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SG vs. CNM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SG vs. CNM - Performance Comparison

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

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Returns By Period

In the year-to-date period, SG achieves a 9.02% return, which is significantly higher than CNM's 0.77% return.


SG

1D
-4.16%
1M
8.06%
YTD
9.02%
6M
6.81%
1Y
-50.20%
3Y*
-10.62%
5Y*
10Y*

CNM

1D
0.48%
1M
6.79%
YTD
0.77%
6M
4.99%
1Y
-10.92%
3Y*
24.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SG vs. CNM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SG
Sweetgreen, Inc.
9.02%-78.91%183.72%31.86%-73.22%-35.35%
CNM
Core & Main, Inc.
0.77%2.08%25.98%109.27%-36.35%4.40%

Correlation

The correlation between SG and CNM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.35

Fundamentals

EPS

SG:

$0.14

CNM:

$3.34

PE Ratio

SG:

52.12

CNM:

15.68

PS Ratio

SG:

1.30

CNM:

0.90

Total Revenue (TTM)

SG:

$674.69M

CNM:

$7.65B

Gross Profit (TTM)

SG:

$73.84M

CNM:

$2.06B

EBITDA (TTM)

SG:

$93.13M

CNM:

$856.00M

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Return for Risk

SG vs. CNM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SG
SG Risk / Return Rank: 1616
Overall Rank
SG Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SG Sortino Ratio Rank: 1515
Sortino Ratio Rank
SG Omega Ratio Rank: 1616
Omega Ratio Rank
SG Calmar Ratio Rank: 1515
Calmar Ratio Rank
SG Martin Ratio Rank: 2222
Martin Ratio Rank

CNM
CNM Risk / Return Rank: 3030
Overall Rank
CNM Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CNM Sortino Ratio Rank: 2828
Sortino Ratio Rank
CNM Omega Ratio Rank: 2828
Omega Ratio Rank
CNM Calmar Ratio Rank: 3131
Calmar Ratio Rank
CNM Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SG vs. CNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and Core & Main, Inc. (CNM). 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.


SGCNMDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

0.91

0.98

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.32

-0.38

Martin ratioReturn relative to average drawdown

-0.97

-0.54

-0.42

SG vs. CNM - Sharpe Ratio Comparison

The current SG Sharpe Ratio is -0.68, which is lower than the CNM Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SG and CNM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGCNMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.28

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.54

-0.97

Drawdowns

SG vs. CNM - Drawdown Comparison

The maximum SG drawdown since its inception was -91.13%, which is greater than CNM's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SG and CNM.


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Drawdown Indicators


SGCNMDifference

Max Drawdown

Largest peak-to-trough decline

-91.13%

-40.00%

-51.13%

Max Drawdown (1Y)

Largest decline over 1 year

-71.09%

-33.88%

-37.21%

Max Drawdown (3Y)

Largest decline over 3 years

-89.31%

-38.74%

-50.57%

Current Drawdown

Current decline from peak

-86.09%

-21.81%

-64.28%

Average Drawdown

Average peak-to-trough decline

-66.51%

-17.15%

-49.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.98%

20.13%

+31.85%

Volatility

SG vs. CNM - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 29.57% compared to Core & Main, Inc. (CNM) at 9.78%. This indicates that SG's price experiences larger fluctuations and is considered to be riskier than CNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGCNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.57%

9.78%

+19.79%

Volatility (6M)

Calculated over the trailing 6-month period

53.63%

23.52%

+30.11%

Volatility (1Y)

Calculated over the trailing 1-year period

74.38%

39.22%

+35.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.83%

40.70%

+39.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.83%

40.70%

+39.13%

Dividends

SG vs. CNM - Dividend Comparison

Neither SG nor CNM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SG vs. CNM - Financials Comparison

This section allows you to compare key financial metrics between Sweetgreen, Inc. and Core & Main, 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
161.52M
1.58B
(SG) Total Revenue
(CNM) Total Revenue
Values in USD except per share items

SG vs. CNM - Profitability Comparison

The chart below illustrates the profitability comparison between Sweetgreen, Inc. and Core & Main, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%202220232024202520260
27.1%
Portfolio components
SG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a gross profit of 0.00 and revenue of 161.52M. Therefore, the gross margin over that period was 0.0%.

CNM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported a gross profit of 428.00M and revenue of 1.58B. Therefore, the gross margin over that period was 27.1%.

SG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported an operating income of -34.35M and revenue of 161.52M, resulting in an operating margin of -21.3%.

CNM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported an operating income of 118.00M and revenue of 1.58B, resulting in an operating margin of 7.5%.

SG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a net income of 125.81M and revenue of 161.52M, resulting in a net margin of 77.9%.

CNM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported a net income of 70.00M and revenue of 1.58B, resulting in a net margin of 4.4%.


Frequently Asked Questions


SG and CNM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SG has higher volatility (29.57%) compared to CNM (9.78%). In terms of maximum drawdown, SG dropped -91.13% vs CNM's -40.00%.

CNM currently has the higher Sharpe Ratio (-0.28 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SG and CNM

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