PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SFM vs. ANDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SFM and ANDE is 0.23, 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.


-0.50.00.51.00.2

Performance

SFM vs. ANDE - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
228.35%
24.04%
SFM
ANDE

Key characteristics

Sharpe Ratio

SFM:

5.29

ANDE:

-0.82

Sortino Ratio

SFM:

6.67

ANDE:

-1.09

Omega Ratio

SFM:

1.90

ANDE:

0.87

Calmar Ratio

SFM:

11.87

ANDE:

-0.80

Martin Ratio

SFM:

55.78

ANDE:

-1.70

Ulcer Index

SFM:

3.14%

ANDE:

15.78%

Daily Std Dev

SFM:

33.07%

ANDE:

32.60%

Max Drawdown

SFM:

-72.88%

ANDE:

-81.75%

Current Drawdown

SFM:

-14.75%

ANDE:

-33.70%

Fundamentals

Market Cap

SFM:

$13.86B

ANDE:

$1.46B

EPS

SFM:

$3.46

ANDE:

$3.49

PE Ratio

SFM:

40.06

ANDE:

12.30

PEG Ratio

SFM:

3.44

ANDE:

2.93

Total Revenue (TTM)

SFM:

$7.42B

ANDE:

$11.35B

Gross Profit (TTM)

SFM:

$2.74B

ANDE:

$704.70M

EBITDA (TTM)

SFM:

$743.24M

ANDE:

$349.40M

Returns By Period

In the year-to-date period, SFM achieves a 173.75% return, which is significantly higher than ANDE's -30.16% return. Over the past 10 years, SFM has outperformed ANDE with an annualized return of 14.99%, while ANDE has yielded a comparatively lower -1.11% annualized return.


SFM

YTD

173.75%

1M

-9.73%

6M

70.27%

1Y

169.71%

5Y*

46.36%

10Y*

14.99%

ANDE

YTD

-30.16%

1M

-16.47%

6M

-19.54%

1Y

-27.77%

5Y*

11.70%

10Y*

-1.11%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SFM vs. ANDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and The Andersons, Inc. (ANDE). 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.


Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 5.29, compared to the broader market-4.00-2.000.002.005.29-0.82
The chart of Sortino ratio for SFM, currently valued at 6.67, compared to the broader market-4.00-2.000.002.004.006.67-1.09
The chart of Omega ratio for SFM, currently valued at 1.90, compared to the broader market0.501.001.502.001.900.87
The chart of Calmar ratio for SFM, currently valued at 11.87, compared to the broader market0.002.004.006.0011.87-0.80
The chart of Martin ratio for SFM, currently valued at 55.78, compared to the broader market-5.000.005.0010.0015.0020.0025.0055.78-1.70
SFM
ANDE

The current SFM Sharpe Ratio is 5.29, which is higher than the ANDE Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of SFM and ANDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
5.29
-0.82
SFM
ANDE

Dividends

SFM vs. ANDE - Dividend Comparison

SFM has not paid dividends to shareholders, while ANDE's dividend yield for the trailing twelve months is around 1.91%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
ANDE
The Andersons, Inc.
1.91%1.29%2.07%1.82%2.86%2.71%2.22%2.07%1.40%1.82%0.88%0.72%

Drawdowns

SFM vs. ANDE - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum ANDE drawdown of -81.75%. Use the drawdown chart below to compare losses from any high point for SFM and ANDE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.75%
-33.70%
SFM
ANDE

Volatility

SFM vs. ANDE - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 9.75% compared to The Andersons, Inc. (ANDE) at 7.83%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than ANDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.75%
7.83%
SFM
ANDE

Financials

SFM vs. ANDE - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and The Andersons, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab