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

Correlation

The correlation between SG and CNM is 0.59, 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.


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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Key characteristics

Sharpe Ratio

SG:

-0.42

CNM:

-0.30

Sortino Ratio

SG:

-0.16

CNM:

-0.15

Omega Ratio

SG:

0.98

CNM:

0.98

Calmar Ratio

SG:

-0.48

CNM:

-0.35

Martin Ratio

SG:

-1.19

CNM:

-0.63

Ulcer Index

SG:

28.94%

CNM:

21.13%

Daily Std Dev

SG:

84.54%

CNM:

43.75%

Max Drawdown

SG:

-88.09%

CNM:

-40.00%

Current Drawdown

SG:

-71.26%

CNM:

-16.75%

Fundamentals

Market Cap

SG:

$1.79B

CNM:

$10.22B

EPS

SG:

-$0.77

CNM:

$2.13

PS Ratio

SG:

2.61

CNM:

1.37

PB Ratio

SG:

4.72

CNM:

5.78

Total Revenue (TTM)

SG:

$685.28M

CNM:

$5.70B

Gross Profit (TTM)

SG:

$117.36M

CNM:

$1.51B

EBITDA (TTM)

SG:

-$14.54M

CNM:

$699.00M

Returns By Period

In the year-to-date period, SG achieves a -52.50% return, which is significantly lower than CNM's 1.43% return.


SG

YTD

-52.50%

1M

-30.55%

6M

-61.63%

1Y

-51.74%

5Y*

N/A

10Y*

N/A

CNM

YTD

1.43%

1M

7.18%

6M

18.49%

1Y

-13.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SG vs. CNM — Risk-Adjusted Performance Rank

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

SG
The Risk-Adjusted Performance Rank of SG is 2727
Overall Rank
The Sharpe Ratio Rank of SG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SG is 1919
Martin Ratio Rank

CNM
The Risk-Adjusted Performance Rank of CNM is 3434
Overall Rank
The Sharpe Ratio Rank of CNM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CNM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of CNM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CNM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CNM is 3838
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.

SG vs. CNM - Risk-Adjusted Performance 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.


The current SG Sharpe Ratio is -0.42, which is lower than the CNM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SG and CNM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SG vs. CNM - Dividend Comparison

Neither SG nor CNM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SG vs. CNM - Drawdown Comparison

The maximum SG drawdown since its inception was -88.09%, 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. For additional features, visit the drawdowns tool.


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Volatility

SG vs. CNM - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 25.68% compared to Core & Main, Inc. (CNM) at 8.86%. 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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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


0.00500.00M1.00B1.50B2.00B20212022202320242025
166.30M
1.70B
(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%20.0%40.0%60.0%80.0%100.0%20212022202320242025
17.9%
26.6%
(SG) Gross Margin
(CNM) Gross Margin
SG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported a gross profit of 29.69M and revenue of 166.30M. Therefore, the gross margin over that period was 17.9%.

CNM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported a gross profit of 451.00M and revenue of 1.70B. Therefore, the gross margin over that period was 26.6%.

SG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported an operating income of -25.76M and revenue of 166.30M, resulting in an operating margin of -15.5%.

CNM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported an operating income of 124.00M and revenue of 1.70B, resulting in an operating margin of 7.3%.

SG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported a net income of -25.04M and revenue of 166.30M, resulting in a net margin of -15.1%.

CNM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported a net income of 64.00M and revenue of 1.70B, resulting in a net margin of 3.8%.