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

Correlation

The correlation between SBH and BBWI is 0.46, 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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-4.38%
-3.65%
SBH
BBWI

Key characteristics

Sharpe Ratio

SBH:

-0.19

BBWI:

-0.30

Sortino Ratio

SBH:

0.07

BBWI:

-0.16

Omega Ratio

SBH:

1.01

BBWI:

0.98

Calmar Ratio

SBH:

-0.12

BBWI:

-0.20

Martin Ratio

SBH:

-0.59

BBWI:

-0.48

Ulcer Index

SBH:

15.32%

BBWI:

26.75%

Daily Std Dev

SBH:

48.55%

BBWI:

43.07%

Max Drawdown

SBH:

-80.53%

BBWI:

-88.22%

Current Drawdown

SBH:

-68.06%

BBWI:

-50.01%

Fundamentals

Market Cap

SBH:

$1.14B

BBWI:

$7.97B

EPS

SBH:

$1.43

BBWI:

$4.08

PE Ratio

SBH:

7.79

BBWI:

9.02

PEG Ratio

SBH:

1.63

BBWI:

1.13

Total Revenue (TTM)

SBH:

$2.79B

BBWI:

$7.43B

Gross Profit (TTM)

SBH:

$1.40B

BBWI:

$3.27B

EBITDA (TTM)

SBH:

$295.65M

BBWI:

$1.57B

Returns By Period

In the year-to-date period, SBH achieves a 6.60% return, which is significantly higher than BBWI's -5.11% return. Over the past 10 years, SBH has underperformed BBWI with an annualized return of -9.28%, while BBWI has yielded a comparatively higher -2.26% annualized return.


SBH

YTD

6.60%

1M

-10.67%

6M

-4.38%

1Y

-5.75%

5Y*

-6.68%

10Y*

-9.28%

BBWI

YTD

-5.11%

1M

-3.74%

6M

-3.65%

1Y

-10.99%

5Y*

19.58%

10Y*

-2.26%

*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 3838
Overall Rank
The Sharpe Ratio Rank of SBH is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SBH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SBH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SBH is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SBH is 3737
Martin Ratio Rank

BBWI
The Risk-Adjusted Performance Rank of BBWI is 3535
Overall Rank
The Sharpe Ratio Rank of BBWI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 4141
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.


Sharpe ratio
The chart of Sharpe ratio for SBH, currently valued at -0.18, compared to the broader market-2.000.002.00-0.19-0.30
The chart of Sortino ratio for SBH, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07-0.16
The chart of Omega ratio for SBH, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.98
The chart of Calmar ratio for SBH, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.20
The chart of Martin ratio for SBH, currently valued at -0.59, compared to the broader market0.0010.0020.00-0.59-0.48
SBH
BBWI

The current SBH Sharpe Ratio is -0.19, which is higher than the BBWI Sharpe Ratio of -0.30. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.19
-0.30
SBH
BBWI

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 2.17%.


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.
2.17%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.


-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-68.06%
-50.01%
SBH
BBWI

Volatility

SBH vs. BBWI - Volatility Comparison

Sally Beauty Holdings, Inc. (SBH) has a higher volatility of 11.72% compared to Bath & Body Works, Inc. (BBWI) at 6.71%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.72%
6.71%
SBH
BBWI

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


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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