PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SG vs. CNM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.4

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.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-29.09%
73.92%
SG
CNM

Key characteristics

Sharpe Ratio

SG:

2.64

CNM:

0.67

Sortino Ratio

SG:

3.43

CNM:

1.12

Omega Ratio

SG:

1.41

CNM:

1.17

Calmar Ratio

SG:

2.78

CNM:

0.72

Martin Ratio

SG:

17.62

CNM:

1.54

Ulcer Index

SG:

12.75%

CNM:

18.14%

Daily Std Dev

SG:

85.09%

CNM:

41.82%

Max Drawdown

SG:

-88.09%

CNM:

-40.00%

Current Drawdown

SG:

-33.77%

CNM:

-18.52%

Fundamentals

Market Cap

SG:

$4.06B

CNM:

$10.33B

EPS

SG:

-$0.78

CNM:

$2.14

Total Revenue (TTM)

SG:

$668.95M

CNM:

$7.18B

Gross Profit (TTM)

SG:

$80.43M

CNM:

$1.83B

EBITDA (TTM)

SG:

-$22.50M

CNM:

$890.00M

Returns By Period

In the year-to-date period, SG achieves a 210.62% return, which is significantly higher than CNM's 25.07% return.


SG

YTD

210.62%

1M

-14.91%

6M

20.58%

1Y

204.69%

5Y*

N/A

10Y*

N/A

CNM

YTD

25.07%

1M

12.94%

6M

-1.96%

1Y

26.32%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 2.64, compared to the broader market-4.00-2.000.002.002.640.67
The chart of Sortino ratio for SG, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.431.12
The chart of Omega ratio for SG, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.17
The chart of Calmar ratio for SG, currently valued at 2.78, compared to the broader market0.002.004.006.002.780.72
The chart of Martin ratio for SG, currently valued at 17.62, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.621.54
SG
CNM

The current SG Sharpe Ratio is 2.64, which is higher than the CNM Sharpe Ratio of 0.67. 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.64
0.67
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%JulyAugustSeptemberOctoberNovemberDecember
-33.77%
-18.52%
SG
CNM

Volatility

SG vs. CNM - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 22.97% compared to Core & Main, Inc. (CNM) at 16.86%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.97%
16.86%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab