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

Key characteristics


SGMNSO
YTD Return247.43%-3.58%
1Y Return340.13%-23.70%
Sharpe Ratio4.03-0.39
Sortino Ratio4.34-0.20
Omega Ratio1.530.98
Calmar Ratio4.05-0.41
Martin Ratio27.82-0.78
Ulcer Index12.10%30.40%
Daily Std Dev83.73%60.35%
Max Drawdown-88.09%-86.59%
Current Drawdown-25.92%-40.46%

Fundamentals


SGMNSO
Market Cap$4.59B$6.10B
EPS-$0.78$1.00
Total Revenue (TTM)$668.95M$11.60B
Gross Profit (TTM)-$10.41M$5.05B
EBITDA (TTM)-$20.57M$2.39B

Correlation

-0.50.00.51.00.2

The correlation between SG and MNSO is 0.22, 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.

Performance

SG vs. MNSO - Performance Comparison

In the year-to-date period, SG achieves a 247.43% return, which is significantly higher than MNSO's -3.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
21.32%
-23.52%
SG
MNSO

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Risk-Adjusted Performance

SG vs. MNSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and MINISO Group Holding Limited (MNSO). 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.


SG
Sharpe ratio
The chart of Sharpe ratio for SG, currently valued at 4.03, compared to the broader market-4.00-2.000.002.004.004.03
Sortino ratio
The chart of Sortino ratio for SG, currently valued at 4.34, compared to the broader market-4.00-2.000.002.004.006.004.34
Omega ratio
The chart of Omega ratio for SG, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for SG, currently valued at 4.05, compared to the broader market0.002.004.006.004.05
Martin ratio
The chart of Martin ratio for SG, currently valued at 27.82, compared to the broader market0.0010.0020.0030.0027.82
MNSO
Sharpe ratio
The chart of Sharpe ratio for MNSO, currently valued at -0.39, compared to the broader market-4.00-2.000.002.004.00-0.39
Sortino ratio
The chart of Sortino ratio for MNSO, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.006.00-0.20
Omega ratio
The chart of Omega ratio for MNSO, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for MNSO, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44
Martin ratio
The chart of Martin ratio for MNSO, currently valued at -0.78, compared to the broader market0.0010.0020.0030.00-0.78

SG vs. MNSO - Sharpe Ratio Comparison

The current SG Sharpe Ratio is 4.03, which is higher than the MNSO Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of SG and MNSO, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
4.03
-0.39
SG
MNSO

Dividends

SG vs. MNSO - Dividend Comparison

SG has not paid dividends to shareholders, while MNSO's dividend yield for the trailing twelve months is around 2.96%.


TTM202320222021
SG
Sweetgreen, Inc.
0.00%0.00%0.00%0.00%
MNSO
MINISO Group Holding Limited
2.96%2.02%1.60%1.51%

Drawdowns

SG vs. MNSO - Drawdown Comparison

The maximum SG drawdown since its inception was -88.09%, roughly equal to the maximum MNSO drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SG and MNSO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-25.92%
-33.64%
SG
MNSO

Volatility

SG vs. MNSO - Volatility Comparison

The current volatility for Sweetgreen, Inc. (SG) is 15.80%, while MINISO Group Holding Limited (MNSO) has a volatility of 22.36%. This indicates that SG experiences smaller price fluctuations and is considered to be less risky than MNSO 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
15.80%
22.36%
SG
MNSO

Financials

SG vs. MNSO - Financials Comparison

This section allows you to compare key financial metrics between Sweetgreen, Inc. and MINISO Group Holding Limited. 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