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SANW vs. SNDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SANW and SNDL is 0.17, 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.


-0.50.00.51.00.2

Performance

SANW vs. SNDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&W Seed Company (SANW) and Sundial Growers Inc. (SNDL). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
35.07%
-13.99%
SANW
SNDL

Key characteristics

Sharpe Ratio

SANW:

-0.12

SNDL:

0.35

Sortino Ratio

SANW:

0.90

SNDL:

1.13

Omega Ratio

SANW:

1.10

SNDL:

1.13

Calmar Ratio

SANW:

-0.16

SNDL:

0.24

Martin Ratio

SANW:

-0.29

SNDL:

1.04

Ulcer Index

SANW:

53.31%

SNDL:

22.77%

Daily Std Dev

SANW:

129.17%

SNDL:

67.73%

Max Drawdown

SANW:

-98.97%

SNDL:

-99.04%

Current Drawdown

SANW:

-96.27%

SNDL:

-98.64%

Fundamentals

Market Cap

SANW:

$17.22M

SNDL:

$470.04M

EPS

SANW:

-$13.21

SNDL:

-$0.30

Total Revenue (TTM)

SANW:

$46.53M

SNDL:

$662.77M

Gross Profit (TTM)

SANW:

$10.19M

SNDL:

$171.53M

EBITDA (TTM)

SANW:

-$9.98M

SNDL:

$16.67M

Returns By Period

In the year-to-date period, SANW achieves a -1.50% return, which is significantly lower than SNDL's -1.12% return.


SANW

YTD

-1.50%

1M

-13.52%

6M

40.60%

1Y

-39.97%

5Y*

-30.52%

10Y*

-21.95%

SNDL

YTD

-1.12%

1M

-0.56%

6M

-16.11%

1Y

30.15%

5Y*

-35.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SANW vs. SNDL — Risk-Adjusted Performance Rank

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

SANW
The Risk-Adjusted Performance Rank of SANW is 4545
Overall Rank
The Sharpe Ratio Rank of SANW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SANW is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SANW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SANW is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SANW is 4141
Martin Ratio Rank

SNDL
The Risk-Adjusted Performance Rank of SNDL is 5959
Overall Rank
The Sharpe Ratio Rank of SNDL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SNDL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SNDL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SNDL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SNDL is 5858
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.

SANW vs. SNDL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SANW, currently valued at -0.12, compared to the broader market-2.000.002.00-0.120.35
The chart of Sortino ratio for SANW, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.901.13
The chart of Omega ratio for SANW, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.13
The chart of Calmar ratio for SANW, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.24
The chart of Martin ratio for SANW, currently valued at -0.29, compared to the broader market0.0010.0020.0030.00-0.291.04
SANW
SNDL

The current SANW Sharpe Ratio is -0.12, which is lower than the SNDL Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SANW and SNDL, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.12
0.35
SANW
SNDL

Dividends

SANW vs. SNDL - Dividend Comparison

Neither SANW nor SNDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SANW vs. SNDL - Drawdown Comparison

The maximum SANW drawdown since its inception was -98.97%, roughly equal to the maximum SNDL drawdown of -99.04%. Use the drawdown chart below to compare losses from any high point for SANW and SNDL. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%SeptemberOctoberNovemberDecember2025February
-90.34%
-98.64%
SANW
SNDL

Volatility

SANW vs. SNDL - Volatility Comparison

The current volatility for S&W Seed Company (SANW) is 12.36%, while Sundial Growers Inc. (SNDL) has a volatility of 13.79%. This indicates that SANW experiences smaller price fluctuations and is considered to be less risky than SNDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
12.36%
13.79%
SANW
SNDL

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.


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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