EAT vs. SFM

Last updated Apr 1, 2026

Compare and contrast key facts about Brinker International, Inc. (EAT) and Sprouts Farmers Market, Inc. (SFM).

Performance

EAT vs. SFM - Performance Comparison

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

EAT vs. SFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EAT Brinker International, Inc.	-0.52%	8.49%	206.37%	35.32%	-12.79%	-35.32%	36.16%	-0.92%	17.27%	-18.44%
SFM Sprouts Farmers Market, Inc.	-3.19%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	28.70%

Fundamentals

EPS EAT : $14.76 SFM : $5.33
PE Ratio EAT : 9.67 SFM : 14.48
PEG Ratio EAT : 0.22 SFM : 0.53
PS Ratio EAT : 0.77 SFM : 0.86
Total Revenue (TTM) EAT : $5.69B SFM : $8.81B
Gross Profit (TTM) EAT : $2.64B SFM : $3.42B
EBITDA (TTM) EAT : $752.80M SFM : $803.54M

Returns By Period

In the year-to-date period, EAT achieves a -0.52% return, which is significantly higher than SFM's -3.19% return. Over the past 10 years, EAT has outperformed SFM with an annualized return of 13.50%, while SFM has yielded a comparatively lower 10.49% annualized return.

EAT

• 1D: 4.45%
• 1M: -3.66%
• YTD: -0.52%
• 6M: 12.70%
• 1Y: -4.21%
• 3Y*: 55.46%
• 5Y*: 14.70%
• 10Y*: 13.50%

SFM

• 1D: -0.17%
• 1M: 4.41%
• YTD: -3.19%
• 6M: -29.11%
• 1Y: -49.47%
• 3Y*: 30.10%
• 5Y*: 23.90%
• 10Y*: 10.49%

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

Return for Risk

EAT vs. SFM — Risk / Return Rank

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

EAT

EAT Risk / Return Rank: 37
EAT Sharpe Ratio Rank: 38
EAT Sortino Ratio Rank: 35
EAT Omega Ratio Rank: 34
EAT Calmar Ratio Rank: 40
EAT Martin Ratio Rank: 39

SFM

SFM Risk / Return Rank: 9
SFM Sharpe Ratio Rank: 3
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 4
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 19

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.

EAT vs. SFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brinker International, Inc. (EAT) 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.

	EAT	SFM	Difference
Sharpe ratio Return per unit of total volatility	-0.09	-1.14	+1.05
Sortino ratio Return per unit of downside risk	0.20	-1.61	+1.81
Omega ratio Gain probability vs. loss probability	1.03	0.77	+0.25
Calmar ratio Return relative to maximum drawdown	-0.07	-0.75	+0.68
Martin ratio Return relative to average drawdown	-0.17	-1.20	+1.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAT vs. SFM - Sharpe Ratio Comparison

The current EAT Sharpe Ratio is -0.09, which is higher than the SFM Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of EAT 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.

Sharpe Ratios by Period

	EAT	SFM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	-1.14	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.62	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	0.28	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.14	+0.14

Correlation

The correlation between EAT and SFM is 0.19, 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.

Dividends

EAT vs. SFM - Dividend Comparison

Neither EAT nor SFM has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EAT Brinker International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.67%	3.62%	3.46%	3.71%	2.67%	2.50%
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

EAT vs. SFM - Drawdown Comparison

The maximum EAT drawdown since its inception was -88.40%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for EAT and SFM.

Drawdown Indicators

	EAT	SFM	Difference
Max Drawdown Largest peak-to-trough decline	-88.40%	-72.88%	-15.52%
Max Drawdown (1Y) Largest decline over 1 year	-44.41%	-63.48%	+19.07%
Max Drawdown (5Y) Largest decline over 5 years	-69.36%	-63.48%	-5.88%
Max Drawdown (10Y) Largest decline over 10 years	-84.94%	-63.48%	-21.46%
Current Drawdown Current decline from peak	-24.52%	-57.04%	+32.52%
Average Drawdown Average peak-to-trough decline	-24.34%	-40.05%	+15.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.76%	39.97%	-20.21%

Volatility

EAT vs. SFM - Volatility Comparison

Brinker International, Inc. (EAT) has a higher volatility of 14.15% compared to Sprouts Farmers Market, Inc. (SFM) at 13.20%. This indicates that EAT's price experiences larger fluctuations and is considered to be riskier than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAT	SFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.15%	13.20%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	32.94%	40.18%	-7.24%
Volatility (1Y) Calculated over the trailing 1-year period	47.17%	43.65%	+3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.38%	38.46%	+9.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.55%	37.46%	+17.09%

Financials

EAT vs. SFM - Profitability Comparison

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

EAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported a gross profit of 1.08B and revenue of 1.45B. Therefore, the gross margin over that period was 74.5%.

SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a gross profit of 816.38M and revenue of 2.15B. Therefore, the gross margin over that period was 38.0%.

EAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported an operating income of 168.40M and revenue of 1.45B, resulting in an operating margin of 11.6%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported an operating income of 123.07M and revenue of 2.15B, resulting in an operating margin of 5.7%.

EAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported a net income of 128.50M and revenue of 1.45B, resulting in a net margin of 8.9%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a net income of 89.83M and revenue of 2.15B, resulting in a net margin of 4.2%.