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

Correlation

The correlation between SMPL and TSN is 0.24, 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.


-0.50.00.51.00.2

Performance

SMPL vs. TSN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Simply Good Foods Company (SMPL) and Tyson Foods, Inc. (TSN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
16.48%
-4.74%
SMPL
TSN

Key characteristics

Sharpe Ratio

SMPL:

0.15

TSN:

0.72

Sortino Ratio

SMPL:

0.41

TSN:

1.12

Omega Ratio

SMPL:

1.05

TSN:

1.14

Calmar Ratio

SMPL:

0.14

TSN:

0.35

Martin Ratio

SMPL:

0.46

TSN:

2.00

Ulcer Index

SMPL:

8.82%

TSN:

7.52%

Daily Std Dev

SMPL:

26.40%

TSN:

20.85%

Max Drawdown

SMPL:

-51.57%

TSN:

-81.50%

Current Drawdown

SMPL:

-16.74%

TSN:

-34.53%

Fundamentals

Market Cap

SMPL:

$3.78B

TSN:

$20.52B

EPS

SMPL:

$1.41

TSN:

$2.96

PE Ratio

SMPL:

26.52

TSN:

19.46

PEG Ratio

SMPL:

1.76

TSN:

0.52

Total Revenue (TTM)

SMPL:

$1.36B

TSN:

$53.61B

Gross Profit (TTM)

SMPL:

$518.58M

TSN:

$3.91B

EBITDA (TTM)

SMPL:

$240.94M

TSN:

$3.37B

Returns By Period

In the year-to-date period, SMPL achieves a -4.80% return, which is significantly lower than TSN's 2.91% return.


SMPL

YTD

-4.80%

1M

2.97%

6M

16.48%

1Y

4.74%

5Y*

9.15%

10Y*

N/A

TSN

YTD

2.91%

1M

4.69%

6M

-4.73%

1Y

13.85%

5Y*

-2.62%

10Y*

5.97%

*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

SMPL vs. TSN — Risk-Adjusted Performance Rank

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

SMPL
The Risk-Adjusted Performance Rank of SMPL is 4848
Overall Rank
The Sharpe Ratio Rank of SMPL is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SMPL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SMPL is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SMPL is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SMPL is 5252
Martin Ratio Rank

TSN
The Risk-Adjusted Performance Rank of TSN is 6464
Overall Rank
The Sharpe Ratio Rank of TSN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of TSN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TSN is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TSN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TSN is 6666
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.

SMPL vs. TSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Simply Good Foods Company (SMPL) and Tyson Foods, Inc. (TSN). 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 SMPL, currently valued at 0.15, compared to the broader market-2.000.002.000.150.72
The chart of Sortino ratio for SMPL, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.411.12
The chart of Omega ratio for SMPL, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.14
The chart of Calmar ratio for SMPL, currently valued at 0.14, compared to the broader market0.002.004.006.000.140.35
The chart of Martin ratio for SMPL, currently valued at 0.46, compared to the broader market-10.000.0010.0020.0030.000.462.00
SMPL
TSN

The current SMPL Sharpe Ratio is 0.15, which is lower than the TSN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SMPL and TSN, 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-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.15
0.72
SMPL
TSN

Dividends

SMPL vs. TSN - Dividend Comparison

SMPL has not paid dividends to shareholders, while TSN's dividend yield for the trailing twelve months is around 3.33%.


TTM20242023202220212020201920182017201620152014
SMPL
The Simply Good Foods Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSN
Tyson Foods, Inc.
3.33%3.43%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%

Drawdowns

SMPL vs. TSN - Drawdown Comparison

The maximum SMPL drawdown since its inception was -51.57%, smaller than the maximum TSN drawdown of -81.50%. Use the drawdown chart below to compare losses from any high point for SMPL and TSN. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-16.74%
-34.53%
SMPL
TSN

Volatility

SMPL vs. TSN - Volatility Comparison

The Simply Good Foods Company (SMPL) has a higher volatility of 7.98% compared to Tyson Foods, Inc. (TSN) at 6.64%. This indicates that SMPL's price experiences larger fluctuations and is considered to be riskier than TSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.98%
6.64%
SMPL
TSN

Financials

SMPL vs. TSN - Financials Comparison

This section allows you to compare key financial metrics between The Simply Good Foods Company and Tyson Foods, 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