MAP.MC vs. SFM
MAP.MC (Mapfre) and SFM (Sprouts Farmers Market, Inc.) are both stocks. MAP.MC operates in Insurance - Diversified (Financial Services), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, MAP.MC returned 14.45%/yr vs 13.96%/yr for SFM. At a 0.08 correlation, their price movements are largely independent.
Performance
MAP.MC vs. SFM - Performance Comparison
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Different Trading Currencies
MAP.MC is traded in EUR, while SFM is traded in USD. To make them comparable, the SFM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MAP.MC achieves a -1.65% return, which is significantly lower than SFM's 10.03% return. Both investments have delivered pretty close results over the past 10 years, with MAP.MC having a 14.45% annualized return and SFM not far behind at 13.96%.
MAP.MC
- 1D
- 1.98%
- 1M
- -0.01%
- YTD
- -1.65%
- 6M
- 2.67%
- 1Y
- 29.44%
- 3Y*
- 36.98%
- 5Y*
- 24.25%
- 10Y*
- 14.45%
SFM
- 1D
- -1.95%
- 1M
- 0.15%
- YTD
- 10.03%
- 6M
- 10.14%
- 1Y
- -45.42%
- 3Y*
- 32.20%
- 5Y*
- 25.52%
- 10Y*
- 13.96%
MAP.MC vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAP.MC Mapfre | -1.65% | 82.89% | 33.09% | 13.84% | 7.00% | 22.38% | -27.04% | 7.69% | -8.22% | -2.82% |
SFM Sprouts Farmers Market, Inc. | 10.03% | -44.74% | 181.56% | 44.17% | 15.82% | 58.71% | -4.69% | -15.84% | 1.08% | 12.88% |
Correlation
The correlation between MAP.MC and SFM is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.08 |
The correlation between MAP.MC and SFM shifts across timeframes, from -0.07 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MAP.MC vs. SFM — Risk / Return Rank
MAP.MC
SFM
MAP.MC vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mapfre (MAP.MC) 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.
| MAP.MC | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.82 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.71 | +2.51 |
| Martin ratioReturn relative to average drawdown | 4.69 | -0.98 | +5.67 |
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Drawdowns
MAP.MC vs. SFM - Drawdown Comparison
The maximum MAP.MC drawdown since its inception was -63.35%, smaller than the maximum SFM drawdown of -67.35%. Use the drawdown chart below to compare losses from any high point for MAP.MC and SFM.
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Drawdown Indicators
| MAP.MC | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.35% | -67.35% | +4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -63.18% | +47.21% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -67.35% | +51.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -67.35% | +46.68% |
Max Drawdown (10Y)Largest decline over 10 years | -52.42% | -67.35% | +14.93% |
Current DrawdownCurrent decline from peak | -2.56% | -55.80% | +53.24% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -32.79% | +13.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 45.78% | -39.63% |
Volatility
MAP.MC vs. SFM - Volatility Comparison
The current volatility for Mapfre (MAP.MC) is 5.52%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.65%. This indicates that MAP.MC 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
| MAP.MC | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 12.65% | -7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 31.32% | -14.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 46.84% | -25.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 39.61% | -18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 38.33% | -13.16% |
Dividends
MAP.MC vs. SFM - Dividend Comparison
MAP.MC's dividend yield for the trailing twelve months is around 3.88%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAP.MC Mapfre | 3.88% | 3.90% | 5.15% | 6.09% | 6.82% | 7.53% | 8.57% | 6.20% | 6.30% | 5.46% | 4.23% | 6.06% |
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
MAP.MC vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Mapfre 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
MAP.MC and SFM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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