PortfoliosLab logoPortfoliosLab logo
SGI vs. CSCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SGI vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Somnigroup International Inc. (SGI) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SGI vs. CSCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGI
Somnigroup International Inc.
-17.04%58.81%12.34%50.08%-25.99%75.59%24.05%110.29%-33.96%-8.19%
CSCO
Cisco Systems, Inc.
1.27%33.47%21.00%9.30%-22.46%45.76%-3.49%13.81%16.57%31.27%

Fundamentals

Market Cap

SGI:

$15.74B

CSCO:

$309.35B

EPS

SGI:

$1.81

CSCO:

$2.77

PE Ratio

SGI:

40.91

CSCO:

27.98

PS Ratio

SGI:

2.10

CSCO:

5.25

PB Ratio

SGI:

5.06

CSCO:

6.48

Total Revenue (TTM)

SGI:

$7.48B

CSCO:

$59.05B

Gross Profit (TTM)

SGI:

$3.18B

CSCO:

$38.28B

EBITDA (TTM)

SGI:

$929.80M

CSCO:

$14.30B

Returns By Period

In the year-to-date period, SGI achieves a -17.04% return, which is significantly lower than CSCO's 1.27% return. Over the past 10 years, SGI has outperformed CSCO with an annualized return of 17.68%, while CSCO has yielded a comparatively lower 13.89% annualized return.


SGI

1D
6.56%
1M
-17.25%
YTD
-17.04%
6M
-12.01%
1Y
24.43%
3Y*
24.42%
5Y*
15.76%
10Y*
17.68%

CSCO

1D
0.71%
1M
-2.35%
YTD
1.27%
6M
14.70%
1Y
28.79%
3Y*
17.35%
5Y*
11.52%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

SGI vs. CSCO — Risk / Return Rank

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

SGI
SGI Risk / Return Rank: 6565
Overall Rank
SGI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SGI Sortino Ratio Rank: 6464
Sortino Ratio Rank
SGI Omega Ratio Rank: 5959
Omega Ratio Rank
SGI Calmar Ratio Rank: 6363
Calmar Ratio Rank
SGI Martin Ratio Rank: 7272
Martin Ratio Rank

CSCO
CSCO Risk / Return Rank: 7575
Overall Rank
CSCO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 6767
Sortino Ratio Rank
CSCO Omega Ratio Rank: 7272
Omega Ratio Rank
CSCO Calmar Ratio Rank: 8181
Calmar Ratio Rank
CSCO Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGI vs. CSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Cisco Systems, Inc. (CSCO). 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.


SGICSCODifference

Sharpe ratio

Return per unit of total volatility

0.70

1.03

-0.34

Sortino ratio

Return per unit of downside risk

1.28

1.44

-0.16

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

0.95

2.25

-1.30

Martin ratio

Return relative to average drawdown

3.74

5.80

-2.06

SGI vs. CSCO - Sharpe Ratio Comparison

The current SGI Sharpe Ratio is 0.70, which is lower than the CSCO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SGI and CSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SGICSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.03

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.50

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Correlation

The correlation between SGI and CSCO 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.


Dividends

SGI vs. CSCO - Dividend Comparison

SGI's dividend yield for the trailing twelve months is around 0.84%, less than CSCO's 2.11% yield.


TTM20252024202320222021202020192018201720162015
SGI
Somnigroup International Inc.
0.84%0.67%0.92%0.86%1.17%0.68%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.
2.11%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%

Drawdowns

SGI vs. CSCO - Drawdown Comparison

The maximum SGI drawdown since its inception was -89.24%, roughly equal to the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for SGI and CSCO.


Loading graphics...

Drawdown Indicators


SGICSCODifference

Max Drawdown

Largest peak-to-trough decline

-89.24%

-89.26%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-29.07%

-13.57%

-15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-58.53%

-36.68%

-21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-74.91%

-41.95%

-32.96%

Current Drawdown

Current decline from peak

-24.41%

-10.59%

-13.82%

Average Drawdown

Average peak-to-trough decline

-27.81%

-40.33%

+12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.42%

5.28%

+2.14%

Volatility

SGI vs. CSCO - Volatility Comparison

Somnigroup International Inc. (SGI) has a higher volatility of 12.41% compared to Cisco Systems, Inc. (CSCO) at 8.22%. This indicates that SGI's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SGICSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

8.22%

+4.19%

Volatility (6M)

Calculated over the trailing 6-month period

26.75%

21.41%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

35.38%

28.03%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.77%

23.34%

+15.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.44%

25.19%

+21.25%

Financials

SGI vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Somnigroup International Inc. and Cisco Systems, 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


0.005.00B10.00B15.00B2017201820192020202120222023202420252026
1.87B
15.35B
(SGI) Total Revenue
(CSCO) Total Revenue
Values in USD except per share items

SGI vs. CSCO - Profitability Comparison

The chart below illustrates the profitability comparison between Somnigroup International Inc. and Cisco Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%2017201820192020202120222023202420252026
44.0%
65.0%
Portfolio components
SGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported a gross profit of 822.70M and revenue of 1.87B. Therefore, the gross margin over that period was 44.0%.

CSCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Cisco Systems, Inc. reported a gross profit of 9.97B and revenue of 15.35B. Therefore, the gross margin over that period was 65.0%.

SGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported an operating income of 247.10M and revenue of 1.87B, resulting in an operating margin of 13.2%.

CSCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Cisco Systems, Inc. reported an operating income of 3.78B and revenue of 15.35B, resulting in an operating margin of 24.6%.

SGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported a net income of 140.80M and revenue of 1.87B, resulting in a net margin of 7.5%.

CSCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Cisco Systems, Inc. reported a net income of 3.18B and revenue of 15.35B, resulting in a net margin of 20.7%.