SFM vs. ADMA
SFM (Sprouts Farmers Market, Inc.) and ADMA (ADMA Biologics, Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while ADMA operates in Biotechnology (Healthcare). Over the past 10 years, SFM returned 13.98%/yr vs 1.08%/yr for ADMA. At a 0.10 correlation, their price movements are largely independent.
Performance
SFM vs. ADMA - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly higher than ADMA's -55.81% return. Over the past 10 years, SFM has outperformed ADMA with an annualized return of 13.98%, while ADMA has yielded a comparatively lower 1.08% annualized return.
SFM
- 1D
- 4.60%
- 1M
- 4.65%
- YTD
- 8.80%
- 6M
- 3.81%
- 1Y
- -48.76%
- 3Y*
- 36.73%
- 5Y*
- 25.66%
- 10Y*
- 13.98%
ADMA
- 1D
- 1.13%
- 1M
- -1.35%
- YTD
- -55.81%
- 6M
- -58.43%
- 1Y
- -60.89%
- 3Y*
- 28.26%
- 5Y*
- 34.37%
- 10Y*
- 1.08%
SFM vs. ADMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.80% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
ADMA ADMA Biologics, Inc. | -55.81% | 6.36% | 279.42% | 16.49% | 175.18% | -27.69% | -51.25% | 67.36% | -25.55% | -37.30% |
Correlation
The correlation between SFM and ADMA is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2013 | 0.10 |
The correlation between SFM and ADMA shifts across timeframes, from 0.03 (1 year) to 0.20 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
ADMA:
$1.93B
SFM:
$5.20
ADMA:
$0.68
SFM:
16.68
ADMA:
11.91
SFM:
0.95
ADMA:
3.86
SFM:
5.78
ADMA:
4.95
SFM:
$8.90B
ADMA:
$509.86M
SFM:
$3.41B
ADMA:
$312.42M
SFM:
$837.54M
ADMA:
$218.74M
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Return for Risk
SFM vs. ADMA — Risk / Return Rank
SFM
ADMA
SFM vs. ADMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and ADMA Biologics, Inc. (ADMA). 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.
| SFM | ADMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.77 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.94 | +0.15 |
| Martin ratioReturn relative to average drawdown | -1.09 | -1.81 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFM | ADMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | -1.12 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.58 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.02 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.01 | +0.17 |
Drawdowns
SFM vs. ADMA - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum ADMA drawdown of -91.28%. Use the drawdown chart below to compare losses from any high point for SFM and ADMA.
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Drawdown Indicators
| SFM | ADMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -91.28% | +18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -65.25% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -68.99% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -68.99% | +5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -86.11% | +22.63% |
Current DrawdownCurrent decline from peak | -51.72% | -67.12% | +15.40% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -53.05% | +12.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 33.62% | +11.36% |
Volatility
SFM vs. ADMA - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 13.71% compared to ADMA Biologics, Inc. (ADMA) at 11.89%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than ADMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | ADMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 11.89% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 45.36% | -15.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 54.73% | -8.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 59.46% | -20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 69.05% | -31.23% |
Dividends
SFM vs. ADMA - Dividend Comparison
Neither SFM nor ADMA has paid dividends to shareholders.
Financials
SFM vs. ADMA - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and ADMA Biologics, 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
SFM vs. ADMA - Profitability Comparison
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.
ADMA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ADMA Biologics, Inc. reported a gross profit of 80.75M and revenue of 114.49M. Therefore, the gross margin over that period was 70.5%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.
ADMA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ADMA Biologics, Inc. reported an operating income of 58.27M and revenue of 114.49M, resulting in an operating margin of 50.9%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.
ADMA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ADMA Biologics, Inc. reported a net income of 45.33M and revenue of 114.49M, resulting in a net margin of 39.6%.
Frequently Asked Questions
SFM and ADMA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.71%) compared to ADMA (11.89%). In terms of maximum drawdown, SFM dropped -72.88% vs ADMA's -91.28%.
SFM currently has the higher Sharpe Ratio (-1.06 vs -1.12), 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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