SG vs. CAVA

In the year-to-date period, SG achieves a 4.49% return, which is significantly lower than CAVA's 6.83% return.

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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.

The current SG Sharpe Ratio is 2.65, which is comparable to the CAVA Sharpe Ratio of 3.18. 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.

Neither SG nor CAVA has paid dividends to shareholders.

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.

Sweetgreen, Inc. (SG) has a higher volatility of 16.70% compared to CAVA Group Inc. (CAVA) at 11.15%. 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.

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.