PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SMG vs. FL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMG and FL is 0.25, 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.


-0.50.00.51.00.3

Performance

SMG vs. FL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Scotts Miracle-Gro Company (SMG) and Foot Locker, Inc. (FL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.41%
-19.41%
SMG
FL

Key characteristics

Sharpe Ratio

SMG:

0.62

FL:

-0.43

Sortino Ratio

SMG:

1.04

FL:

-0.25

Omega Ratio

SMG:

1.15

FL:

0.97

Calmar Ratio

SMG:

0.34

FL:

-0.37

Martin Ratio

SMG:

2.08

FL:

-0.87

Ulcer Index

SMG:

12.55%

FL:

28.61%

Daily Std Dev

SMG:

42.19%

FL:

58.07%

Max Drawdown

SMG:

-83.55%

FL:

-88.62%

Current Drawdown

SMG:

-68.17%

FL:

-67.60%

Fundamentals

Market Cap

SMG:

$4.06B

FL:

$1.99B

EPS

SMG:

-$0.61

FL:

-$4.52

PEG Ratio

SMG:

0.38

FL:

-71.36

Total Revenue (TTM)

SMG:

$3.14B

FL:

$8.12B

Gross Profit (TTM)

SMG:

$857.40M

FL:

$2.19B

EBITDA (TTM)

SMG:

$309.00M

FL:

-$319.00M

Returns By Period

In the year-to-date period, SMG achieves a 6.80% return, which is significantly higher than FL's -6.71% return. Over the past 10 years, SMG has outperformed FL with an annualized return of 4.52%, while FL has yielded a comparatively lower -6.58% annualized return.


SMG

YTD

6.80%

1M

-2.14%

6M

7.41%

1Y

28.30%

5Y*

-5.47%

10Y*

4.52%

FL

YTD

-6.71%

1M

-8.81%

6M

-19.41%

1Y

-26.26%

5Y*

-10.01%

10Y*

-6.58%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SMG vs. FL — Risk-Adjusted Performance Rank

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

SMG
The Risk-Adjusted Performance Rank of SMG is 6565
Overall Rank
The Sharpe Ratio Rank of SMG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SMG is 6767
Martin Ratio Rank

FL
The Risk-Adjusted Performance Rank of FL is 2626
Overall Rank
The Sharpe Ratio Rank of FL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMG vs. FL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Scotts Miracle-Gro Company (SMG) and Foot Locker, Inc. (FL). 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.


Sharpe ratio
The chart of Sharpe ratio for SMG, currently valued at 0.62, compared to the broader market-2.000.002.004.000.62-0.43
The chart of Sortino ratio for SMG, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04-0.25
The chart of Omega ratio for SMG, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.97
The chart of Calmar ratio for SMG, currently valued at 0.34, compared to the broader market0.002.004.006.000.34-0.37
The chart of Martin ratio for SMG, currently valued at 2.08, compared to the broader market-10.000.0010.0020.0030.002.08-0.87
SMG
FL

The current SMG Sharpe Ratio is 0.62, which is higher than the FL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SMG and FL, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.62
-0.43
SMG
FL

Dividends

SMG vs. FL - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 3.73%, while FL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SMG
The Scotts Miracle-Gro Company
3.73%3.98%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%
FL
Foot Locker, Inc.
0.00%0.00%5.14%3.97%1.95%2.30%3.81%2.53%2.57%1.52%1.49%1.53%

Drawdowns

SMG vs. FL - Drawdown Comparison

The maximum SMG drawdown since its inception was -83.55%, smaller than the maximum FL drawdown of -88.62%. Use the drawdown chart below to compare losses from any high point for SMG and FL. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-68.17%
-67.60%
SMG
FL

Volatility

SMG vs. FL - Volatility Comparison

The current volatility for The Scotts Miracle-Gro Company (SMG) is 9.41%, while Foot Locker, Inc. (FL) has a volatility of 10.96%. This indicates that SMG experiences smaller price fluctuations and is considered to be less risky than FL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.41%
10.96%
SMG
FL

Financials

SMG vs. FL - Financials Comparison

This section allows you to compare key financial metrics between The Scotts Miracle-Gro Company and Foot Locker, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab