CTBI vs. SFM
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 12.61%/yr vs 14.34%/yr for SFM. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
CTBI vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, CTBI achieves a 41.16% return, which is significantly higher than SFM's 9.40% return. Over the past 10 years, CTBI has underperformed SFM with an annualized return of 12.61%, while SFM has yielded a comparatively higher 14.34% annualized return.
CTBI
- 1D
- 0.49%
- 1M
- 7.84%
- 6M
- 29.26%
- YTD
- 41.16%
- 1Y
- 52.93%
- 3Y*
- 31.70%
- 5Y*
- 19.19%
- 10Y*
- 12.61%
- ALL TIME*
- 10.20%
SFM
- 1D
- 0.36%
- 1M
- -3.09%
- 6M
- 22.92%
- YTD
- 9.40%
- 1Y
- -43.43%
- 3Y*
- 31.58%
- 5Y*
- 28.81%
- 10Y*
- 14.34%
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.76M | $10.01M | $8.05M | |
| $191.27M | $179.01M | $185.61M |
CTBI vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTBI Community Trust Bancorp, Inc. | 41.16% | 10.51% | 25.91% | -0.02% | 9.56% | 22.06% | -16.79% | 21.94% | -13.37% | -2.27% |
SFM Sprouts Farmers Market, Inc. | 9.40% | -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 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.20 |
The correlation between CTBI and SFM shifts across timeframes, from 0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CTBI:
$1.42B
SFM:
$8.13B
CTBI:
$5.98
SFM:
$5.21
CTBI:
13.13
SFM:
16.74
CTBI:
4.51
SFM:
0.61
CTBI:
3.35
SFM:
0.93
CTBI:
1.59
SFM:
5.48
CTBI:
$422.65M
SFM:
$9.00B
CTBI:
$289.96M
SFM:
$3.37B
CTBI:
$144.36M
SFM:
$914.81M
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Return for Risk
CTBI vs. SFM — Risk / Return Rank
CTBI
SFM
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CTBI | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +3.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.84 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | -0.74 | +4.81 |
| Martin ratioReturn relative to average drawdown | 10.15 | -0.97 | +11.12 |
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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.
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Drawdown Indicators
| CTBI | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.99% | -72.88% | +27.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -57.45% | +44.97% |
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 DrawdownCurrent decline from peak | 0.00% | -51.45% | +51.45% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -40.43% | +25.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 43.63% | -38.64% |
Volatility
CTBI vs. SFM - Volatility Comparison
The current volatility for Community Trust Bancorp, Inc. (CTBI) is 6.91%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 14.93%. 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.
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Volatility by Period
| CTBI | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 14.93% | -8.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 32.27% | -15.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.18% | 48.17% | -21.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.10% | 39.76% | -13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.28% | 38.14% | -8.86% |
Dividends
CTBI vs. SFM - Dividend Comparison
CTBI's dividend yield for the trailing twelve months is around 2.70%, 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. | 2.70% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Community Trust Bancorp, 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
CTBI vs. SFM - Profitability Comparison
CTBI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Community Trust Bancorp, Inc. reported a gross profit of 75.72M and revenue of 108.84M. Therefore, the gross margin over that period was 69.6%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a gross profit of 900.65M and revenue of 2.33B. Therefore, the gross margin over that period was 38.7%.
CTBI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Community Trust Bancorp, Inc. reported an operating income of 38.35M and revenue of 108.84M, resulting in an operating margin of 35.2%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported an operating income of 174.17M and revenue of 2.33B, resulting in an operating margin of 7.5%.
CTBI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Community Trust Bancorp, Inc. reported a net income of 29.62M and revenue of 108.84M, resulting in a net margin of 27.2%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a net income of 129.20M and revenue of 2.33B, resulting in a net margin of 5.6%.
Frequently Asked Questions
CTBI and SFM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (14.93%) compared to CTBI (6.91%). In terms of maximum drawdown, CTBI dropped -44.99% vs SFM's -72.88%.
CTBI currently has the higher Sharpe Ratio (1.94 vs -0.89), 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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