SG vs. WSM

In the year-to-date period, SG achieves a -9.14% return, which is significantly lower than WSM's 14.87% return.

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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 2.03, which is comparable to the WSM Sharpe Ratio of 2.11. 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.

SG has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.07%.

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.

Sweetgreen, Inc. (SG) has a higher volatility of 18.47% compared to Williams-Sonoma, Inc. (WSM) at 8.83%. 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.

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.