PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AGRO vs. SFM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGRO and SFM is 0.12, 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.


-0.50.00.51.00.1

Performance

AGRO vs. SFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adecoagro S.A. (AGRO) and Sprouts Farmers Market, Inc. (SFM). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
3.49%
56.37%
AGRO
SFM

Key characteristics

Sharpe Ratio

AGRO:

-0.37

SFM:

5.01

Sortino Ratio

AGRO:

-0.36

SFM:

6.43

Omega Ratio

AGRO:

0.96

SFM:

1.86

Calmar Ratio

AGRO:

-0.41

SFM:

10.22

Martin Ratio

AGRO:

-1.04

SFM:

50.30

Ulcer Index

AGRO:

10.93%

SFM:

3.30%

Daily Std Dev

AGRO:

30.75%

SFM:

33.18%

Max Drawdown

AGRO:

-73.70%

SFM:

-72.88%

Current Drawdown

AGRO:

-22.10%

SFM:

-16.24%

Fundamentals

Market Cap

AGRO:

$1.02B

SFM:

$13.86B

EPS

AGRO:

$1.50

SFM:

$3.46

PE Ratio

AGRO:

6.74

SFM:

40.06

PEG Ratio

AGRO:

0.06

SFM:

3.44

Total Revenue (TTM)

AGRO:

$1.45B

SFM:

$7.42B

Gross Profit (TTM)

AGRO:

$386.49M

SFM:

$2.74B

EBITDA (TTM)

AGRO:

$381.22M

SFM:

$743.24M

Returns By Period

In the year-to-date period, AGRO achieves a -11.39% return, which is significantly lower than SFM's 168.97% return. Over the past 10 years, AGRO has underperformed SFM with an annualized return of 2.91%, while SFM has yielded a comparatively higher 14.77% annualized return.


AGRO

YTD

-11.39%

1M

-14.21%

6M

3.49%

1Y

-11.31%

5Y*

4.39%

10Y*

2.91%

SFM

YTD

168.97%

1M

-12.05%

6M

60.41%

1Y

165.00%

5Y*

45.65%

10Y*

14.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AGRO vs. SFM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adecoagro S.A. (AGRO) and Sprouts Farmers Market, Inc. (SFM). 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 AGRO, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.374.98
The chart of Sortino ratio for AGRO, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.366.40
The chart of Omega ratio for AGRO, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.86
The chart of Calmar ratio for AGRO, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.4310.16
The chart of Martin ratio for AGRO, currently valued at -1.03, compared to the broader market0.0010.0020.00-1.0447.85
AGRO
SFM

The current AGRO Sharpe Ratio is -0.37, which is lower than the SFM Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of AGRO and SFM, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
4.98
AGRO
SFM

Dividends

AGRO vs. SFM - Dividend Comparison

AGRO's dividend yield for the trailing twelve months is around 3.58%, while SFM has not paid dividends to shareholders.


TTM20232022
AGRO
Adecoagro S.A.
3.58%2.95%3.82%
SFM
Sprouts Farmers Market, Inc.
0.00%0.00%0.00%

Drawdowns

AGRO vs. SFM - Drawdown Comparison

The maximum AGRO drawdown since its inception was -73.70%, roughly equal to the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for AGRO and SFM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.51%
-16.24%
AGRO
SFM

Volatility

AGRO vs. SFM - Volatility Comparison

The current volatility for Adecoagro S.A. (AGRO) is 7.74%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 9.36%. This indicates that AGRO experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.74%
9.36%
AGRO
SFM

Financials

AGRO vs. SFM - Financials Comparison

This section allows you to compare key financial metrics between Adecoagro S.A. and Sprouts Farmers Market, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab