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SND vs. SAND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SND and SAND is 0.12, 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.


-0.50.00.51.00.1

Performance

SND vs. SAND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smart Sand, Inc. (SND) and Sandstorm Gold Ltd. (SAND). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-79.66%
15.83%
SND
SAND

Key characteristics

Sharpe Ratio

SND:

0.40

SAND:

0.33

Sortino Ratio

SND:

0.85

SAND:

0.68

Omega Ratio

SND:

1.12

SAND:

1.09

Calmar Ratio

SND:

0.21

SAND:

0.16

Martin Ratio

SND:

1.61

SAND:

1.24

Ulcer Index

SND:

11.77%

SAND:

9.33%

Daily Std Dev

SND:

47.80%

SAND:

35.32%

Max Drawdown

SND:

-97.14%

SAND:

-86.60%

Current Drawdown

SND:

-89.35%

SAND:

-62.49%

Fundamentals

Market Cap

SND:

$94.85M

SAND:

$1.66B

EPS

SND:

-$0.14

SAND:

$0.12

PEG Ratio

SND:

0.15

SAND:

0.00

Total Revenue (TTM)

SND:

$281.96M

SAND:

$174.41M

Gross Profit (TTM)

SND:

$28.35M

SAND:

$88.03M

EBITDA (TTM)

SND:

$20.64M

SAND:

$150.02M

Returns By Period

In the year-to-date period, SND achieves a 15.83% return, which is significantly higher than SAND's 10.03% return.


SND

YTD

15.83%

1M

-7.12%

6M

11.22%

1Y

18.92%

5Y*

-1.37%

10Y*

N/A

SAND

YTD

10.03%

1M

-3.27%

6M

0.41%

1Y

11.58%

5Y*

-3.26%

10Y*

6.84%

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Risk-Adjusted Performance

SND vs. SAND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smart Sand, Inc. (SND) and Sandstorm Gold Ltd. (SAND). 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 SND, currently valued at 0.40, compared to the broader market-4.00-2.000.002.000.400.33
The chart of Sortino ratio for SND, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.850.68
The chart of Omega ratio for SND, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.09
The chart of Calmar ratio for SND, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.19
The chart of Martin ratio for SND, currently valued at 1.61, compared to the broader market0.0010.0020.001.611.24
SND
SAND

The current SND Sharpe Ratio is 0.40, which is comparable to the SAND Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SND and SAND, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.40
0.33
SND
SAND

Dividends

SND vs. SAND - Dividend Comparison

SND's dividend yield for the trailing twelve months is around 4.68%, more than SAND's 1.07% yield.


TTM20232022
SND
Smart Sand, Inc.
4.68%0.00%0.00%
SAND
Sandstorm Gold Ltd.
1.07%1.19%1.16%

Drawdowns

SND vs. SAND - Drawdown Comparison

The maximum SND drawdown since its inception was -97.14%, which is greater than SAND's maximum drawdown of -86.60%. Use the drawdown chart below to compare losses from any high point for SND and SAND. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-89.35%
-46.37%
SND
SAND

Volatility

SND vs. SAND - Volatility Comparison

Smart Sand, Inc. (SND) has a higher volatility of 11.38% compared to Sandstorm Gold Ltd. (SAND) at 9.65%. This indicates that SND's price experiences larger fluctuations and is considered to be riskier than SAND 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%JulyAugustSeptemberOctoberNovemberDecember
11.38%
9.65%
SND
SAND

Financials

SND vs. SAND - Financials Comparison

This section allows you to compare key financial metrics between Smart Sand, Inc. and Sandstorm Gold Ltd.. 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
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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.

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