SGI vs. EXC
SGI (Somnigroup International Inc.) and EXC (Exelon Corporation) are both stocks. SGI operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while EXC operates in Utilities - Diversified (Utilities). Over the past 10 years, SGI returned 18.83%/yr vs 10.55%/yr for EXC. At a 0.20 correlation, their price movements are largely independent.
Performance
SGI vs. EXC - Performance Comparison
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Returns By Period
In the year-to-date period, SGI achieves a -16.90% return, which is significantly lower than EXC's 8.88% return. Over the past 10 years, SGI has outperformed EXC with an annualized return of 18.83%, while EXC has yielded a comparatively lower 10.55% annualized return.
SGI
- 1D
- 1.22%
- 1M
- 10.41%
- YTD
- -16.90%
- 6M
- -17.38%
- 1Y
- 12.59%
- 3Y*
- 26.35%
- 5Y*
- 15.45%
- 10Y*
- 18.83%
EXC
- 1D
- 1.48%
- 1M
- 1.79%
- YTD
- 8.88%
- 6M
- 9.21%
- 1Y
- 11.81%
- 3Y*
- 9.74%
- 5Y*
- 12.22%
- 10Y*
- 10.55%
SGI vs. EXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGI Somnigroup International Inc. | -16.90% | 58.81% | 12.34% | 50.08% | -25.99% | 75.59% | 24.05% | 110.29% | -33.96% | -8.19% |
EXC Exelon Corporation | 8.88% | 20.02% | 10.29% | -13.96% | 8.29% | 41.48% | -3.87% | 4.27% | 18.33% | 15.08% |
Correlation
The correlation between SGI and EXC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2003 | 0.20 |
The correlation between SGI and EXC shifts across timeframes, from 0.06 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SGI:
$15.70B
EXC:
$47.83B
SGI:
$2.45
EXC:
$2.74
SGI:
30.11
EXC:
17.00
SGI:
2.05
EXC:
1.91
SGI:
4.99
EXC:
1.63
SGI:
$7.67B
EXC:
$24.79B
SGI:
$3.40B
EXC:
$7.32B
SGI:
$1.14B
EXC:
$7.82B
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Return for Risk
SGI vs. EXC — Risk / Return Rank
SGI
EXC
SGI vs. EXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Exelon Corporation (EXC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGI | EXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.86 | -0.52 |
| Martin ratioReturn relative to average drawdown | 0.88 | 2.05 | -1.17 |
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Drawdowns
SGI vs. EXC - Drawdown Comparison
The maximum SGI drawdown since its inception was -89.24%, which is greater than EXC's maximum drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for SGI and EXC.
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Drawdown Indicators
| SGI | EXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -62.27% | -26.97% |
Max Drawdown (1Y)Largest decline over 1 year | -37.12% | -13.74% | -23.38% |
Max Drawdown (3Y)Largest decline over 3 years | -37.12% | -20.74% | -16.38% |
Max Drawdown (5Y)Largest decline over 5 years | -58.53% | -29.06% | -29.47% |
Max Drawdown (10Y)Largest decline over 10 years | -74.91% | -40.04% | -34.87% |
Current DrawdownCurrent decline from peak | -24.29% | -6.43% | -17.86% |
Average DrawdownAverage peak-to-trough decline | -27.78% | -20.03% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.31% | 5.77% | +8.54% |
Volatility
SGI vs. EXC - Volatility Comparison
Somnigroup International Inc. (SGI) has a higher volatility of 11.69% compared to Exelon Corporation (EXC) at 5.87%. This indicates that SGI's price experiences larger fluctuations and is considered to be riskier than EXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGI | EXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.69% | 5.87% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 31.66% | 14.56% | +17.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.97% | 18.36% | +19.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.57% | 20.66% | +18.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.70% | 23.95% | +22.75% |
Dividends
SGI vs. EXC - Dividend Comparison
SGI's dividend yield for the trailing twelve months is around 0.87%, less than EXC's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXC Exelon Corporation | 3.52% | 3.67% | 5.05% | 4.01% | 3.12% | 2.65% | 3.62% | 3.18% | 3.06% | 3.32% | 3.56% | 4.47% |
SGI Somnigroup International Inc. | 0.87% | 0.67% | 0.92% | 0.86% | 1.17% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SGI vs. EXC - Financials Comparison
This section allows you to compare key financial metrics between Somnigroup International Inc. and Exelon Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SGI vs. EXC - Profitability Comparison
SGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a gross profit of 776.90M and revenue of 1.80B. Therefore, the gross margin over that period was 43.1%.
EXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a gross profit of 3.39B and revenue of 7.24B. Therefore, the gross margin over that period was 46.9%.
SGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported an operating income of 187.10M and revenue of 1.80B, resulting in an operating margin of 10.4%.
EXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported an operating income of 1.61B and revenue of 7.24B, resulting in an operating margin of 22.2%.
SGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a net income of 104.20M and revenue of 1.80B, resulting in a net margin of 5.8%.
EXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a net income of 919.00M and revenue of 7.24B, resulting in a net margin of 12.7%.
Frequently Asked Questions
SGI and EXC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGI has higher volatility (11.69%) compared to EXC (5.87%). In terms of maximum drawdown, SGI dropped -89.24% vs EXC's -62.27%.
EXC currently has the higher Sharpe Ratio (0.65 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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