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ANDE vs. SFM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ANDE and SFM is 0.23, 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.


-0.50.00.51.00.2

Performance

ANDE vs. SFM - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
24.04%
228.35%
ANDE
SFM

Key characteristics

Sharpe Ratio

ANDE:

-0.82

SFM:

5.29

Sortino Ratio

ANDE:

-1.09

SFM:

6.67

Omega Ratio

ANDE:

0.87

SFM:

1.90

Calmar Ratio

ANDE:

-0.80

SFM:

11.87

Martin Ratio

ANDE:

-1.70

SFM:

55.78

Ulcer Index

ANDE:

15.78%

SFM:

3.14%

Daily Std Dev

ANDE:

32.60%

SFM:

33.07%

Max Drawdown

ANDE:

-81.75%

SFM:

-72.88%

Current Drawdown

ANDE:

-33.70%

SFM:

-14.75%

Fundamentals

Market Cap

ANDE:

$1.46B

SFM:

$13.86B

EPS

ANDE:

$3.49

SFM:

$3.46

PE Ratio

ANDE:

12.30

SFM:

40.06

PEG Ratio

ANDE:

2.93

SFM:

3.44

Total Revenue (TTM)

ANDE:

$11.35B

SFM:

$7.42B

Gross Profit (TTM)

ANDE:

$704.70M

SFM:

$2.74B

EBITDA (TTM)

ANDE:

$349.40M

SFM:

$743.24M

Returns By Period

In the year-to-date period, ANDE achieves a -30.16% return, which is significantly lower than SFM's 173.75% return. Over the past 10 years, ANDE has underperformed SFM with an annualized return of -1.11%, while SFM has yielded a comparatively higher 14.99% annualized return.


ANDE

YTD

-30.16%

1M

-16.47%

6M

-19.54%

1Y

-27.77%

5Y*

11.70%

10Y*

-1.11%

SFM

YTD

173.75%

1M

-9.73%

6M

70.27%

1Y

169.71%

5Y*

46.36%

10Y*

14.99%

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Risk-Adjusted Performance

ANDE vs. SFM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Andersons, Inc. (ANDE) 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 ANDE, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.825.29
The chart of Sortino ratio for ANDE, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.096.67
The chart of Omega ratio for ANDE, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.90
The chart of Calmar ratio for ANDE, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.8011.87
The chart of Martin ratio for ANDE, currently valued at -1.70, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.7055.78
ANDE
SFM

The current ANDE Sharpe Ratio is -0.82, which is lower than the SFM Sharpe Ratio of 5.29. The chart below compares the historical Sharpe Ratios of ANDE 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
-0.82
5.29
ANDE
SFM

Dividends

ANDE vs. SFM - Dividend Comparison

ANDE's dividend yield for the trailing twelve months is around 1.91%, while SFM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ANDE
The Andersons, Inc.
1.91%1.29%2.07%1.82%2.86%2.71%2.22%2.07%1.40%1.82%0.88%0.72%
SFM
Sprouts Farmers Market, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ANDE vs. SFM - Drawdown Comparison

The maximum ANDE drawdown since its inception was -81.75%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for ANDE and SFM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.70%
-14.75%
ANDE
SFM

Volatility

ANDE vs. SFM - Volatility Comparison

The current volatility for The Andersons, Inc. (ANDE) is 7.83%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 9.75%. This indicates that ANDE 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
7.83%
9.75%
ANDE
SFM

Financials

ANDE vs. SFM - Financials Comparison

This section allows you to compare key financial metrics between The Andersons, Inc. 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
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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.

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