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SNDL vs. SANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNDL and SANW is 0.17, 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

SNDL vs. SANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sundial Growers Inc. (SNDL) and S&W Seed Company (SANW). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-98.00%
-87.90%
SNDL
SANW

Key characteristics

Sharpe Ratio

SNDL:

0.29

SANW:

-0.26

Sortino Ratio

SNDL:

1.03

SANW:

0.46

Omega Ratio

SNDL:

1.12

SANW:

1.05

Calmar Ratio

SNDL:

0.20

SANW:

-0.33

Martin Ratio

SNDL:

0.98

SANW:

-0.64

Ulcer Index

SNDL:

20.18%

SANW:

51.64%

Daily Std Dev

SNDL:

68.31%

SANW:

125.18%

Max Drawdown

SNDL:

-99.04%

SANW:

-98.97%

Current Drawdown

SNDL:

-98.69%

SANW:

-97.00%

Fundamentals

Market Cap

SNDL:

$464.73M

SANW:

$17.22M

EPS

SNDL:

-$0.30

SANW:

-$13.21

Total Revenue (TTM)

SNDL:

$911.22M

SANW:

$52.32M

Gross Profit (TTM)

SNDL:

$228.87M

SANW:

$11.59M

EBITDA (TTM)

SNDL:

-$51.34M

SANW:

-$9.22M

Returns By Period

In the year-to-date period, SNDL achieves a 3.66% return, which is significantly higher than SANW's -52.48% return.


SNDL

YTD

3.66%

1M

-12.37%

6M

-8.60%

1Y

18.06%

5Y*

-40.81%

10Y*

N/A

SANW

YTD

-52.48%

1M

178.41%

6M

35.49%

1Y

-34.31%

5Y*

-31.61%

10Y*

-21.25%

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Risk-Adjusted Performance

SNDL vs. SANW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SNDL, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.29-0.26
The chart of Sortino ratio for SNDL, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.030.46
The chart of Omega ratio for SNDL, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.05
The chart of Calmar ratio for SNDL, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.34
The chart of Martin ratio for SNDL, currently valued at 0.98, compared to the broader market0.0010.0020.000.98-0.64
SNDL
SANW

The current SNDL Sharpe Ratio is 0.29, which is higher than the SANW Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SNDL and SANW, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.29
-0.26
SNDL
SANW

Dividends

SNDL vs. SANW - Dividend Comparison

Neither SNDL nor SANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNDL vs. SANW - Drawdown Comparison

The maximum SNDL drawdown since its inception was -99.04%, roughly equal to the maximum SANW drawdown of -98.97%. Use the drawdown chart below to compare losses from any high point for SNDL and SANW. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%JulyAugustSeptemberOctoberNovemberDecember
-98.69%
-92.25%
SNDL
SANW

Volatility

SNDL vs. SANW - Volatility Comparison

The current volatility for Sundial Growers Inc. (SNDL) is 9.54%, while S&W Seed Company (SANW) has a volatility of 70.77%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
9.54%
70.77%
SNDL
SANW

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.


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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