial Growers Inc. | -15.66% | -7.26% | 9.15% | -21.53% | -63.86% | 22.13% | -84.27% | -76.88% |
Correlation
The correlation between SANW and SNDL is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2019 | 0.15 |
The correlation between SANW and SNDL shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SANW:
$37.76M
SNDL:
CA$940.66M
SANW:
$7.89M
SNDL:
CA$242.63M
SANW:
-$14.24M
SNDL:
CA$43.64M
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Return for Risk
SANW vs. SNDL — Risk / Return Rank
SANW
SNDL
SANW vs. SNDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&W Seed Company (SANW) and Sundial Growers Inc. (SNDL). 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.
| SANW | SNDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | +4.75 | ||
| Omega ratioGain probability vs. loss probability | 1.96 | 1.10 | +0.85 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 0.22 | -1.22 |
| Martin ratioReturn relative to average drawdown | -1.12 | 0.33 | -1.46 |
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Drawdowns
SANW vs. SNDL - Drawdown Comparison
The maximum SANW drawdown since its inception was -100.00%, roughly equal to the maximum SNDL drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SANW and SNDL.
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Drawdown Indicators
| SANW | SNDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -99.07% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -99.94% | -54.17% | -45.77% |
Max Drawdown (3Y)Largest decline over 3 years | -99.99% | -54.34% | -45.65% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -87.90% | -12.10% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -99.99% | -98.92% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -62.81% | -94.44% | +31.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 93.57% | 35.99% | +57.58% |
Volatility
SANW vs. SNDL - Volatility Comparison
S&W Seed Company (SANW) has a higher volatility of 105.64% compared to Sundial Growers Inc. (SNDL) at 6.77%. This indicates that SANW's price experiences larger fluctuations and is considered to be riskier than SNDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SANW | SNDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 105.64% | 6.77% | +98.87% |
Volatility (6M)Calculated over the trailing 6-month period | 572.02% | 30.79% | +541.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 1,049.01% | 68.40% | +980.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 477.08% | 70.52% | +406.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 339.41% | 114.79% | +224.62% |
Dividends
SANW vs. SNDL - Dividend Comparison
Neither SANW nor SNDL has paid dividends to shareholders.
Financials
SANW vs. SNDL - Financials Comparison
This section allows you to compare key financial metrics between S&W Seed Company and Sundial Growers 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SANW and SNDL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SANW has higher volatility (105.64%) compared to SNDL (6.77%). In terms of maximum drawdown, SANW dropped -100.00% vs SNDL's -99.07%.
SNDL currently has the higher Sharpe Ratio (0.18 vs -0.10), 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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