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SNDL vs. BDGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNDL vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sundial Growers Inc. (SNDL) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNDL achieves a -15.06% return, which is significantly lower than BDGS's 5.64% return.


SNDL

1D
-2.08%
1M
-0.70%
YTD
-15.06%
6M
-18.97%
1Y
10.16%
3Y*
-1.60%
5Y*
-33.57%
10Y*

BDGS

1D
-0.29%
1M
1.26%
YTD
5.64%
6M
5.65%
1Y
13.85%
3Y*
14.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNDL vs. BDGS - Yearly Performance Comparison


2026 (YTD)202520242023
SNDL
Sundial Growers Inc.
-15.06%-7.26%9.15%0.61%
BDGS
Bridges Capital Tactical ETF
5.64%10.61%19.07%8.31%

Correlation

The correlation between SNDL and BDGS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 12, 2023

0.28

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Return for Risk

SNDL vs. BDGS — Risk / Return Rank

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

SNDL
SNDL Risk / Return Rank: 4646
Overall Rank
SNDL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNDL Sortino Ratio Rank: 4949
Sortino Ratio Rank
SNDL Omega Ratio Rank: 4747
Omega Ratio Rank
SNDL Calmar Ratio Rank: 4545
Calmar Ratio Rank
SNDL Martin Ratio Rank: 4343
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 7474
Overall Rank
BDGS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7474
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7878
Omega Ratio Rank
BDGS Calmar Ratio Rank: 6868
Calmar Ratio Rank
BDGS Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNDL vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sundial Growers Inc. (SNDL) and Bridges Capital Tactical ETF (BDGS). 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.


SNDLBDGSDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

1.10

1.47

-0.37

Calmar ratioReturn relative to maximum drawdown

0.19

3.45

-3.26

Martin ratioReturn relative to average drawdown

0.30

16.47

-16.18

SNDL vs. BDGS - Sharpe Ratio Comparison

The current SNDL Sharpe Ratio is 0.15, which is lower than the BDGS Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SNDL and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNDLBDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.29

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

1.76

-2.15

Drawdowns

SNDL vs. BDGS - Drawdown Comparison

The maximum SNDL drawdown since its inception was -99.07%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for SNDL and BDGS.


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Drawdown Indicators


SNDLBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-9.12%

-89.95%

Max Drawdown (1Y)

Largest decline over 1 year

-54.17%

-4.03%

-50.14%

Max Drawdown (3Y)

Largest decline over 3 years

-54.34%

-9.12%

-45.22%

Max Drawdown (5Y)

Largest decline over 5 years

-89.57%

Current Drawdown

Current decline from peak

-98.92%

-0.83%

-98.09%

Average Drawdown

Average peak-to-trough decline

-94.42%

-0.64%

-93.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.40%

0.84%

+33.56%

Volatility

SNDL vs. BDGS - Volatility Comparison

Sundial Growers Inc. (SNDL) has a higher volatility of 8.63% compared to Bridges Capital Tactical ETF (BDGS) at 1.14%. This indicates that SNDL's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNDLBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

1.14%

+7.49%

Volatility (6M)

Calculated over the trailing 6-month period

42.64%

4.74%

+37.90%

Volatility (1Y)

Calculated over the trailing 1-year period

68.54%

6.08%

+62.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.09%

8.21%

+62.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.44%

8.21%

+106.23%

Dividends

SNDL vs. BDGS - Dividend Comparison

SNDL has not paid dividends to shareholders, while BDGS's dividend yield for the trailing twelve months is around 0.52%.


PositionTTM202520242023
BDGS
Bridges Capital Tactical ETF
0.52%0.55%1.81%0.84%
SNDL
Sundial Growers Inc.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNDL and BDGS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNDL has higher volatility (8.63%) compared to BDGS (1.14%). In terms of maximum drawdown, SNDL dropped -99.07% vs BDGS's -9.12%.

BDGS currently has the higher Sharpe Ratio (2.29 vs 0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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