PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
PTLO vs. SFM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PTLO and SFM is 0.33, 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.

PTLO vs. SFM

Last updated Jun 1, 2025

Compare and contrast key facts about Portillo's Inc (PTLO) and Sprouts Farmers Market, Inc. (SFM).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTLO or SFM.

Performance

PTLO vs. SFM - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

PTLO:

0.39

SFM:

3.15

Sortino Ratio

PTLO:

0.94

SFM:

3.47

Omega Ratio

PTLO:

1.11

SFM:

1.53

Calmar Ratio

PTLO:

0.22

SFM:

4.75

Martin Ratio

PTLO:

1.10

SFM:

13.88

Ulcer Index

PTLO:

16.97%

SFM:

8.57%

Daily Std Dev

PTLO:

52.15%

SFM:

38.02%

Max Drawdown

PTLO:

-84.03%

SFM:

-72.88%

Current Drawdown

PTLO:

-77.87%

SFM:

-2.41%

Fundamentals

Market Cap

PTLO:

$768.99M

SFM:

$16.92B

EPS

PTLO:

$0.43

SFM:

$4.58

PE Ratio

PTLO:

27.91

SFM:

37.74

PS Ratio

PTLO:

1.07

SFM:

2.10

PB Ratio

PTLO:

1.89

SFM:

12.72

Total Revenue (TTM)

PTLO:

$721.16M

SFM:

$8.07B

Gross Profit (TTM)

PTLO:

$308.37M

SFM:

$3.11B

EBITDA (TTM)

PTLO:

$93.72M

SFM:

$868.27M

Returns By Period

In the year-to-date period, PTLO achieves a 27.66% return, which is significantly lower than SFM's 36.04% return.

PTLO

YTD

27.66%

1M

15.50%

6M

3.90%

1Y

19.76%

3Y*

-13.55%

5Y*

N/A

10Y*

N/A

SFM

YTD

36.04%

1M

0.70%

6M

11.90%

1Y

118.87%

3Y*

85.48%

5Y*

47.06%

10Y*

19.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Portillo's Inc

Sprouts Farmers Market, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PTLO vs. SFM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PTLO
The Risk-Adjusted Performance Rank of PTLO is 6363
Overall Rank
The Sharpe Ratio Rank of PTLO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PTLO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of PTLO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PTLO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PTLO is 6565
Martin Ratio Rank
SFM
The Risk-Adjusted Performance Rank of SFM is 9797
Overall Rank
The Sharpe Ratio Rank of SFM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTLO vs. SFM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Portillo's Inc (PTLO) 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.

The current PTLO Sharpe Ratio is 0.39, which is lower than the SFM Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of PTLO 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.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PTLO vs. SFM - Dividend Comparison

Neither PTLO nor SFM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

PTLO vs. SFM - Drawdown Comparison

The maximum PTLO drawdown since its inception was -84.03%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for PTLO and SFM.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PTLO vs. SFM - Volatility Comparison

Portillo's Inc (PTLO) has a higher volatility of 16.02% compared to Sprouts Farmers Market, Inc. (SFM) at 10.67%. This indicates that PTLO'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 data...

Financials

PTLO vs. SFM - Financials Comparison

This section allows you to compare key financial metrics between Portillo's 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

0.00500.00M1.00B1.50B2.00B20212022202320242025
176.44M
2.24B
(PTLO) Total Revenue
(SFM) Total Revenue
Values in USD except per share items

PTLO vs. SFM - Profitability Comparison

The chart below illustrates the profitability comparison between Portillo's Inc and Sprouts Farmers Market, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
38.8%
39.6%
(PTLO) Gross Margin
(SFM) Gross Margin
PTLO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Portillo's Inc reported a gross profit of 68.47M and revenue of 176.44M. Therefore, the gross margin over that period was 38.8%.

SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Sprouts Farmers Market, Inc. reported a gross profit of 886.36M and revenue of 2.24B. Therefore, the gross margin over that period was 39.6%.

PTLO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Portillo's Inc reported an operating income of 10.38M and revenue of 176.44M, resulting in an operating margin of 5.9%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Sprouts Farmers Market, Inc. reported an operating income of 226.33M and revenue of 2.24B, resulting in an operating margin of 10.1%.

PTLO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Portillo's Inc reported a net income of 3.31M and revenue of 176.44M, resulting in a net margin of 1.9%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Sprouts Farmers Market, Inc. reported a net income of 180.03M and revenue of 2.24B, resulting in a net margin of 8.1%.