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

Correlation

The correlation between SG and WSM is 0.57, 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.


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.

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Key characteristics

Sharpe Ratio

SG:

-0.42

WSM:

0.04

Sortino Ratio

SG:

-0.16

WSM:

0.62

Omega Ratio

SG:

0.98

WSM:

1.08

Calmar Ratio

SG:

-0.48

WSM:

0.22

Martin Ratio

SG:

-1.19

WSM:

0.53

Ulcer Index

SG:

28.94%

WSM:

15.14%

Daily Std Dev

SG:

84.54%

WSM:

54.78%

Max Drawdown

SG:

-88.09%

WSM:

-89.01%

Current Drawdown

SG:

-71.26%

WSM:

-26.01%

Fundamentals

Market Cap

SG:

$2.45B

WSM:

$19.56B

EPS

SG:

-$0.79

WSM:

$8.79

PS Ratio

SG:

3.62

WSM:

2.54

PB Ratio

SG:

5.50

WSM:

9.26

Total Revenue (TTM)

SG:

$518.98M

WSM:

$6.05B

Gross Profit (TTM)

SG:

$87.68M

WSM:

$2.83B

EBITDA (TTM)

SG:

-$14.54M

WSM:

$1.31B

Returns By Period

In the year-to-date period, SG achieves a -52.50% return, which is significantly lower than WSM's -12.76% return.


SG

YTD

-52.50%

1M

-33.03%

6M

-61.63%

1Y

-35.36%

5Y*

N/A

10Y*

N/A

WSM

YTD

-12.76%

1M

1.79%

6M

24.46%

1Y

2.26%

5Y*

39.07%

10Y*

18.27%

*Annualized

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Risk-Adjusted Performance

SG vs. WSM — Risk-Adjusted Performance Rank

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

SG
The Risk-Adjusted Performance Rank of SG is 2727
Overall Rank
The Sharpe Ratio Rank of SG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SG is 1919
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 5757
Overall Rank
The Sharpe Ratio Rank of WSM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SG Sharpe Ratio is -0.42, which is lower than the WSM Sharpe Ratio of 0.04. 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.


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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 1.48%.


TTM20242023202220212020201920182017201620152014
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.
1.48%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

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.


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Volatility

SG vs. WSM - Volatility Comparison


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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


0.00500.00M1.00B1.50B2.00B2.50BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
160.90M
2.46B
(SG) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

SG vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Sweetgreen, Inc. and Williams-Sonoma, 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%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
17.4%
47.3%
(SG) Gross Margin
(WSM) Gross Margin
SG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported a gross profit of 27.95M and revenue of 160.90M. Therefore, the gross margin over that period was 17.4%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a gross profit of 1.17B and revenue of 2.46B. Therefore, the gross margin over that period was 47.3%.

SG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported an operating income of -31.43M and revenue of 160.90M, resulting in an operating margin of -19.5%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported an operating income of 530.14M and revenue of 2.46B, resulting in an operating margin of 21.5%.

SG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sweetgreen, Inc. reported a net income of -29.03M and revenue of 160.90M, resulting in a net margin of -18.0%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a net income of 410.72M and revenue of 2.46B, resulting in a net margin of 16.7%.