SONO vs. CHWY
SONO (Sonos, Inc.) and CHWY (Chewy, Inc.) are both stocks. SONO operates in Consumer Electronics (Technology), while CHWY operates in Internet Retail (Consumer Cyclical). Over the past 5 years, SONO returned -16.60%/yr vs -25.05%/yr for CHWY. At a 0.31 correlation, their price movements are largely independent.
Performance
SONO vs. CHWY - Performance Comparison
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Returns By Period
In the year-to-date period, SONO achieves a -19.87% return, which is significantly higher than CHWY's -42.48% return.
SONO
- 1D
- -0.64%
- 1M
- -9.28%
- YTD
- -19.87%
- 6M
- -21.62%
- 1Y
- 36.07%
- 3Y*
- -2.54%
- 5Y*
- -16.60%
- 10Y*
- —
CHWY
- 1D
- 6.50%
- 1M
- -8.30%
- YTD
- -42.48%
- 6M
- -40.50%
- 1Y
- -56.19%
- 3Y*
- -21.47%
- 5Y*
- -25.05%
- 10Y*
- —
SONO vs. CHWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SONO Sonos, Inc. | -19.87% | 16.76% | -12.25% | 1.42% | -43.29% | 27.40% | 49.74% | 35.00% |
CHWY Chewy, Inc. | -42.48% | -1.31% | 41.73% | -36.27% | -37.12% | -34.40% | 209.97% | -19.44% |
Correlation
The correlation between SONO and CHWY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019 | 0.31 |
The correlation between SONO and CHWY shifts across timeframes, from 0.14 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SONO:
-$0.45
CHWY:
$0.47
SONO:
0.88
CHWY:
0.63
SONO:
$1.46B
CHWY:
$12.75B
SONO:
$653.62M
CHWY:
$3.79B
SONO:
-$2.98M
CHWY:
$330.60M
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Return for Risk
SONO vs. CHWY — Risk / Return Rank
SONO
CHWY
SONO vs. CHWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sonos, Inc. (SONO) and Chewy, Inc. (CHWY). 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.
| SONO | CHWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.77 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | -0.94 | +2.02 |
| Martin ratioReturn relative to average drawdown | 2.24 | -1.78 | +4.02 |
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Drawdowns
SONO vs. CHWY - Drawdown Comparison
The maximum SONO drawdown since its inception was -82.46%, smaller than the maximum CHWY drawdown of -87.37%. Use the drawdown chart below to compare losses from any high point for SONO and CHWY.
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Drawdown Indicators
| SONO | CHWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.46% | -87.37% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -33.72% | -59.68% | +25.96% |
Max Drawdown (3Y)Largest decline over 3 years | -60.53% | -63.68% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -81.36% | -84.34% | +2.98% |
Current DrawdownCurrent decline from peak | -67.94% | -83.98% | +16.04% |
Average DrawdownAverage peak-to-trough decline | -49.64% | -54.30% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.15% | 31.51% | -15.36% |
Volatility
SONO vs. CHWY - Volatility Comparison
Sonos, Inc. (SONO) and Chewy, Inc. (CHWY) have volatilities of 14.98% and 15.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONO | CHWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.98% | 15.13% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 29.81% | 35.63% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.77% | 46.39% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.29% | 60.71% | -13.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.71% | 61.16% | -6.45% |
Dividends
SONO vs. CHWY - Dividend Comparison
Neither SONO nor CHWY has paid dividends to shareholders.
Financials
SONO vs. CHWY - Financials Comparison
This section allows you to compare key financial metrics between Sonos, Inc. and Chewy, 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.
Total Revenue: Total amount of money received from sales and other business activities
SONO vs. CHWY - Profitability Comparison
SONO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported a gross profit of 124.65M and revenue of 281.53M. Therefore, the gross margin over that period was 44.3%.
CHWY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chewy, Inc. reported a gross profit of 959.70M and revenue of 3.26B. Therefore, the gross margin over that period was 29.4%.
SONO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported an operating income of -34.09M and revenue of 281.53M, resulting in an operating margin of -12.1%.
CHWY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chewy, Inc. reported an operating income of 42.50M and revenue of 3.26B, resulting in an operating margin of 1.3%.
SONO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported a net income of -93.80M and revenue of 281.53M, resulting in a net margin of -33.3%.
CHWY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chewy, Inc. reported a net income of 39.20M and revenue of 3.26B, resulting in a net margin of 1.2%.
Frequently Asked Questions
SONO and CHWY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHWY has higher volatility (15.13%) compared to SONO (14.98%). In terms of maximum drawdown, SONO dropped -82.46% vs CHWY's -87.37%.
SONO currently has the higher Sharpe Ratio (0.87 vs -1.21), 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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