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

Performance

SG vs. NIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sweetgreen, Inc. (SG) and NIO Inc. (NIO). 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 35.36% return, which is significantly higher than NIO's -1.76% return.


SG

1D
3.27%
1M
13.10%
YTD
35.36%
6M
32.42%
1Y
-27.61%
3Y*
-3.87%
5Y*
10Y*

NIO

1D
-3.65%
1M
-17.87%
YTD
-1.76%
6M
-0.40%
1Y
42.33%
3Y*
-18.92%
5Y*
-36.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SG vs. NIO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SG
Sweetgreen, Inc.
35.36%-78.91%183.72%31.86%-73.22%-38.46%
NIO
NIO Inc.
-1.76%16.97%-51.93%-6.97%-69.22%-20.14%

Correlation

The correlation between SG and NIO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2021

0.25

The correlation between SG and NIO shifts across timeframes, from -0.04 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SG:

$1.10B

NIO:

$12.43B

EPS

SG:

$0.14

NIO:

-CN¥3.74

PS Ratio

SG:

1.61

NIO:

0.81

PB Ratio

SG:

2.25

NIO:

19.35

Total Revenue (TTM)

SG:

$674.69M

NIO:

CN¥100.51B

Gross Profit (TTM)

SG:

$73.84M

NIO:

CN¥15.77B

EBITDA (TTM)

SG:

$93.13M

NIO:

-CN¥7.54B

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Return for Risk

SG vs. NIO — Risk / Return Rank

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

SG
SG Risk / Return Rank: 2828
Overall Rank
SG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SG Sortino Ratio Rank: 2828
Sortino Ratio Rank
SG Omega Ratio Rank: 2929
Omega Ratio Rank
SG Calmar Ratio Rank: 2828
Calmar Ratio Rank
SG Martin Ratio Rank: 3232
Martin Ratio Rank

NIO
NIO Risk / Return Rank: 6161
Overall Rank
NIO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
NIO Sortino Ratio Rank: 6464
Sortino Ratio Rank
NIO Omega Ratio Rank: 5959
Omega Ratio Rank
NIO Calmar Ratio Rank: 6262
Calmar Ratio Rank
NIO Martin Ratio Rank: 5959
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. NIO - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGNIODifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

0.99

1.16

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.39

0.97

-1.36

Martin ratioReturn relative to average drawdown

-0.53

1.70

-2.23

SG vs. NIO - Sharpe Ratio Comparison

The current SG Sharpe Ratio is -0.37, which is lower than the NIO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SG and NIO, 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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Drawdowns

SG vs. NIO - Drawdown Comparison

The maximum SG drawdown since its inception was -91.13%, roughly equal to the maximum NIO drawdown of -95.00%. Use the drawdown chart below to compare losses from any high point for SG and NIO.


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Drawdown Indicators


SGNIODifference

Max Drawdown

Largest peak-to-trough decline

-91.13%

-95.00%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-71.09%

-43.73%

-27.36%

Max Drawdown (3Y)

Largest decline over 3 years

-89.31%

-79.69%

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-94.10%

Current Drawdown

Current decline from peak

-82.74%

-92.03%

+9.29%

Average Drawdown

Average peak-to-trough decline

-66.58%

-67.93%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.59%

24.92%

+27.67%

Volatility

SG vs. NIO - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 26.43% compared to NIO Inc. (NIO) at 17.39%. This indicates that SG's price experiences larger fluctuations and is considered to be riskier than NIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGNIODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.43%

17.39%

+9.04%

Volatility (6M)

Calculated over the trailing 6-month period

54.21%

41.16%

+13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

74.72%

62.68%

+12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.77%

71.64%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.77%

86.63%

-6.86%

Dividends

SG vs. NIO - Dividend Comparison

Neither SG nor NIO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SG vs. NIO - Financials Comparison

This section allows you to compare key financial metrics between Sweetgreen, Inc. and NIO 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
161.52M
25.53B
(SG) Total Revenue
(NIO) Total Revenue
Please note, different currencies. SG values in USD, NIO values in CNY

SG vs. NIO - Profitability Comparison

The chart below illustrates the profitability comparison between Sweetgreen, Inc. and NIO 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%202220232024202520260
19.0%
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%.

NIO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported a gross profit of 4.86B and revenue of 25.53B. Therefore, the gross margin over that period was 19.0%.

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%.

NIO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported an operating income of -308.81M and revenue of 25.53B, resulting in an operating margin of -1.2%.

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%.

NIO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported a net income of -496.01M and revenue of 25.53B, resulting in a net margin of -1.9%.


Frequently Asked Questions


SG and NIO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SG has higher volatility (26.43%) compared to NIO (17.39%). In terms of maximum drawdown, SG dropped -91.13% vs NIO's -95.00%.

NIO currently has the higher Sharpe Ratio (0.68 vs -0.37), 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 NIO

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