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POWL vs. SFM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

POWL vs. SFM - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
54.02%
80.34%
POWL
SFM

Returns By Period

In the year-to-date period, POWL achieves a 228.58% return, which is significantly higher than SFM's 193.95% return. Over the past 10 years, POWL has outperformed SFM with an annualized return of 24.46%, while SFM has yielded a comparatively lower 16.05% annualized return.


POWL

YTD

228.58%

1M

6.52%

6M

75.28%

1Y

242.65%

5Y (annualized)

53.12%

10Y (annualized)

24.46%

SFM

YTD

193.95%

1M

22.12%

6M

78.58%

1Y

244.00%

5Y (annualized)

48.62%

10Y (annualized)

16.05%

Fundamentals


POWLSFM
Market Cap$4.12B$14.61B
EPS$10.71$3.46
PE Ratio32.1142.22
PEG Ratio2.023.52
Total Revenue (TTM)$737.29M$7.42B
Gross Profit (TTM)$192.65M$2.74B
EBITDA (TTM)$127.73M$751.77M

Key characteristics


POWLSFM
Sharpe Ratio2.877.53
Sortino Ratio3.828.91
Omega Ratio1.462.24
Calmar Ratio6.8913.81
Martin Ratio14.3695.00
Ulcer Index17.66%2.57%
Daily Std Dev88.43%32.53%
Max Drawdown-73.09%-72.88%
Current Drawdown-17.98%-3.47%

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Correlation

-0.50.00.51.00.2

The correlation between POWL 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.

Risk-Adjusted Performance

POWL vs. SFM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) 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.


Sharpe ratio
The chart of Sharpe ratio for POWL, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.877.53
The chart of Sortino ratio for POWL, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.003.828.91
The chart of Omega ratio for POWL, currently valued at 1.46, compared to the broader market0.501.001.502.001.462.24
The chart of Calmar ratio for POWL, currently valued at 6.89, compared to the broader market0.002.004.006.006.8913.81
The chart of Martin ratio for POWL, currently valued at 14.36, compared to the broader market-10.000.0010.0020.0030.0014.3695.00
POWL
SFM

The current POWL Sharpe Ratio is 2.87, which is lower than the SFM Sharpe Ratio of 7.53. The chart below compares the historical Sharpe Ratios of POWL 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.

Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
2.87
7.53
POWL
SFM

Dividends

POWL vs. SFM - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.28%, while SFM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
POWL
Powell Industries, Inc.
0.28%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%0.37%
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

POWL vs. SFM - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.09%, roughly equal to the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for POWL and SFM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.98%
-3.47%
POWL
SFM

Volatility

POWL vs. SFM - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 27.47% compared to Sprouts Farmers Market, Inc. (SFM) at 9.64%. This indicates that POWL'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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
27.47%
9.64%
POWL
SFM

Financials

POWL vs. SFM - Financials Comparison

This section allows you to compare key financial metrics between Powell Industries, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items