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Sprouts Farmers Market, Inc. (SFM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS85208M1027
CUSIP85208M102
SectorConsumer Defensive
IndustryGrocery Stores

Highlights

Market Cap$6.75B
EPS$2.50
PE Ratio26.79
PEG Ratio1.39
Revenue (TTM)$6.84B
Gross Profit (TTM)$2.36B
EBITDA (TTM)$518.59M
Year Range$32.12 - $68.03
Target Price$55.82
Short %21.44%
Short Ratio11.03

Share Price Chart


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Compare to other instruments

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Sprouts Farmers Market, Inc.

Popular comparisons: SFM vs. SPY, SFM vs. POWL, SFM vs. DE, SFM vs. CTVA, SFM vs. TUR, SFM vs. JPM, SFM vs. ARES, SFM vs. HST, SFM vs. LLY, SFM vs. USD

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.


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
64.62%
195.02%
SFM (Sprouts Farmers Market, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Sprouts Farmers Market, Inc. had a return of 37.25% year-to-date (YTD) and 88.55% in the last 12 months. Over the past 10 years, Sprouts Farmers Market, Inc. had an annualized return of 7.68%, while the S&P 500 had an annualized return of 10.37%, indicating that Sprouts Farmers Market, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date37.25%5.57%
1 month2.40%-4.16%
6 months57.14%20.07%
1 year88.55%20.82%
5 years (annualized)24.16%11.56%
10 years (annualized)7.68%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.70%23.96%3.27%
2023-1.82%2.52%11.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SFM is 97, placing it in the top 3% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SFM is 9797
Sprouts Farmers Market, Inc.(SFM)
The Sharpe Ratio Rank of SFM is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9797Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9696Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9595Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SFM
Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 3.23, compared to the broader market-2.00-1.000.001.002.003.004.003.23
Sortino ratio
The chart of Sortino ratio for SFM, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.006.004.06
Omega ratio
The chart of Omega ratio for SFM, currently valued at 1.53, compared to the broader market0.501.001.501.53
Calmar ratio
The chart of Calmar ratio for SFM, currently valued at 2.70, compared to the broader market0.002.004.006.002.70
Martin ratio
The chart of Martin ratio for SFM, currently valued at 22.06, compared to the broader market-10.000.0010.0020.0030.0022.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.004.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market-10.000.0010.0020.0030.006.92

Sharpe Ratio

The current Sprouts Farmers Market, Inc. Sharpe ratio is 3.23. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sprouts Farmers Market, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.23
1.78
SFM (Sprouts Farmers Market, Inc.)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.18%
-4.16%
SFM (Sprouts Farmers Market, Inc.)
Benchmark (^GSPC)

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 2.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.88%Oct 22, 20131608Mar 12, 2020961Jan 5, 20242569
-10.97%Oct 7, 20132Oct 8, 20139Oct 21, 201311
-10.65%Aug 6, 201320Sep 3, 201312Sep 19, 201332
-5.24%Mar 18, 20242Mar 19, 202422Apr 19, 202424
-5.09%Jan 23, 20242Jan 24, 202413Feb 12, 202415

Volatility

Volatility Chart

The current Sprouts Farmers Market, Inc. volatility is 6.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.10%
3.95%
SFM (Sprouts Farmers Market, Inc.)
Benchmark (^GSPC)

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

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items