SNDL vs. SANW
SNDL (Sundial Growers Inc.) and SANW (S&W Seed Company) are both stocks. SNDL operates in Drug Manufacturers - Specialty & Generic (Healthcare), while SANW operates in Farm Products (Consumer Defensive). Over the past 5 years, SNDL returned -32.23%/yr vs -78.80%/yr for SANW. At a 0.15 correlation, their price movements are largely independent.
Performance
SNDL vs. SANW - Performance Comparison
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Returns By Period
In the year-to-date period, SNDL achieves a -13.86% return, which is significantly higher than SANW's -70.00% return.
SNDL
- 1D
- 2.14%
- 1M
- -1.38%
- YTD
- -13.86%
- 6M
- -19.66%
- 1Y
- 15.32%
- 3Y*
- 4.59%
- 5Y*
- -32.23%
- 10Y*
- —
SANW
- 1D
- 0.00%
- 1M
- 49.25%
- YTD
- -70.00%
- 6M
- -70.74%
- 1Y
- -98.68%
- 3Y*
- -88.79%
- 5Y*
- -78.80%
- 10Y*
- -54.70%
SNDL vs. SANW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNDL Sundial Growers Inc. | -13.86% | -7.26% | 9.15% | -21.53% | -63.86% | 22.13% | -84.27% | -76.88% |
SANW S&W Seed Company | -70.00% | -98.75% | -39.92% | -53.02% | -45.42% | -6.83% | 39.52% | -29.05% |
Correlation
The correlation between SNDL and SANW is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2019 | 0.15 |
The correlation between SNDL and SANW shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SNDL:
CA$940.66M
SANW:
$37.76M
SNDL:
CA$242.63M
SANW:
$7.89M
SNDL:
CA$43.64M
SANW:
-$14.24M
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Return for Risk
SNDL vs. SANW — Risk / Return Rank
SNDL
SANW
SNDL vs. SANW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sundial Growers Inc. (SNDL) and S&W Seed Company (SANW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SNDL | SANW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | -5.18 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 2.05 | -0.94 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.99 | +1.27 |
| Martin ratioReturn relative to average drawdown | 0.43 | -1.11 | +1.54 |
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Drawdowns
SNDL vs. SANW - Drawdown Comparison
The maximum SNDL drawdown since its inception was -99.07%, roughly equal to the maximum SANW drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SNDL and SANW.
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Drawdown Indicators
| SNDL | SANW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -100.00% | +0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -54.17% | -99.94% | +45.77% |
Max Drawdown (3Y)Largest decline over 3 years | -54.34% | -99.99% | +45.65% |
Max Drawdown (5Y)Largest decline over 5 years | -87.64% | -100.00% | +12.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -98.90% | -99.99% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -94.44% | -62.82% | -31.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.12% | 88.45% | -52.33% |
Volatility
SNDL vs. SANW - Volatility Comparison
The current volatility for Sundial Growers Inc. (SNDL) is 6.79%, while S&W Seed Company (SANW) has a volatility of 91.00%. This indicates that SNDL experiences smaller price fluctuations and is considered to be less risky than SANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNDL | SANW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 91.00% | -84.21% |
Volatility (6M)Calculated over the trailing 6-month period | 30.86% | 569.94% | -539.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.30% | 1,046.93% | -978.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.32% | 477.08% | -406.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.76% | 339.41% | -224.65% |
Dividends
SNDL vs. SANW - Dividend Comparison
Neither SNDL nor SANW has paid dividends to shareholders.
Financials
SNDL vs. SANW - Financials Comparison
This section allows you to compare key financial metrics between Sundial Growers Inc. and S&W Seed Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SNDL and SANW have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SANW has higher volatility (91.00%) compared to SNDL (6.79%). In terms of maximum drawdown, SNDL dropped -99.07% vs SANW's -100.00%.
SNDL currently has the higher Sharpe Ratio (0.23 vs -0.09), 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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