CTBI vs. SFM

Last updated Jun 4, 2026

CTBI (Community Trust Bancorp, Inc.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. CTBI operates in Banks - Regional (Financial Services), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, CTBI returned 10.28%/yr vs 12.45%/yr for SFM. At a 0.19 correlation, their price movements are largely independent.

Performance

CTBI vs. SFM - Performance Comparison

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

Returns By Period

In the year-to-date period, CTBI achieves a 16.78% return, which is significantly higher than SFM's -0.87% return. Over the past 10 years, CTBI has underperformed SFM with an annualized return of 10.28%, while SFM has yielded a comparatively higher 12.45% annualized return.

CTBI

• 1D: -2.82%
• 1M: 1.48%
• YTD: 16.78%
• 6M: 16.62%
• 1Y: 31.79%
• 3Y*: 26.72%
• 5Y*: 12.54%
• 10Y*: 10.28%

SFM

• 1D: 1.19%
• 1M: -2.12%
• YTD: -0.87%
• 6M: -7.19%
• 1Y: -54.92%
• 3Y*: 33.68%
• 5Y*: 23.42%
• 10Y*: 12.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTBI vs. SFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CTBI Community Trust Bancorp, Inc.	16.78%	10.51%	25.91%	-0.02%	9.56%	22.06%	-16.79%	21.94%	-13.37%	-2.27%
SFM Sprouts Farmers Market, Inc.	-0.87%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	28.70%

Correlation

The correlation between CTBI and SFM is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013	0.19

The correlation between CTBI and SFM shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CTBI : $1.18B SFM : $7.55B
EPS CTBI : $5.72 SFM : $5.20
PE Ratio CTBI : 11.43 SFM : 15.20
PEG Ratio CTBI : 3.93 SFM : 0.55
PS Ratio CTBI : 2.84 SFM : 0.87
PB Ratio CTBI : 1.36 SFM : 5.26
Total Revenue (TTM) CTBI : $415.55M SFM : $8.90B
Gross Profit (TTM) CTBI : $282.36M SFM : $3.41B
EBITDA (TTM) CTBI : $138.41M SFM : $837.54M

Return for Risk

CTBI vs. SFM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTBI

CTBI Risk / Return Rank: 75
CTBI Sharpe Ratio Rank: 76
CTBI Sortino Ratio Rank: 73
CTBI Omega Ratio Rank: 70
CTBI Calmar Ratio Rank: 79
CTBI Martin Ratio Rank: 79

SFM

SFM Risk / Return Rank: 5
SFM Sharpe Ratio Rank: 2
SFM Sortino Ratio Rank: 3
SFM Omega Ratio Rank: 3
SFM Calmar Ratio Rank: 6
SFM Martin Ratio Rank: 13

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.

CTBI vs. SFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Trust Bancorp, Inc. (CTBI) 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.

	CTBI	SFM	Difference
Sharpe ratio Return per unit of total volatility	1.22	-1.21	+2.43
Sortino ratio Return per unit of downside risk	1.89	-1.90	+3.78
Omega ratio Gain probability vs. loss probability	1.23	0.74	+0.49
Calmar ratio Return relative to maximum drawdown	2.56	-0.89	+3.45
Martin ratio Return relative to average drawdown	6.23	-1.23	+7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTBI vs. SFM - Sharpe Ratio Comparison

The current CTBI Sharpe Ratio is 1.22, which is higher than the SFM Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of CTBI and SFM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CTBI	SFM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	-1.21	+2.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.60	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.33	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.15	+0.13

Drawdowns

CTBI vs. SFM - Drawdown Comparison

The maximum CTBI drawdown since its inception was -44.99%, smaller than the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for CTBI and SFM.

Drawdown Indicators

	CTBI	SFM	Difference
Max Drawdown Largest peak-to-trough decline	-44.99%	-72.88%	+27.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-62.17%	+49.69%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-63.48%	+39.74%
Max Drawdown (5Y) Largest decline over 5 years	-29.22%	-63.48%	+34.26%
Max Drawdown (10Y) Largest decline over 10 years	-43.03%	-63.48%	+20.45%
Current Drawdown Current decline from peak	-3.04%	-56.01%	+52.97%
Average Drawdown Average peak-to-trough decline	-14.96%	-40.26%	+25.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	45.12%	-40.00%

Volatility

CTBI vs. SFM - Volatility Comparison

The current volatility for Community Trust Bancorp, Inc. (CTBI) is 5.95%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 13.19%. This indicates that CTBI 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.

Volatility by Period

	CTBI	SFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	13.19%	-7.24%
Volatility (6M) Calculated over the trailing 6-month period	19.14%	29.78%	-10.64%
Volatility (1Y) Calculated over the trailing 1-year period	26.23%	45.70%	-19.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.11%	39.18%	-13.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.28%	37.77%	-8.49%

Dividends

CTBI vs. SFM - Dividend Comparison

CTBI's dividend yield for the trailing twelve months is around 3.15%, while SFM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTBI Community Trust Bancorp, Inc.	3.15%	3.54%	3.51%	4.10%	3.66%	3.60%	4.13%	3.17%	3.48%	2.76%	2.54%	3.49%
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%

Financials

CTBI vs. SFM - Profitability Comparison

The chart below illustrates the profitability comparison between Community Trust Bancorp, Inc. and Sprouts Farmers Market, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CTBI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Trust Bancorp, Inc. reported a gross profit of 71.89M and revenue of 103.17M. Therefore, the gross margin over that period was 69.7%.

SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.

CTBI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Trust Bancorp, Inc. reported an operating income of 35.35M and revenue of 103.17M, resulting in an operating margin of 34.3%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.

CTBI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Trust Bancorp, Inc. reported a net income of 27.19M and revenue of 103.17M, resulting in a net margin of 26.4%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.

Frequently Asked Questions

Can I hold both CTBI and SFM in my portfolio?

CTBI and SFM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTBI or SFM?

SFM has higher volatility (13.19%) compared to CTBI (5.95%). In terms of maximum drawdown, CTBI dropped -44.99% vs SFM's -72.88%.

Which has better risk-adjusted returns?

CTBI currently has the higher Sharpe Ratio (1.22 vs -1.21), 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.