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Sprouts Farmers Market, Inc. (SFM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US85208M1027
CUSIP
85208M102
IPO Date
Aug 1, 2013

Highlights

Market Cap
$7.52B
Enterprise Value
$9.39B
EPS (TTM)
$5.33
PE Ratio
14.48
PEG Ratio
0.53
Total Revenue (TTM)
$8.81B
Gross Profit (TTM)
$3.42B
EBITDA (TTM)
$803.54M
Year Range
$64.75 - $182.00
Target Price
$111.00
ROA (TTM)
12.59%
ROE (TTM)
37.32%

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sprouts Farmers Market, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Sprouts Farmers Market, Inc. (SFM) has returned -3.19% so far this year and -49.47% over the past 12 months. Over the last ten years, SFM has returned 10.49% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Sprouts Farmers Market, Inc.

1D
-0.17%
1M
4.41%
YTD
-3.19%
6M
-29.11%
1Y
-49.47%
3Y*
30.10%
5Y*
23.90%
10Y*
10.49%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 1, 2013, SFM's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2017 with a return of +26.5%, while the worst month was Oct 2025 at -27.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SFM closed higher 51% of trading days. The best single day was Nov 5, 2015 with a return of +15.7%, while the worst single day was Oct 30, 2025 at -26.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.00%4.17%4.41%-3.19%
202524.61%-6.28%2.86%12.03%1.09%-4.76%-7.96%-7.26%-22.58%-27.43%6.14%-4.94%-37.30%
20244.70%23.96%3.27%2.40%19.61%5.93%19.40%4.16%6.11%16.32%20.28%-17.74%164.12%
2023-1.30%-5.20%15.65%-1.06%-0.29%6.28%6.86%3.92%4.93%-1.82%2.52%11.68%48.63%
2022-8.56%4.94%12.29%-6.82%-9.09%-6.53%9.16%4.56%-3.98%6.31%16.37%-5.71%9.06%
202112.69%-6.80%26.10%-3.79%3.87%-6.58%-1.09%1.30%-6.95%-4.45%19.51%12.17%47.66%

Benchmark Metrics

Sprouts Farmers Market, Inc. has an annualized alpha of 5.54%, beta of 0.56, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since August 02, 2013.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.71%) than losses (27.17%) — typical of diversified or defensive assets.
  • Beta of 0.56 may look defensive, but with R² of 0.07 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.07 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.54%
Beta
0.56
0.07
Upside Capture
29.71%
Downside Capture
27.17%

Return for Risk

Risk / Return Rank

SFM ranks 8 for risk / return — in the bottom 8% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SFM Risk / Return Rank: 88
Overall Rank
SFM Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SFM Sortino Ratio Rank: 44
Sortino Ratio Rank
SFM Omega Ratio Rank: 44
Omega Ratio Rank
SFM Calmar Ratio Rank: 1414
Calmar Ratio Rank
SFM Martin Ratio Rank: 1818
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and compare them to a chosen benchmark (S&P 500 Index).


SFMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-1.14

0.90

-2.04

Sortino ratio

Return per unit of downside risk

-1.61

1.39

-2.99

Omega ratio

Gain probability vs. loss probability

0.77

1.21

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.75

1.40

-2.15

Martin ratio

Return relative to average drawdown

-1.20

6.61

-7.80

Explore SFM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Sprouts Farmers Market, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sprouts Farmers Market, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sprouts Farmers Market, Inc. was 72.88%, occurring on Mar 12, 2020. Recovery took 961 trading sessions.

The current Sprouts Farmers Market, Inc. drawdown is 57.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.88%Oct 22, 20131608Mar 12, 2020961Jan 5, 20242569
-63.48%Jun 3, 2025174Feb 10, 2026
-25.05%Feb 18, 202515Mar 10, 202558Jun 2, 202573
-17.74%Dec 2, 202421Dec 31, 202418Jan 29, 202539
-10.97%Oct 7, 20132Oct 8, 20139Oct 21, 201311

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sprouts Farmers Market, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Sprouts Farmers Market, Inc. is priced in the market compared to other companies in the Grocery Stores industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for SFM, comparing it with other companies in the Grocery Stores industry. Currently, SFM has a P/E ratio of 14.5. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for SFM compared to other companies in the Grocery Stores industry. SFM currently has a PEG ratio of 0.5. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SFM relative to other companies in the Grocery Stores industry. Currently, SFM has a P/S ratio of 0.9. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SFM in comparison with other companies in the Grocery Stores industry. Currently, SFM has a P/B value of 5.4. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items