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SBH vs. BBWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBH and BBWI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SBH vs. BBWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sally Beauty Holdings, Inc. (SBH) and Bath & Body Works, Inc. (BBWI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SBH:

-0.36

BBWI:

-0.53

Sortino Ratio

SBH:

-0.02

BBWI:

-0.46

Omega Ratio

SBH:

1.00

BBWI:

0.94

Calmar Ratio

SBH:

-0.17

BBWI:

-0.41

Martin Ratio

SBH:

-0.58

BBWI:

-0.80

Ulcer Index

SBH:

22.68%

BBWI:

33.56%

Daily Std Dev

SBH:

53.02%

BBWI:

54.30%

Max Drawdown

SBH:

-80.53%

BBWI:

-88.22%

Current Drawdown

SBH:

-73.48%

BBWI:

-53.53%

Fundamentals

Market Cap

SBH:

$954.29M

BBWI:

$7.21B

EPS

SBH:

$1.66

BBWI:

$3.61

PE Ratio

SBH:

5.64

BBWI:

9.33

PEG Ratio

SBH:

1.63

BBWI:

0.98

PS Ratio

SBH:

0.26

BBWI:

0.99

PB Ratio

SBH:

1.35

BBWI:

0.00

Total Revenue (TTM)

SBH:

$3.70B

BBWI:

$5.92B

Gross Profit (TTM)

SBH:

$1.90B

BBWI:

$2.63B

EBITDA (TTM)

SBH:

$378.45M

BBWI:

$1.30B

Returns By Period

The year-to-date returns for both stocks are quite close, with SBH having a -11.48% return and BBWI slightly lower at -11.79%. Over the past 10 years, SBH has underperformed BBWI with an annualized return of -11.48%, while BBWI has yielded a comparatively higher -3.94% annualized return.


SBH

YTD

-11.48%

1M

9.34%

6M

-26.18%

1Y

-19.00%

5Y*

-1.25%

10Y*

-11.48%

BBWI

YTD

-11.79%

1M

18.78%

6M

8.90%

1Y

-28.56%

5Y*

33.26%

10Y*

-3.94%

*Annualized

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Risk-Adjusted Performance

SBH vs. BBWI — Risk-Adjusted Performance Rank

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

SBH
The Risk-Adjusted Performance Rank of SBH is 3636
Overall Rank
The Sharpe Ratio Rank of SBH is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SBH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SBH is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SBH is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SBH is 3838
Martin Ratio Rank

BBWI
The Risk-Adjusted Performance Rank of BBWI is 2525
Overall Rank
The Sharpe Ratio Rank of BBWI is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 2323
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 3232
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.

SBH vs. BBWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sally Beauty Holdings, Inc. (SBH) and Bath & Body Works, Inc. (BBWI). 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.


The current SBH Sharpe Ratio is -0.36, which is higher than the BBWI Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SBH and BBWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SBH vs. BBWI - Dividend Comparison

SBH has not paid dividends to shareholders, while BBWI's dividend yield for the trailing twelve months is around 2.35%.


TTM20242023202220212020201920182017201620152014
SBH
Sally Beauty Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBWI
Bath & Body Works, Inc.
2.35%2.06%1.85%1.90%0.60%0.81%6.62%9.35%3.99%6.68%4.18%2.73%

Drawdowns

SBH vs. BBWI - Drawdown Comparison

The maximum SBH drawdown since its inception was -80.53%, smaller than the maximum BBWI drawdown of -88.22%. Use the drawdown chart below to compare losses from any high point for SBH and BBWI. For additional features, visit the drawdowns tool.


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Volatility

SBH vs. BBWI - Volatility Comparison

Sally Beauty Holdings, Inc. (SBH) has a higher volatility of 23.83% compared to Bath & Body Works, Inc. (BBWI) at 13.82%. This indicates that SBH's price experiences larger fluctuations and is considered to be riskier than BBWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SBH vs. BBWI - Financials Comparison

This section allows you to compare key financial metrics between Sally Beauty Holdings, Inc. and Bath & Body Works, 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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
883.15M
2.79B
(SBH) Total Revenue
(BBWI) Total Revenue
Values in USD except per share items

SBH vs. BBWI - Profitability Comparison

The chart below illustrates the profitability comparison between Sally Beauty Holdings, Inc. and Bath & Body Works, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%20212022202320242025
52.0%
46.7%
(SBH) Gross Margin
(BBWI) Gross Margin
SBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported a gross profit of 458.82M and revenue of 883.15M. Therefore, the gross margin over that period was 52.0%.

BBWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported a gross profit of 1.30B and revenue of 2.79B. Therefore, the gross margin over that period was 46.7%.

SBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported an operating income of 69.37M and revenue of 883.15M, resulting in an operating margin of 7.9%.

BBWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported an operating income of 678.00M and revenue of 2.79B, resulting in an operating margin of 24.3%.

SBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sally Beauty Holdings, Inc. reported a net income of 39.21M and revenue of 883.15M, resulting in a net margin of 4.4%.

BBWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bath & Body Works, Inc. reported a net income of 453.00M and revenue of 2.79B, resulting in a net margin of 16.3%.