GO vs. SFM

Last updated Apr 1, 2026

Compare and contrast key facts about Grocery Outlet Holding Corp. (GO) and Sprouts Farmers Market, Inc. (SFM).

Performance

GO vs. SFM - Performance Comparison

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

GO vs. SFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GO Grocery Outlet Holding Corp.	-30.20%	-35.30%	-42.10%	-7.64%	3.22%	-27.95%	20.96%	13.82%
SFM Sprouts Farmers Market, Inc.	-3.19%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-0.92%

Fundamentals

Market Cap GO : $690.79M SFM : $7.52B
EPS GO : -$2.29 SFM : $5.33
PS Ratio GO : 0.15 SFM : 0.86
PB Ratio GO : 0.70 SFM : 5.36
Total Revenue (TTM) GO : $4.69B SFM : $8.81B
Gross Profit (TTM) GO : $1.42B SFM : $3.42B
EBITDA (TTM) GO : -$93.83M SFM : $803.54M

Returns By Period

In the year-to-date period, GO achieves a -30.20% return, which is significantly lower than SFM's -3.19% return.

GO

• 1D: 3.98%
• 1M: -28.64%
• YTD: -30.20%
• 6M: -56.07%
• 1Y: -49.57%
• 3Y*: -37.05%
• 5Y*: -28.14%
• 10Y*: —

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

GO vs. SFM — Risk / Return Rank

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

GO

GO Risk / Return Rank: 12
GO Sharpe Ratio Rank: 10
GO Sortino Ratio Rank: 9
GO Omega Ratio Rank: 9
GO Calmar Ratio Rank: 18
GO Martin Ratio Rank: 12

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.

GO vs. SFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grocery Outlet Holding Corp. (GO) 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.

	GO	SFM	Difference
Sharpe ratio Return per unit of total volatility	-0.75	-1.14	+0.39
Sortino ratio Return per unit of downside risk	-1.14	-1.61	+0.47
Omega ratio Gain probability vs. loss probability	0.85	0.77	+0.07
Calmar ratio Return relative to maximum drawdown	-0.68	-0.75	+0.07
Martin ratio Return relative to average drawdown	-1.40	-1.20	-0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GO vs. SFM - Sharpe Ratio Comparison

The current GO Sharpe Ratio is -0.75, which is higher than the SFM Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of GO 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

	GO	SFM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	-1.14	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.58	0.62	-1.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.40	0.14	-0.54

Correlation

The correlation between GO and SFM is 0.28, 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

GO vs. SFM - Dividend Comparison

Neither GO nor SFM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GO vs. SFM - Drawdown Comparison

The maximum GO drawdown since its inception was -87.59%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for GO and SFM.

Drawdown Indicators

	GO	SFM	Difference
Max Drawdown Largest peak-to-trough decline	-87.59%	-72.88%	-14.71%
Max Drawdown (1Y) Largest decline over 1 year	-68.97%	-63.48%	-5.49%
Max Drawdown (5Y) Largest decline over 5 years	-87.29%	-63.48%	-23.81%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.48%	—
Current Drawdown Current decline from peak	-84.88%	-57.04%	-27.84%
Average Drawdown Average peak-to-trough decline	-39.30%	-40.05%	+0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.44%	39.97%	-6.53%

Volatility

GO vs. SFM - Volatility Comparison

Grocery Outlet Holding Corp. (GO) has a higher volatility of 39.12% compared to Sprouts Farmers Market, Inc. (SFM) at 13.20%. This indicates that GO'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

	GO	SFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	39.12%	13.20%	+25.92%
Volatility (6M) Calculated over the trailing 6-month period	46.42%	40.18%	+6.24%
Volatility (1Y) Calculated over the trailing 1-year period	66.54%	43.65%	+22.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.05%	38.46%	+10.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.20%	37.46%	+9.74%

Financials

GO vs. SFM - Profitability Comparison

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

GO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Grocery Outlet Holding Corp. reported a gross profit of 361.02M and revenue of 1.22B. Therefore, the gross margin over that period was 29.7%.

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%.

GO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Grocery Outlet Holding Corp. reported an operating income of -234.79M and revenue of 1.22B, resulting in an operating margin of -19.3%.

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%.

GO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Grocery Outlet Holding Corp. reported a net income of -218.16M and revenue of 1.22B, resulting in a net margin of -18.0%.

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%.