SG vs. WSM
Compare and contrast key facts about Sweetgreen, Inc. (SG) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SG or WSM.
Key characteristics
| SG | WSM | |
|---|---|---|
| YTD Return | 247.43% | 30.81% |
| 1Y Return | 340.13% | 77.91% |
| Sharpe Ratio | 4.03 | 1.80 |
| Sortino Ratio | 4.34 | 2.39 |
| Omega Ratio | 1.53 | 1.33 |
| Calmar Ratio | 4.05 | 2.66 |
| Martin Ratio | 27.82 | 8.81 |
| Ulcer Index | 12.10% | 8.96% |
| Daily Std Dev | 83.73% | 43.90% |
| Max Drawdown | -88.09% | -89.01% |
| Current Drawdown | -25.92% | -19.71% |
Fundamentals
| SG | WSM | |
|---|---|---|
| Market Cap | $4.59B | $16.40B |
| EPS | -$0.78 | $8.32 |
| Total Revenue (TTM) | $668.95M | $5.73B |
| Gross Profit (TTM) | -$10.41M | $2.68B |
| EBITDA (TTM) | -$20.57M | $1.25B |
Correlation
The correlation between SG and WSM is 0.37, 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. WSM - Performance Comparison
In the year-to-date period, SG achieves a 247.43% return, which is significantly higher than WSM's 30.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SG vs. WSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and Williams-Sonoma, Inc. (WSM). 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.
Dividends
SG vs. WSM - Dividend Comparison
SG has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.66%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
SG vs. WSM - Drawdown Comparison
The maximum SG drawdown since its inception was -88.09%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for SG and WSM. For additional features, visit the drawdowns tool.
Volatility
SG vs. WSM - Volatility Comparison
Sweetgreen, Inc. (SG) has a higher volatility of 15.80% compared to Williams-Sonoma, Inc. (WSM) at 10.36%. This indicates that SG's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SG vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Sweetgreen, Inc. and Williams-Sonoma, 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.
Total Revenue: Total amount of money received from sales and other business activities