Try it. The SG is choosy about pickups but by all accounts the CS is unproblematic in them. I've heard the same regarding the Miracle Man, Warpig, Rebel Yell, and C-Bomb but I've yet to try any of them in an SG. I've only tried the A-Bomb, which is great for aggressive punk and hardcore tones but otherwise I've found to be quite limited, despite it's versatile reputation and the occassional good review of it in an atypical SG. That said I'm thinking of putting the A-Bomb into one of those full-pickguard SG Juniors set up specifically for punk purposes because it's great for that. It clashes with the CS neck though so I find they sound a bit off. If I were to put a neck pickup with the A-Bomb again it would be a Nailbomb neck.
Actually I'm just about to replace the A-Bomb in my SG with a Cold Sweat. It's a well-recommended pickup for SGs. I have the Cold Sweat neck pickup in my SG already and that gives nice cleans (both single notes and open chords) and shred type tones for leads. I don't use it for distorted rhythm playing though, even though sometimes it sounds better than the A-Bomb for specific sounds it still sounds like a neck pickup, and thus not great for riffing.
To give you an idea of the kinds of tones I want out of this SG and what BKP recommended it to me for, is a whole range of metal and rock stuff from Thin Lizzy through Judas Priest to Slayer and Celtic Frost. Although Slayer switched to EMGs when they went to ESP endorsements after Seasons in the Abyss the pickups they used on their classic early albums were closer in character to the Cold Sweat, i.e. hot passives like Di Marzio SDs. The two pickups that come closest to that in the BKP range are the Cold Sweat and the Holy Diver, but the latter has not had positive reviews in SGs so I went for the CS.
The Miracle Man can cover the heavier end of that range and into Warpig territory. The Warpig is something I have in another guitar that I use only for downtuned stuff in C# standard and below. It does a good 'Children of the Grave' Sabbath sound. I found that the A-Bomb is too harsh sounding for Sabbath.