NTRA vs. SFM
NTRA (Natera, Inc.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. NTRA operates in Diagnostics & Research (Healthcare), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, NTRA returned 33.53%/yr vs 14.32%/yr for SFM. At a 0.13 correlation, their price movements are largely independent.
Performance
NTRA vs. SFM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTRA achieves a -7.43% return, which is significantly lower than SFM's 8.36% return. Over the past 10 years, NTRA has outperformed SFM with an annualized return of 33.53%, while SFM has yielded a comparatively lower 14.32% annualized return.
NTRA
- 1D
- -3.27%
- 1M
- 8.58%
- YTD
- -7.43%
- 6M
- -8.57%
- 1Y
- 29.04%
- 3Y*
- 61.10%
- 5Y*
- 15.34%
- 10Y*
- 33.53%
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
NTRA vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRA Natera, Inc. | -7.43% | 44.72% | 152.71% | 55.94% | -56.99% | -6.16% | 195.40% | 141.33% | 55.28% | -23.23% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between NTRA and SFM is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2015 | 0.13 |
The correlation between NTRA and SFM shifts across timeframes, from 0.00 (1 year) to 0.16 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRA:
$30.01B
SFM:
$8.25B
NTRA:
-$1.64
SFM:
$5.20
NTRA:
11.70
SFM:
0.95
NTRA:
16.92
SFM:
5.75
NTRA:
$2.50B
SFM:
$8.90B
NTRA:
$1.63B
SFM:
$3.41B
NTRA:
-$294.86M
SFM:
$837.54M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTRA vs. SFM — Risk / Return Rank
NTRA
SFM
NTRA vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) 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.
| NTRA | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.81 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.73 | +1.76 |
| Martin ratioReturn relative to average drawdown | 2.17 | -0.99 | +3.16 |
Loading charts...
Drawdowns
NTRA vs. SFM - Drawdown Comparison
The maximum NTRA drawdown since its inception was -77.74%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for NTRA and SFM.
Loading charts...
Drawdown Indicators
| NTRA | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.74% | -72.88% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -28.20% | -62.17% | +33.97% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -63.48% | +23.54% |
Max Drawdown (5Y)Largest decline over 5 years | -77.74% | -63.48% | -14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -77.74% | -63.48% | -14.26% |
Current DrawdownCurrent decline from peak | -16.64% | -51.91% | +35.27% |
Average DrawdownAverage peak-to-trough decline | -33.43% | -40.28% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 45.41% | -32.00% |
Volatility
NTRA vs. SFM - Volatility Comparison
Natera, Inc. (NTRA) has a higher volatility of 14.27% compared to Sprouts Farmers Market, Inc. (SFM) at 12.50%. This indicates that NTRA'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.
Loading charts...
Volatility by Period
| NTRA | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.27% | 12.50% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 35.19% | 30.32% | +4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.95% | 46.09% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.04% | 39.23% | +17.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.95% | 37.82% | +23.13% |
Dividends
NTRA vs. SFM - Dividend Comparison
Neither NTRA nor SFM has paid dividends to shareholders.
Financials
NTRA vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Natera, 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
NTRA vs. SFM - Profitability Comparison
NTRA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a gross profit of 451.44M and revenue of 696.64M. Therefore, the gross margin over that period was 64.8%.
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%.
NTRA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported an operating income of -93.52M and revenue of 696.64M, resulting in an operating margin of -13.4%.
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%.
NTRA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a net income of -85.09M and revenue of 696.64M, resulting in a net margin of -12.2%.
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
NTRA and SFM have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTRA has higher volatility (14.27%) compared to SFM (12.50%). In terms of maximum drawdown, NTRA dropped -77.74% vs SFM's -72.88%.
NTRA currently has the higher Sharpe Ratio (0.68 vs -0.98), 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.
Find the right allocation for NTRA and SFM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer