SGML vs. BW

Last updated Apr 1, 2026

Compare and contrast key facts about Sigma Lithium Resources Corp (SGML) and Babcock & Wilcox Enterprises, Inc. (BW).

Performance

SGML vs. BW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sigma Lithium Resources Corp (SGML) and Babcock & Wilcox Enterprises, Inc. (BW). The values are adjusted to include any dividend payments, if applicable.

SGML vs. BW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SGML Sigma Lithium Resources Corp	-55.42%	17.56%	-64.41%	11.73%	171.09%	28.52%
BW Babcock & Wilcox Enterprises, Inc.	131.70%	286.59%	12.33%	-74.70%	-36.03%	36.25%

Fundamentals

Market Cap SGML : $654.49M BW : $1.79B
EPS SGML : -$0.34 BW : -$0.37
PS Ratio SGML : 4.08 BW : 2.70
Total Revenue (TTM) SGML : $160.32M BW : $587.70M
Gross Profit (TTM) SGML : $27.15M BW : $120.45M
EBITDA (TTM) SGML : -$15.83M BW : $43.52M

Returns By Period

In the year-to-date period, SGML achieves a -55.42% return, which is significantly lower than BW's 131.70% return.

SGML

• 1D: -50.67%
• 1M: -59.20%
• YTD: -55.42%
• 6M: -8.27%
• 1Y: -43.46%
• 3Y*: -46.13%
• 5Y*: —
• 10Y*: —

BW

• 1D: 11.20%
• 1M: 65.80%
• YTD: 131.70%
• 6M: 406.55%
• 1Y: 2,084.71%
• 3Y*: 34.33%
• 5Y*: 8.66%
• 10Y*: -23.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SGML vs. BW — Risk / Return Rank

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

SGML

SGML Risk / Return Rank: 45
SGML Sharpe Ratio Rank: 35
SGML Sortino Ratio Rank: 79
SGML Omega Ratio Rank: 83
SGML Calmar Ratio Rank: 15
SGML Martin Ratio Rank: 14

BW

BW Risk / Return Rank: 99
BW Sharpe Ratio Rank: 100
BW Sortino Ratio Rank: 99
BW Omega Ratio Rank: 98
BW Calmar Ratio Rank: 100
BW Martin Ratio Rank: 100

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.

SGML vs. BW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sigma Lithium Resources Corp (SGML) and Babcock & Wilcox Enterprises, Inc. (BW). 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.

	SGML	BW	Difference
Sharpe ratio Return per unit of total volatility	-0.15	12.57	-12.72
Sortino ratio Return per unit of downside risk	2.03	5.33	-3.30
Omega ratio Gain probability vs. loss probability	1.31	1.66	-0.36
Calmar ratio Return relative to maximum drawdown	-0.76	32.40	-33.16
Martin ratio Return relative to average drawdown	-1.35	95.54	-96.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGML vs. BW - Sharpe Ratio Comparison

The current SGML Sharpe Ratio is -0.15, which is lower than the BW Sharpe Ratio of 12.57. The chart below compares the historical Sharpe Ratios of SGML and BW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SGML	BW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	12.57	-12.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.08	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	-0.21	+0.16

Correlation

The correlation between SGML and BW is 0.26, 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

SGML vs. BW - Dividend Comparison

Neither SGML nor BW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SGML vs. BW - Drawdown Comparison

The maximum SGML drawdown since its inception was -89.91%, smaller than the maximum BW drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for SGML and BW.

Drawdown Indicators

	SGML	BW	Difference
Max Drawdown Largest peak-to-trough decline	-89.91%	-99.89%	+9.98%
Max Drawdown (1Y) Largest decline over 1 year	-64.56%	-46.00%	-18.56%
Max Drawdown (5Y) Largest decline over 5 years	—	-97.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.89%	—
Current Drawdown Current decline from peak	-86.13%	-93.79%	+7.66%
Average Drawdown Average peak-to-trough decline	-42.43%	-82.64%	+40.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.15%	20.64%	+15.51%

Volatility

SGML vs. BW - Volatility Comparison

Sigma Lithium Resources Corp (SGML) has a higher volatility of 76.93% compared to Babcock & Wilcox Enterprises, Inc. (BW) at 60.61%. This indicates that SGML's price experiences larger fluctuations and is considered to be riskier than BW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGML	BW	Difference
Volatility (1M) Calculated over the trailing 1-month period	76.93%	60.61%	+16.32%
Volatility (6M) Calculated over the trailing 6-month period	248.30%	93.30%	+155.00%
Volatility (1Y) Calculated over the trailing 1-year period	288.01%	168.16%	+119.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	146.83%	108.95%	+37.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	146.83%	107.31%	+39.52%

Financials

SGML vs. BW - Profitability Comparison

The chart below illustrates the profitability comparison between Sigma Lithium Resources Corp and Babcock & Wilcox Enterprises, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SGML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sigma Lithium Resources Corp reported a gross profit of -1.53M and revenue of 28.55M. Therefore, the gross margin over that period was -5.4%.

BW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Babcock & Wilcox Enterprises, Inc. reported a gross profit of 0.00 and revenue of 113.44M. Therefore, the gross margin over that period was 0.0%.

SGML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sigma Lithium Resources Corp reported an operating income of -9.07M and revenue of 28.55M, resulting in an operating margin of -31.8%.

BW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Babcock & Wilcox Enterprises, Inc. reported an operating income of 322.00K and revenue of 113.44M, resulting in an operating margin of 0.3%.

SGML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sigma Lithium Resources Corp reported a net income of -11.58M and revenue of 28.55M, resulting in a net margin of -40.5%.

BW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Babcock & Wilcox Enterprises, Inc. reported a net income of 5.50M and revenue of 113.44M, resulting in a net margin of 4.9%.