PTLO vs. SFM
PTLO (Portillo's Inc) and SFM (Sprouts Farmers Market, Inc.) are both stocks. PTLO operates in Restaurants (Consumer Cyclical), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 3 years, PTLO returned -41.38%/yr vs 31.58%/yr for SFM. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
PTLO vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, PTLO achieves a 0.66% return, which is significantly lower than SFM's 9.40% return.
PTLO
- 1D
- -1.08%
- 1M
- -8.23%
- 6M
- -19.12%
- YTD
- 0.66%
- 1Y
- -51.95%
- 3Y*
- -41.38%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -30.52%
SFM
- 1D
- 0.36%
- 1M
- -3.09%
- 6M
- 22.92%
- YTD
- 9.40%
- 1Y
- -43.43%
- 3Y*
- 31.58%
- 5Y*
- 28.81%
- 10Y*
- 14.34%
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PTLO Portillo's Inc | $4.75M | $4.84M | $7.25M |
| $191.27M | $179.01M | $185.61M |
PTLO vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PTLO Portillo's Inc | 0.66% | -51.70% | -40.99% | -2.39% | -56.53% | 44.38% |
SFM Sprouts Farmers Market, Inc. | 9.40% | -37.30% | 164.12% | 48.63% | 9.06% | 33.33% |
Correlation
The correlation between PTLO and SFM is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2021 | 0.15 |
Fundamentals
PTLO:
$330.78M
SFM:
$8.13B
PTLO:
$0.22
SFM:
$5.21
PTLO:
21.16
SFM:
16.74
PTLO:
3.03
SFM:
0.61
PTLO:
0.45
SFM:
0.93
PTLO:
0.70
SFM:
5.48
PTLO:
$738.25M
SFM:
$9.00B
PTLO:
$553.52M
SFM:
$3.37B
PTLO:
$70.87M
SFM:
$914.81M
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Return for Risk
PTLO vs. SFM — Risk / Return Rank
PTLO
SFM
PTLO vs. SFM - Risk-Adjusted Trends 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.
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.
| PTLO | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.84 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | -0.74 | -0.16 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.97 | -0.25 |
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Drawdowns
PTLO vs. SFM - Drawdown Comparison
The maximum PTLO drawdown since its inception was -92.97%, 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.
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Drawdown Indicators
| PTLO | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.97% | -72.88% | -20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -59.94% | -57.45% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -80.60% | -63.48% | -17.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -91.57% | -51.45% | -40.12% |
Average DrawdownAverage peak-to-trough decline | -71.42% | -40.43% | -30.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.50% | 43.63% | +2.87% |
Volatility
PTLO vs. SFM - Volatility Comparison
The current volatility for Portillo's Inc (PTLO) is 13.67%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 14.93%. This indicates that PTLO 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
| PTLO | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.67% | 14.93% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 41.39% | 32.27% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.22% | 48.17% | +8.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.88% | 39.76% | +17.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.88% | 38.14% | +18.74% |
Dividends
PTLO vs. SFM - Dividend Comparison
Neither PTLO nor SFM has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
PTLO vs. SFM - Profitability Comparison
PTLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Portillo's Inc reported a gross profit of 122.24M and revenue of 182.62M. Therefore, the gross margin over that period was 66.9%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a gross profit of 900.65M and revenue of 2.33B. Therefore, the gross margin over that period was 38.7%.
PTLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Portillo's Inc reported an operating income of 4.49M and revenue of 182.62M, resulting in an operating margin of 2.5%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported an operating income of 174.17M and revenue of 2.33B, resulting in an operating margin of 7.5%.
PTLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Portillo's Inc reported a net income of -402.00K and revenue of 182.62M, resulting in a net margin of -0.2%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a net income of 129.20M and revenue of 2.33B, resulting in a net margin of 5.6%.
Frequently Asked Questions
PTLO and SFM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (14.93%) compared to PTLO (13.67%). In terms of maximum drawdown, PTLO dropped -92.97% vs SFM's -72.88%.
SFM currently has the higher Sharpe Ratio (-0.89 vs -0.97), 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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