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SMG vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SMGDOW
YTD Return17.47%-11.95%
1Y Return55.96%1.21%
3Y Return (Ann)-22.11%-2.71%
5Y Return (Ann)-3.81%1.47%
Sharpe Ratio1.090.07
Sortino Ratio1.590.24
Omega Ratio1.231.03
Calmar Ratio0.620.05
Martin Ratio5.410.18
Ulcer Index9.02%7.46%
Daily Std Dev44.58%20.17%
Max Drawdown-83.55%-60.87%
Current Drawdown-67.67%-25.15%

Fundamentals


SMGDOW
Market Cap$4.13B$32.55B
EPS-$0.61$1.43
PEG Ratio0.380.62
Total Revenue (TTM)$3.55B$43.18B
Gross Profit (TTM)$936.30M$4.64B
EBITDA (TTM)$367.40M$4.59B

Correlation

-0.50.00.51.00.4

The correlation between SMG and DOW 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.

Performance

SMG vs. DOW - Performance Comparison

In the year-to-date period, SMG achieves a 17.47% return, which is significantly higher than DOW's -11.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.78%
-19.74%
SMG
DOW

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Risk-Adjusted Performance

SMG vs. DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Scotts Miracle-Gro Company (SMG) and Dow Inc. (DOW). 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.


SMG
Sharpe ratio
The chart of Sharpe ratio for SMG, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Sortino ratio
The chart of Sortino ratio for SMG, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for SMG, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for SMG, currently valued at 0.62, compared to the broader market0.002.004.006.000.62
Martin ratio
The chart of Martin ratio for SMG, currently valued at 5.41, compared to the broader market0.0010.0020.0030.005.41
DOW
Sharpe ratio
The chart of Sharpe ratio for DOW, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07
Sortino ratio
The chart of Sortino ratio for DOW, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.006.000.24
Omega ratio
The chart of Omega ratio for DOW, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for DOW, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for DOW, currently valued at 0.18, compared to the broader market0.0010.0020.0030.000.18

SMG vs. DOW - Sharpe Ratio Comparison

The current SMG Sharpe Ratio is 1.09, which is higher than the DOW Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SMG and DOW, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.09
0.07
SMG
DOW

Dividends

SMG vs. DOW - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 3.64%, less than DOW's 6.02% yield.


TTM20232022202120202019201820172016201520142013
SMG
The Scotts Miracle-Gro Company
3.64%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%2.45%
DOW
Dow Inc.
6.02%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMG vs. DOW - Drawdown Comparison

The maximum SMG drawdown since its inception was -83.55%, which is greater than DOW's maximum drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for SMG and DOW. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-67.67%
-25.15%
SMG
DOW

Volatility

SMG vs. DOW - Volatility Comparison

The Scotts Miracle-Gro Company (SMG) has a higher volatility of 24.39% compared to Dow Inc. (DOW) at 6.60%. This indicates that SMG's price experiences larger fluctuations and is considered to be riskier than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
24.39%
6.60%
SMG
DOW

Financials

SMG vs. DOW - Financials Comparison

This section allows you to compare key financial metrics between The Scotts Miracle-Gro Company and Dow 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