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SFM vs. 2359.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SFM vs. 2359.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and WuXi AppTec Co Ltd H (2359.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SFM is traded in USD, while 2359.HK is traded in HKD. To make them comparable, the 2359.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SFM achieves a 8.36% return, which is significantly lower than 2359.HK's 29.18% return.


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%

2359.HK

1D
2.69%
1M
-7.78%
YTD
29.18%
6M
21.35%
1Y
64.47%
3Y*
26.45%
5Y*
-4.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. 2359.HK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SFM
Sprouts Farmers Market, Inc.
8.36%-37.30%164.12%48.63%9.06%47.66%3.88%-17.69%-1.59%
2359.HK
WuXi AppTec Co Ltd H
29.18%78.95%-26.14%-2.20%-38.62%27.63%210.45%183.55%1.24%

Correlation

The correlation between SFM and 2359.HK is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2018

-0.05

The correlation between SFM and 2359.HK shifts across timeframes, from -0.15 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SFM vs. 2359.HK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFM
SFM Risk / Return Rank: 1212
Overall Rank
SFM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SFM Sortino Ratio Rank: 88
Sortino Ratio Rank
SFM Omega Ratio Rank: 77
Omega Ratio Rank
SFM Calmar Ratio Rank: 1515
Calmar Ratio Rank
SFM Martin Ratio Rank: 2222
Martin Ratio Rank

2359.HK
2359.HK Risk / Return Rank: 8181
Overall Rank
2359.HK Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
2359.HK Sortino Ratio Rank: 8080
Sortino Ratio Rank
2359.HK Omega Ratio Rank: 7676
Omega Ratio Rank
2359.HK Calmar Ratio Rank: 8686
Calmar Ratio Rank
2359.HK Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFM vs. 2359.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and WuXi AppTec Co Ltd H (2359.HK). 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.


SFM2359.HKDifference
Sharpe ratioReturn per unit of total volatility

-2.39

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.81

1.25

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.73

3.34

-4.07

Martin ratioReturn relative to average drawdown

-0.99

6.86

-7.85

SFM vs. 2359.HK - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is lower than the 2359.HK Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SFM and 2359.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SFM vs. 2359.HK - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum 2359.HK drawdown of -84.76%. Use the drawdown chart below to compare losses from any high point for SFM and 2359.HK.


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Drawdown Indicators


SFM2359.HKDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-84.76%

+11.88%

Max Drawdown (1Y)

Largest decline over 1 year

-62.17%

-19.78%

-42.39%

Max Drawdown (3Y)

Largest decline over 3 years

-63.48%

-72.06%

+8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-63.48%

-84.76%

+21.28%

Max Drawdown (10Y)

Largest decline over 10 years

-63.48%

Current Drawdown

Current decline from peak

-51.91%

-27.47%

-24.44%

Average Drawdown

Average peak-to-trough decline

-40.28%

-36.61%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.41%

9.55%

+35.86%

Volatility

SFM vs. 2359.HK - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.50% compared to WuXi AppTec Co Ltd H (2359.HK) at 11.23%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than 2359.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFM2359.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

11.23%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

30.32%

30.64%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

46.09%

47.16%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

61.46%

-22.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.82%

61.07%

-23.25%

Dividends

SFM vs. 2359.HK - Dividend Comparison

SFM has not paid dividends to shareholders, while 2359.HK's dividend yield for the trailing twelve months is around 1.73%.


PositionTTM2025202420232022202120202019
2359.HK
WuXi AppTec Co Ltd H
1.73%1.84%1.92%1.24%0.75%0.27%0.19%0.82%
SFM
Sprouts Farmers Market, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SFM vs. 2359.HK - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and WuXi AppTec Co Ltd H. 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


Please note, different currencies. SFM values in USD, 2359.HK values in HKD

Frequently Asked Questions


SFM and 2359.HK have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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