NGVC vs. SFM
NGVC (Natural Grocers by Vitamin Cottage, Inc.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. Both operate in the Grocery Stores industry within the Consumer Defensive sector. Over the past 10 years, NGVC returned 13.27%/yr vs 14.44%/yr for SFM. At a 0.39 correlation, their price movements are largely independent.
Performance
NGVC vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, NGVC achieves a 29.83% return, which is significantly higher than SFM's 6.08% return. Over the past 10 years, NGVC has underperformed SFM with an annualized return of 13.27%, while SFM has yielded a comparatively higher 14.44% annualized return.
NGVC
- 1D
- 6.35%
- 1M
- 11.86%
- YTD
- 29.83%
- 6M
- 26.94%
- 1Y
- -25.50%
- 3Y*
- 43.93%
- 5Y*
- 28.65%
- 10Y*
- 13.27%
SFM
- 1D
- 4.54%
- 1M
- -2.54%
- YTD
- 6.08%
- 6M
- 8.18%
- 1Y
- -51.23%
- 3Y*
- 34.82%
- 5Y*
- 26.28%
- 10Y*
- 14.44%
NGVC vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 29.83% | -36.07% | 152.51% | 91.83% | -34.02% | 6.24% | 62.34% | -35.12% | 71.67% | -24.89% |
SFM Sprouts Farmers Market, Inc. | 6.08% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between NGVC and SFM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.39 |
Fundamentals
NGVC:
$746.83M
SFM:
$8.08B
NGVC:
$2.07
SFM:
$5.20
NGVC:
15.54
SFM:
16.27
NGVC:
0.67
SFM:
0.59
NGVC:
0.56
SFM:
0.93
NGVC:
3.23
SFM:
5.63
NGVC:
$1.34B
SFM:
$8.90B
NGVC:
$398.61M
SFM:
$3.41B
NGVC:
$87.79M
SFM:
$837.54M
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Return for Risk
NGVC vs. SFM — Risk / Return Rank
NGVC
SFM
NGVC vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Grocers by Vitamin Cottage, Inc. (NGVC) 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.
| NGVC | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.77 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.84 | +0.25 |
| Martin ratioReturn relative to average drawdown | -0.89 | -1.14 | +0.24 |
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Drawdowns
NGVC vs. SFM - Drawdown Comparison
The maximum NGVC drawdown since its inception was -89.04%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for NGVC and SFM.
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Drawdown Indicators
| NGVC | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.04% | -72.88% | -16.16% |
Max Drawdown (1Y)Largest decline over 1 year | -43.73% | -61.35% | +17.62% |
Max Drawdown (3Y)Largest decline over 3 years | -59.87% | -63.48% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -63.34% | -63.48% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -73.77% | -63.48% | -10.29% |
Current DrawdownCurrent decline from peak | -44.96% | -52.93% | +7.97% |
Average DrawdownAverage peak-to-trough decline | -52.55% | -40.30% | -12.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.71% | 46.12% | -15.41% |
Volatility
NGVC vs. SFM - Volatility Comparison
The current volatility for Natural Grocers by Vitamin Cottage, Inc. (NGVC) is 11.29%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 13.13%. This indicates that NGVC 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
| NGVC | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.29% | 13.13% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 25.17% | 30.98% | -5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.61% | 46.47% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.22% | 39.32% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.62% | 37.89% | +17.73% |
Dividends
NGVC vs. SFM - Dividend Comparison
NGVC's dividend yield for the trailing twelve months is around 1.77%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 1.77% | 2.04% | 1.06% | 8.75% | 4.38% | 2.18% | 16.59% | 0.71% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NGVC vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Natural Grocers by Vitamin Cottage, 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
NGVC vs. SFM - Profitability Comparison
NGVC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natural Grocers by Vitamin Cottage, Inc. reported a gross profit of 102.44M and revenue of 337.38M. Therefore, the gross margin over that period was 30.4%.
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%.
NGVC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natural Grocers by Vitamin Cottage, Inc. reported an operating income of 18.11M and revenue of 337.38M, resulting in an operating margin of 5.4%.
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%.
NGVC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natural Grocers by Vitamin Cottage, Inc. reported a net income of 13.43M and revenue of 337.38M, resulting in a net margin of 4.0%.
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
NGVC and SFM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.13%) compared to NGVC (11.29%). In terms of maximum drawdown, NGVC dropped -89.04% vs SFM's -72.88%.
NGVC currently has the higher Sharpe Ratio (-0.62 vs -1.11), 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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