SGI vs. IMAX
SGI (Somnigroup International Inc.) and IMAX (Imax Corp) are both stocks. SGI operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while IMAX operates in Entertainment (Communication Services). Over the past 10 years, SGI returned 18.11%/yr vs 2.75%/yr for IMAX. At a 0.28 correlation, their price movements are largely independent.
Performance
SGI vs. IMAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGI achieves a -17.24% return, which is significantly lower than IMAX's 3.54% return. Over the past 10 years, SGI has outperformed IMAX with an annualized return of 18.11%, while IMAX has yielded a comparatively lower 2.75% annualized return.
SGI
- 1D
- -2.12%
- 1M
- 1.80%
- 6M
- -21.21%
- YTD
- -17.24%
- 1Y
- 4.20%
- 3Y*
- 20.39%
- 5Y*
- 13.95%
- 10Y*
- 18.11%
IMAX
- 1D
- 0.00%
- 1M
- -9.40%
- 6M
- 12.06%
- YTD
- 3.54%
- 1Y
- 42.11%
- 3Y*
- 30.55%
- 5Y*
- 14.03%
- 10Y*
- 2.75%
SGI vs. IMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGI Somnigroup International Inc. | -17.24% | 58.81% | 12.34% | 50.08% | -25.99% | 75.59% | 24.05% | 110.29% | -33.96% | -8.19% |
IMAX Imax Corp | 3.54% | 44.37% | 70.44% | 2.46% | -17.83% | -1.00% | -11.80% | 8.61% | -18.75% | -26.27% |
Correlation
The correlation between SGI and IMAX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2003 | 0.28 |
The correlation between SGI and IMAX shifts across timeframes, from 0.19 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SGI:
$15.47B
IMAX:
$2.10B
SGI:
$2.45
IMAX:
$0.78
SGI:
30.00
IMAX:
49.16
SGI:
2.04
IMAX:
5.28
SGI:
4.97
IMAX:
6.43
SGI:
$7.67B
IMAX:
$404.42M
SGI:
$3.40B
IMAX:
$236.29M
SGI:
$1.14B
IMAX:
$97.20M
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. IMAX — Risk / Return Rank
SGI
IMAX
SGI vs. IMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Imax Corp (IMAX). 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 | IMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 2.04 | -2.00 |
| Martin ratioReturn relative to average drawdown | 0.11 | 5.12 | -5.01 |
Loading charts...
Drawdowns
SGI vs. IMAX - Drawdown Comparison
The maximum SGI drawdown since its inception was -89.24%, smaller than the maximum IMAX drawdown of -98.20%. Use the drawdown chart below to compare losses from any high point for SGI and IMAX.
Loading charts...
Drawdown Indicators
| SGI | IMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -98.20% | +8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -37.12% | -22.74% | -14.38% |
Max Drawdown (3Y)Largest decline over 3 years | -37.12% | -31.99% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -58.53% | -44.21% | -14.32% |
Max Drawdown (10Y)Largest decline over 10 years | -74.91% | -79.43% | +4.52% |
Current DrawdownCurrent decline from peak | -24.60% | -14.90% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -27.77% | -48.81% | +21.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 9.05% | +6.00% |
Volatility
SGI vs. IMAX - Volatility Comparison
Somnigroup International Inc. (SGI) and Imax Corp (IMAX) have volatilities of 11.50% and 12.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGI | IMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 12.03% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 32.43% | 31.49% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.34% | 39.87% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.51% | 40.14% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.69% | 46.30% | +0.39% |
Dividends
SGI vs. IMAX - Dividend Comparison
SGI's dividend yield for the trailing twelve months is around 0.87%, while IMAX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IMAX Imax Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGI Somnigroup International Inc. | 0.87% | 0.67% | 0.92% | 0.86% | 1.17% | 0.68% |
Financials
SGI vs. IMAX - Financials Comparison
This section allows you to compare key financial metrics between Somnigroup International Inc. and Imax Corp. 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. IMAX - Profitability Comparison
SGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
IMAX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Imax Corp reported a gross profit of 45.81M and revenue of 81.38M. Therefore, the gross margin over that period was 56.3%.
SGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Somnigroup International Inc. reported an operating income of 187.10M and revenue of 1.80B, resulting in an operating margin of 10.4%.
IMAX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Imax Corp reported an operating income of 9.95M and revenue of 81.38M, resulting in an operating margin of 12.2%.
SGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Somnigroup International Inc. reported a net income of 104.20M and revenue of 1.80B, resulting in a net margin of 5.8%.
IMAX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Imax Corp reported a net income of 10.91M and revenue of 81.38M, resulting in a net margin of 13.4%.
Frequently Asked Questions
SGI and IMAX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMAX has higher volatility (12.03%) compared to SGI (11.50%). In terms of maximum drawdown, SGI dropped -89.24% vs IMAX's -98.20%.
IMAX currently has the higher Sharpe Ratio (1.17 vs 0.04), 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.
Find the right allocation for SGI and IMAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer