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

Performance

SG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sweetgreen, Inc. (SG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
19.01%
12.21%
SG
VOO

Returns By Period

In the year-to-date period, SG achieves a 235.40% return, which is significantly higher than VOO's 25.52% return.


SG

YTD

235.40%

1M

2.79%

6M

19.00%

1Y

299.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


SGVOO
Sharpe Ratio3.362.62
Sortino Ratio3.953.50
Omega Ratio1.481.49
Calmar Ratio3.443.78
Martin Ratio22.9717.12
Ulcer Index12.31%1.86%
Daily Std Dev84.07%12.19%
Max Drawdown-88.09%-33.99%
Current Drawdown-28.49%-1.36%

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Correlation

-0.50.00.51.00.5

The correlation between SG and VOO is 0.50, 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.

Risk-Adjusted Performance

SG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.004.003.362.62
The chart of Sortino ratio for SG, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.003.953.50
The chart of Omega ratio for SG, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.49
The chart of Calmar ratio for SG, currently valued at 3.44, compared to the broader market0.002.004.006.003.443.78
The chart of Martin ratio for SG, currently valued at 22.97, compared to the broader market-10.000.0010.0020.0030.0022.9717.12
SG
VOO

The current SG Sharpe Ratio is 3.36, which is comparable to the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of SG and VOO, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.36
2.62
SG
VOO

Dividends

SG vs. VOO - Dividend Comparison

SG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
SG
Sweetgreen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SG vs. VOO - Drawdown Comparison

The maximum SG drawdown since its inception was -88.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SG and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.49%
-1.36%
SG
VOO

Volatility

SG vs. VOO - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 19.61% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that SG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.61%
4.10%
SG
VOO