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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.01%
-25.08%
SG
CNM

Returns By Period

In the year-to-date period, SG achieves a 235.40% return, which is significantly higher than CNM's 10.74% return.


SG

YTD

235.40%

1M

2.79%

6M

19.00%

1Y

299.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

CNM

YTD

10.74%

1M

-2.91%

6M

-25.08%

1Y

30.92%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


SGCNM
Market Cap$4.38B$9.03B
EPS-$0.78$2.09
Total Revenue (TTM)$668.95M$5.15B
Gross Profit (TTM)$80.43M$1.29B
EBITDA (TTM)-$22.50M$618.00M

Key characteristics


SGCNM
Sharpe Ratio3.360.81
Sortino Ratio3.951.18
Omega Ratio1.481.18
Calmar Ratio3.440.81
Martin Ratio22.971.81
Ulcer Index12.31%17.31%
Daily Std Dev84.07%38.66%
Max Drawdown-88.09%-40.00%
Current Drawdown-28.49%-27.86%

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Correlation

-0.50.00.51.00.4

The correlation between SG and CNM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SG, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.360.81
The chart of Sortino ratio for SG, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.003.951.18
The chart of Omega ratio for SG, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.18
The chart of Calmar ratio for SG, currently valued at 3.44, compared to the broader market0.002.004.006.003.440.81
The chart of Martin ratio for SG, currently valued at 22.97, compared to the broader market-10.000.0010.0020.0030.0022.971.81
SG
CNM

The current SG Sharpe Ratio is 3.36, which is higher than the CNM Sharpe Ratio of 0.81. 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.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.36
0.81
SG
CNM

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.49%
-27.86%
SG
CNM

Volatility

SG vs. CNM - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 19.61% compared to Core & Main, Inc. (CNM) at 10.66%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.61%
10.66%
SG
CNM

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


Values in USD except per share items