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

Correlation

The correlation between SBH and ULTA is 0.43, 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.


-0.50.00.51.00.4

Performance

SBH vs. ULTA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-4.38%
-1.38%
SBH
ULTA

Key characteristics

Sharpe Ratio

SBH:

-0.19

ULTA:

-0.47

Sortino Ratio

SBH:

0.07

ULTA:

-0.48

Omega Ratio

SBH:

1.01

ULTA:

0.94

Calmar Ratio

SBH:

-0.12

ULTA:

-0.38

Martin Ratio

SBH:

-0.59

ULTA:

-0.58

Ulcer Index

SBH:

15.32%

ULTA:

28.09%

Daily Std Dev

SBH:

48.55%

ULTA:

34.43%

Max Drawdown

SBH:

-80.53%

ULTA:

-87.89%

Current Drawdown

SBH:

-68.06%

ULTA:

-28.76%

Fundamentals

Market Cap

SBH:

$1.14B

ULTA:

$18.74B

EPS

SBH:

$1.43

ULTA:

$24.96

PE Ratio

SBH:

7.79

ULTA:

16.19

PEG Ratio

SBH:

1.63

ULTA:

2.67

Total Revenue (TTM)

SBH:

$2.79B

ULTA:

$11.36B

Gross Profit (TTM)

SBH:

$1.40B

ULTA:

$4.39B

EBITDA (TTM)

SBH:

$295.65M

ULTA:

$1.84B

Returns By Period

In the year-to-date period, SBH achieves a 6.60% return, which is significantly higher than ULTA's -7.10% return. Over the past 10 years, SBH has underperformed ULTA with an annualized return of -9.28%, while ULTA has yielded a comparatively higher 12.07% annualized return.


SBH

YTD

6.60%

1M

-10.67%

6M

-4.38%

1Y

-5.75%

5Y*

-6.68%

10Y*

-9.28%

ULTA

YTD

-7.10%

1M

-4.73%

6M

-1.38%

1Y

-16.18%

5Y*

7.88%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

SBH vs. ULTA — 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

ULTA
The Risk-Adjusted Performance Rank of ULTA is 2626
Overall Rank
The Sharpe Ratio Rank of ULTA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 3737
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. ULTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sally Beauty Holdings, Inc. (SBH) and Ulta Beauty, Inc. (ULTA). 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-2.000.002.00-0.19-0.47
The chart of Sortino ratio for SBH, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07-0.48
The chart of Omega ratio for SBH, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.94
The chart of Calmar ratio for SBH, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.38
The chart of Martin ratio for SBH, currently valued at -0.59, compared to the broader market0.0010.0020.00-0.59-0.58
SBH
ULTA

The current SBH Sharpe Ratio is -0.19, which is higher than the ULTA Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SBH and ULTA, 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.19
-0.47
SBH
ULTA

Dividends

SBH vs. ULTA - Dividend Comparison

Neither SBH nor ULTA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SBH vs. ULTA - Drawdown Comparison

The maximum SBH drawdown since its inception was -80.53%, smaller than the maximum ULTA drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for SBH and ULTA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-68.06%
-28.76%
SBH
ULTA

Volatility

SBH vs. ULTA - Volatility Comparison

Sally Beauty Holdings, Inc. (SBH) has a higher volatility of 11.72% compared to Ulta Beauty, Inc. (ULTA) at 6.87%. This indicates that SBH's price experiences larger fluctuations and is considered to be riskier than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.72%
6.87%
SBH
ULTA

Financials

SBH vs. ULTA - Financials Comparison

This section allows you to compare key financial metrics between Sally Beauty Holdings, Inc. and Ulta Beauty, 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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