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

Performance

SG vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sweetgreen, Inc. (SG) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-32.30%
27.41%
SG
WSM

Returns By Period

In the year-to-date period, SG achieves a 196.55% return, which is significantly higher than WSM's 31.62% return.


SG

YTD

196.55%

1M

-11.68%

6M

5.54%

1Y

239.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

WSM

YTD

31.62%

1M

-13.09%

6M

-14.91%

1Y

54.91%

5Y (annualized)

31.94%

10Y (annualized)

17.00%

Fundamentals


SGWSM
Market Cap$4.54B$16.31B
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

Key characteristics


SGWSM
Sharpe Ratio2.751.49
Sortino Ratio3.572.09
Omega Ratio1.431.29
Calmar Ratio2.793.09
Martin Ratio18.746.95
Ulcer Index12.23%9.29%
Daily Std Dev83.38%43.37%
Max Drawdown-88.09%-89.01%
Current Drawdown-36.77%-19.21%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SG, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.002.751.49
The chart of Sortino ratio for SG, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.003.572.09
The chart of Omega ratio for SG, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.29
The chart of Calmar ratio for SG, currently valued at 2.79, compared to the broader market0.002.004.006.002.793.09
The chart of Martin ratio for SG, currently valued at 18.74, compared to the broader market0.0010.0020.0030.0018.746.95
SG
WSM

The current SG Sharpe Ratio is 2.75, which is higher than the WSM Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SG and WSM, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.75
1.49
SG
WSM

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 1.65%.


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%
WSM
Williams-Sonoma, Inc.
1.65%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.77%
-19.21%
SG
WSM

Volatility

SG vs. WSM - Volatility Comparison

Sweetgreen, Inc. (SG) has a higher volatility of 16.39% compared to Williams-Sonoma, Inc. (WSM) at 8.24%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
16.39%
8.24%
SG
WSM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items