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

Key characteristics


SMGFLGT
YTD Return8.21%-23.52%
1Y Return2.34%-37.86%
3Y Return (Ann)-30.43%-32.73%
5Y Return (Ann)-1.77%32.94%
Sharpe Ratio0.09-1.03
Daily Std Dev48.21%37.00%
Max Drawdown-83.55%-89.11%
Current Drawdown-70.22%-87.97%

Fundamentals


SMGFLGT
Market Cap$3.87B$661.63M
EPS-$6.25-$5.56
PE Ratio23.659.30
PEG Ratio0.981.32
Revenue (TTM)$3.43B$287.53M
Gross Profit (TTM)$843.00M$366.90M
EBITDA (TTM)$343.60M-$43.74M

Correlation

-0.50.00.51.00.2

The correlation between SMG and FLGT is 0.21, 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. FLGT - Performance Comparison

In the year-to-date period, SMG achieves a 8.21% return, which is significantly higher than FLGT's -23.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
3.70%
140.85%
SMG
FLGT

Compare stocks, funds, or ETFs

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


The Scotts Miracle-Gro Company

Fulgent Genetics, Inc.

Risk-Adjusted Performance

SMG vs. FLGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Scotts Miracle-Gro Company (SMG) and Fulgent Genetics, Inc. (FLGT). 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 0.09, compared to the broader market-2.00-1.000.001.002.003.004.000.09
Sortino ratio
The chart of Sortino ratio for SMG, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.006.000.48
Omega ratio
The chart of Omega ratio for SMG, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for SMG, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for SMG, currently valued at 0.22, compared to the broader market-10.000.0010.0020.0030.000.22
FLGT
Sharpe ratio
The chart of Sharpe ratio for FLGT, currently valued at -1.03, compared to the broader market-2.00-1.000.001.002.003.004.00-1.03
Sortino ratio
The chart of Sortino ratio for FLGT, currently valued at -1.53, compared to the broader market-4.00-2.000.002.004.006.00-1.53
Omega ratio
The chart of Omega ratio for FLGT, currently valued at 0.81, compared to the broader market0.501.001.502.000.81
Calmar ratio
The chart of Calmar ratio for FLGT, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for FLGT, currently valued at -1.15, compared to the broader market-10.000.0010.0020.0030.00-1.15

SMG vs. FLGT - Sharpe Ratio Comparison

The current SMG Sharpe Ratio is 0.09, which is higher than the FLGT Sharpe Ratio of -1.03. The chart below compares the 12-month rolling Sharpe Ratio of SMG and FLGT.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.09
-1.03
SMG
FLGT

Dividends

SMG vs. FLGT - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 3.87%, while FLGT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SMG
The Scotts Miracle-Gro Company
3.87%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%2.45%
FLGT
Fulgent Genetics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMG vs. FLGT - Drawdown Comparison

The maximum SMG drawdown since its inception was -83.55%, smaller than the maximum FLGT drawdown of -89.11%. Use the drawdown chart below to compare losses from any high point for SMG and FLGT. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%December2024FebruaryMarchAprilMay
-70.22%
-87.97%
SMG
FLGT

Volatility

SMG vs. FLGT - Volatility Comparison

The Scotts Miracle-Gro Company (SMG) has a higher volatility of 8.10% compared to Fulgent Genetics, Inc. (FLGT) at 6.80%. This indicates that SMG's price experiences larger fluctuations and is considered to be riskier than FLGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%December2024FebruaryMarchAprilMay
8.10%
6.80%
SMG
FLGT

Financials

SMG vs. FLGT - Financials Comparison

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