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

Correlation

The correlation between SMG and FL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

SMG:

-0.39

FL:

-0.87

Sortino Ratio

SMG:

-0.31

FL:

-1.25

Omega Ratio

SMG:

0.96

FL:

0.85

Calmar Ratio

SMG:

-0.24

FL:

-0.60

Martin Ratio

SMG:

-0.83

FL:

-1.43

Ulcer Index

SMG:

22.68%

FL:

34.25%

Daily Std Dev

SMG:

45.28%

FL:

58.18%

Max Drawdown

SMG:

-83.55%

FL:

-88.62%

Current Drawdown

SMG:

-75.49%

FL:

-80.83%

Fundamentals

Market Cap

SMG:

$3.19B

FL:

$1.14B

EPS

SMG:

$0.58

FL:

$0.19

PE Ratio

SMG:

93.09

FL:

63.21

PEG Ratio

SMG:

0.25

FL:

-71.36

PS Ratio

SMG:

0.92

FL:

0.14

PB Ratio

SMG:

18.98

FL:

0.40

Total Revenue (TTM)

SMG:

$3.45B

FL:

$6.11B

Gross Profit (TTM)

SMG:

$961.70M

FL:

$1.78B

EBITDA (TTM)

SMG:

$279.70M

FL:

$198.00M

Returns By Period

In the year-to-date period, SMG achieves a -17.75% return, which is significantly higher than FL's -44.81% return. Over the past 10 years, SMG has outperformed FL with an annualized return of 0.98%, while FL has yielded a comparatively lower -12.85% annualized return.


SMG

YTD

-17.75%

1M

7.08%

6M

-24.19%

1Y

-18.29%

5Y*

-14.59%

10Y*

0.98%

FL

YTD

-44.81%

1M

-2.99%

6M

-51.38%

1Y

-50.19%

5Y*

-11.99%

10Y*

-12.85%

*Annualized

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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 3131
Overall Rank
The Sharpe Ratio Rank of SMG is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SMG is 3333
Martin Ratio Rank

FL
The Risk-Adjusted Performance Rank of FL is 1010
Overall Rank
The Sharpe Ratio Rank of FL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FL is 99
Sortino Ratio Rank
The Omega Ratio Rank of FL is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FL is 99
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.


The current SMG Sharpe Ratio is -0.39, which is higher than the FL Sharpe Ratio of -0.87. 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.


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Dividends

SMG vs. FL - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 4.89%, while FL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SMG
The Scotts Miracle-Gro Company
4.89%3.98%4.14%5.43%1.59%1.21%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.


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Volatility

SMG vs. FL - Volatility Comparison

The current volatility for The Scotts Miracle-Gro Company (SMG) is 13.41%, while Foot Locker, Inc. (FL) has a volatility of 21.02%. 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.


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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


500.00M1.00B1.50B2.00B20212022202320242025
1.42B
2.25B
(SMG) Total Revenue
(FL) Total Revenue
Values in USD except per share items

SMG vs. FL - Profitability Comparison

The chart below illustrates the profitability comparison between The Scotts Miracle-Gro Company and Foot Locker, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%-10.0%0.0%10.0%20.0%30.0%40.0%20212022202320242025
38.6%
29.7%
(SMG) Gross Margin
(FL) Gross Margin
SMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported a gross profit of 547.90M and revenue of 1.42B. Therefore, the gross margin over that period was 38.6%.

FL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a gross profit of 668.00M and revenue of 2.25B. Therefore, the gross margin over that period was 29.7%.

SMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported an operating income of 344.70M and revenue of 1.42B, resulting in an operating margin of 24.3%.

FL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported an operating income of 82.00M and revenue of 2.25B, resulting in an operating margin of 3.7%.

SMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Scotts Miracle-Gro Company reported a net income of 217.50M and revenue of 1.42B, resulting in a net margin of 15.3%.

FL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a net income of 49.00M and revenue of 2.25B, resulting in a net margin of 2.2%.