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SG vs. CAVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SG vs. CAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sweetgreen, Inc. (SG) and CAVA Group Inc. (CAVA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
18.99%
77.41%
SG
CAVA

Returns By Period

The year-to-date returns for both stocks are quite close, with SG having a 235.40% return and CAVA slightly lower at 225.01%.


SG

YTD

235.40%

1M

2.79%

6M

19.00%

1Y

299.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

CAVA

YTD

225.01%

1M

2.47%

6M

77.41%

1Y

318.11%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


SGCAVA
Market Cap$4.38B$16.18B
EPS-$0.78$0.41
Total Revenue (TTM)$668.95M$913.49M
Gross Profit (TTM)$80.43M$260.38M
EBITDA (TTM)-$22.50M$107.01M

Key characteristics


SGCAVA
Sharpe Ratio3.365.69
Sortino Ratio3.955.12
Omega Ratio1.481.71
Calmar Ratio3.447.17
Martin Ratio22.9751.72
Ulcer Index12.31%6.04%
Daily Std Dev84.07%54.92%
Max Drawdown-88.09%-47.50%
Current Drawdown-28.49%-5.49%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.4

The correlation between SG and CAVA is 0.42, 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.

Risk-Adjusted Performance

SG vs. CAVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and CAVA Group Inc. (CAVA). 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 SG, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.365.69
The chart of Sortino ratio for SG, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.003.955.12
The chart of Omega ratio for SG, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.71
The chart of Calmar ratio for SG, currently valued at 6.61, compared to the broader market0.002.004.006.006.617.17
The chart of Martin ratio for SG, currently valued at 22.97, compared to the broader market-10.000.0010.0020.0030.0022.9751.72
SG
CAVA

The current SG Sharpe Ratio is 3.36, which is lower than the CAVA Sharpe Ratio of 5.69. The chart below compares the historical Sharpe Ratios of SG and CAVA, 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 Ratio1.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovember
3.36
5.69
SG
CAVA

Dividends

SG vs. CAVA - Dividend Comparison

Neither SG nor CAVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SG vs. CAVA - Drawdown Comparison

The maximum SG drawdown since its inception was -88.09%, which is greater than CAVA's maximum drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for SG and CAVA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.19%
-5.49%
SG
CAVA

Volatility

SG vs. CAVA - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 19.61% compared to CAVA Group Inc. (CAVA) at 11.74%. This indicates that SG's price experiences larger fluctuations and is considered to be riskier than CAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.61%
11.74%
SG
CAVA

Financials

SG vs. CAVA - Financials Comparison

This section allows you to compare key financial metrics between Sweetgreen, Inc. and CAVA Group 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