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

Performance

SG vs. Z - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
26.83%
107.08%
SG
Z

Returns By Period

In the year-to-date period, SG achieves a 265.04% return, which is significantly higher than Z's 41.98% return.


SG

YTD

265.04%

1M

11.61%

6M

33.32%

1Y

331.94%

5Y (annualized)

N/A

10Y (annualized)

N/A

Z

YTD

41.98%

1M

35.40%

6M

105.99%

1Y

106.61%

5Y (annualized)

14.89%

10Y (annualized)

N/A

Fundamentals


SGZ
Market Cap$4.38B$16.98B
EPS-$0.78-$0.58
Total Revenue (TTM)$668.95M$2.16B
Gross Profit (TTM)$80.43M$1.65B
EBITDA (TTM)-$22.50M$82.00M

Key characteristics


SGZ
Sharpe Ratio3.972.15
Sortino Ratio4.293.16
Omega Ratio1.521.39
Calmar Ratio4.071.42
Martin Ratio27.227.11
Ulcer Index12.31%16.08%
Daily Std Dev84.32%53.18%
Max Drawdown-88.09%-86.51%
Current Drawdown-22.17%-58.90%

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Correlation

-0.50.00.51.00.4

The correlation between SG and Z is 0.42, 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. Z - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) and Zillow Group, Inc. (Z). 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 3.97, compared to the broader market-4.00-2.000.002.004.003.972.15
The chart of Sortino ratio for SG, currently valued at 4.29, compared to the broader market-4.00-2.000.002.004.004.293.16
The chart of Omega ratio for SG, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.39
The chart of Calmar ratio for SG, currently valued at 4.07, compared to the broader market0.002.004.006.004.072.87
The chart of Martin ratio for SG, currently valued at 27.22, compared to the broader market0.0010.0020.0030.0027.227.11
SG
Z

The current SG Sharpe Ratio is 3.97, which is higher than the Z Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SG and Z, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.97
2.15
SG
Z

Dividends

SG vs. Z - Dividend Comparison

Neither SG nor Z has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SG vs. Z - Drawdown Comparison

The maximum SG drawdown since its inception was -88.09%, roughly equal to the maximum Z drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for SG and Z. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.17%
0
SG
Z

Volatility

SG vs. Z - Volatility Comparison

The current volatility for Sweetgreen, Inc. (SG) is 21.30%, while Zillow Group, Inc. (Z) has a volatility of 23.86%. This indicates that SG experiences smaller price fluctuations and is considered to be less risky than Z based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
21.30%
23.86%
SG
Z

Financials

SG vs. Z - Financials Comparison

This section allows you to compare key financial metrics between Sweetgreen, Inc. and Zillow Group, 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