CLDX vs. SFM
CLDX (Celldex Therapeutics, Inc.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. CLDX operates in Biotechnology (Healthcare), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, CLDX returned -8.54%/yr vs 13.14%/yr for SFM. At a 0.11 correlation, their price movements are largely independent.
Performance
CLDX vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, CLDX achieves a 5.38% return, which is significantly higher than SFM's 4.02% return. Over the past 10 years, CLDX has underperformed SFM with an annualized return of -8.54%, while SFM has yielded a comparatively higher 13.14% annualized return.
CLDX
- 1D
- -4.38%
- 1M
- -16.78%
- YTD
- 5.38%
- 6M
- -2.82%
- 1Y
- 46.54%
- 3Y*
- -6.46%
- 5Y*
- 0.50%
- 10Y*
- -8.54%
SFM
- 1D
- 3.35%
- 1M
- 5.89%
- YTD
- 4.02%
- 6M
- -3.12%
- 1Y
- -50.71%
- 3Y*
- 35.93%
- 5Y*
- 24.61%
- 10Y*
- 13.14%
CLDX vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLDX Celldex Therapeutics, Inc. | 5.38% | 7.48% | -36.28% | -11.02% | 15.35% | 120.55% | 685.65% | -24.88% | -93.03% | -19.77% |
SFM Sprouts Farmers Market, Inc. | 4.02% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between CLDX and SFM is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013 | 0.11 |
The correlation between CLDX and SFM shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CLDX:
$1.91B
SFM:
$7.92B
CLDX:
-$4.27
SFM:
$5.20
CLDX:
2.32K
SFM:
0.91
CLDX:
4.18
SFM:
5.52
CLDX:
$820.00K
SFM:
$8.90B
CLDX:
$805.00K
SFM:
$3.41B
CLDX:
-$216.32M
SFM:
$837.54M
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Return for Risk
CLDX vs. SFM — Risk / Return Rank
CLDX
SFM
CLDX vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celldex Therapeutics, Inc. (CLDX) 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.
| CLDX | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.77 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | -0.82 | +2.75 |
| Martin ratioReturn relative to average drawdown | 5.11 | -1.13 | +6.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLDX | SFM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | -1.11 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.63 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.35 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.16 | -0.25 |
Drawdowns
CLDX vs. SFM - Drawdown Comparison
The maximum CLDX drawdown since its inception was -99.73%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for CLDX and SFM.
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Drawdown Indicators
| CLDX | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.73% | -72.88% | -26.85% |
Max Drawdown (1Y)Largest decline over 1 year | -24.23% | -62.17% | +37.94% |
Max Drawdown (3Y)Largest decline over 3 years | -70.84% | -63.48% | -7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -73.11% | -63.48% | -9.63% |
Max Drawdown (10Y)Largest decline over 10 years | -97.90% | -63.48% | -34.42% |
Current DrawdownCurrent decline from peak | -94.96% | -53.84% | -41.12% |
Average DrawdownAverage peak-to-trough decline | -78.02% | -40.27% | -37.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.13% | 44.87% | -35.74% |
Volatility
CLDX vs. SFM - Volatility Comparison
The current volatility for Celldex Therapeutics, Inc. (CLDX) is 11.75%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 13.41%. This indicates that CLDX 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.
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Volatility by Period
| CLDX | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.75% | 13.41% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 38.58% | 29.98% | +8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.63% | 45.78% | +11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.21% | 39.20% | +20.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 37.78% | +40.19% |
Dividends
CLDX vs. SFM - Dividend Comparison
Neither CLDX nor SFM has paid dividends to shareholders.
Financials
CLDX vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Celldex Therapeutics, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CLDX and SFM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.41%) compared to CLDX (11.75%). In terms of maximum drawdown, CLDX dropped -99.73% vs SFM's -72.88%.
CLDX currently has the higher Sharpe Ratio (0.81 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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