SBH vs. IYW

In the year-to-date period, SBH achieves a -13.01% return, which is significantly lower than IYW's 0.18% return. Over the past 10 years, SBH has underperformed IYW with an annualized return of -11.70%, while IYW has yielded a comparatively higher 20.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Sally Beauty Holdings, Inc. (SBH) and iShares U.S. Technology ETF (IYW). 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 -0.32, which is lower than the IYW Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SBH and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SBH has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.21%.

The maximum SBH drawdown since its inception was -80.53%, roughly equal to the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for SBH and IYW. For additional features, visit the drawdowns tool.

Sally Beauty Holdings, Inc. (SBH) has a higher volatility of 23.07% compared to iShares U.S. Technology ETF (IYW) at 9.00%. This indicates that SBH's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.