SFM vs. ABB.NS

Last updated Jun 13, 2026

SFM (Sprouts Farmers Market, Inc.) and ABB.NS (ABB India Limited) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while ABB.NS operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, SFM returned 14.32%/yr vs 16.43%/yr for ABB.NS. At a 0.02 correlation, their price movements are largely independent.

Performance

SFM vs. ABB.NS - Performance Comparison

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

Different Trading Currencies

SFM is traded in USD, while ABB.NS is traded in INR. To make them comparable, the ABB.NS 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 ABB.NS's 24.20% return. Over the past 10 years, SFM has underperformed ABB.NS with an annualized return of 14.32%, while ABB.NS has yielded a comparatively higher 16.43% annualized 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%

ABB.NS

• 1D: 0.80%
• 1M: 8.00%
• YTD: 24.20%
• 6M: 22.60%
• 1Y: 1.89%
• 3Y*: 11.36%
• 5Y*: 26.45%
• 10Y*: 16.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. ABB.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
ABB.NS ABB India Limited	24.20%	-28.19%	44.51%	73.85%	8.37%	81.31%	-7.25%	4.87%	-12.37%	43.55%

Correlation

The correlation between SFM and ABB.NS is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.02

Return for Risk

SFM vs. ABB.NS — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 12
SFM Sharpe Ratio Rank: 6
SFM Sortino Ratio Rank: 8
SFM Omega Ratio Rank: 7
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 22

ABB.NS

ABB.NS Risk / Return Rank: 55
ABB.NS Sharpe Ratio Rank: 59
ABB.NS Sortino Ratio Rank: 53
ABB.NS Omega Ratio Rank: 53
ABB.NS Calmar Ratio Rank: 56
ABB.NS Martin Ratio Rank: 55

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. ABB.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and ABB India Limited (ABB.NS). 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.

	SFM	ABB.NS	Difference
Sharpe ratio: Return per unit of total volatility	-0.98	0.06	-1.04
Sortino ratio: Return per unit of downside risk	-1.35	0.31	-1.66
Omega ratio: Gain probability vs. loss probability	0.81	1.04	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.73	0.07	-0.80
Martin ratio: Return relative to average drawdown	-0.99	0.13	-1.13

SFM vs. ABB.NS - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is lower than the ABB.NS Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SFM and ABB.NS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFM vs. ABB.NS - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum ABB.NS drawdown of -84.33%. Use the drawdown chart below to compare losses from any high point for SFM and ABB.NS.

Drawdown Indicators

	SFM	ABB.NS	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-84.33%	+11.45%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-27.75%	-34.42%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-52.11%	-11.37%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-52.11%	-11.37%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	-59.39%	-4.09%
Current Drawdown Current decline from peak	-51.91%	-33.18%	-18.73%
Average Drawdown Average peak-to-trough decline	-40.28%	-47.53%	+7.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.41%	15.57%	+29.84%

Volatility

SFM vs. ABB.NS - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.50% compared to ABB India Limited (ABB.NS) at 10.14%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than ABB.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	ABB.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	10.14%	+2.36%
Volatility (6M) Calculated over the trailing 6-month period	30.32%	26.08%	+4.24%
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	30.10%	+15.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.23%	33.60%	+5.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	31.97%	+5.85%

Dividends

SFM vs. ABB.NS - Dividend Comparison

SFM has not paid dividends to shareholders, while ABB.NS's dividend yield for the trailing twelve months is around 0.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABB.NS ABB India Limited	0.58%	0.85%	0.50%	0.24%	0.19%	0.23%	0.40%	0.37%	0.37%	0.32%
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%

Financials

Frequently Asked Questions

Can I hold both SFM and ABB.NS in my portfolio?

SFM and ABB.NS have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.