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SFM vs. ANDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
80.80%
-6.26%
SFM
ANDE

Returns By Period

In the year-to-date period, SFM achieves a 203.24% return, which is significantly higher than ANDE's -15.85% return. Over the past 10 years, SFM has outperformed ANDE with an annualized return of 16.45%, while ANDE has yielded a comparatively lower 0.41% annualized return.


SFM

YTD

203.24%

1M

23.35%

6M

80.80%

1Y

250.36%

5Y (annualized)

49.45%

10Y (annualized)

16.45%

ANDE

YTD

-15.85%

1M

2.35%

6M

-6.26%

1Y

-6.24%

5Y (annualized)

17.96%

10Y (annualized)

0.41%

Fundamentals


SFMANDE
Market Cap$14.27B$1.63B
EPS$3.46$3.49
PE Ratio41.2613.72
PEG Ratio3.442.93
Total Revenue (TTM)$7.42B$11.35B
Gross Profit (TTM)$2.74B$698.53M
EBITDA (TTM)$743.24M$349.40M

Key characteristics


SFMANDE
Sharpe Ratio8.05-0.20
Sortino Ratio9.35-0.07
Omega Ratio2.310.99
Calmar Ratio17.11-0.24
Martin Ratio101.24-0.46
Ulcer Index2.58%14.23%
Daily Std Dev32.42%32.28%
Max Drawdown-72.88%-81.75%
Current Drawdown-0.42%-20.12%

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Correlation

-0.50.00.51.00.2

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.

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 8.05, compared to the broader market-4.00-2.000.002.004.008.05-0.20
The chart of Sortino ratio for SFM, currently valued at 9.35, compared to the broader market-4.00-2.000.002.004.009.35-0.07
The chart of Omega ratio for SFM, currently valued at 2.31, compared to the broader market0.501.001.502.002.310.99
The chart of Calmar ratio for SFM, currently valued at 17.11, compared to the broader market0.002.004.006.0017.11-0.24
The chart of Martin ratio for SFM, currently valued at 101.24, compared to the broader market0.0010.0020.0030.00101.24-0.46
SFM
ANDE

The current SFM Sharpe Ratio is 8.05, which is higher than the ANDE Sharpe Ratio of -0.20. 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
8.05
-0.20
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 1.59%.


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.
1.59%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-20.12%
SFM
ANDE

Volatility

SFM vs. ANDE - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 9.81%, while The Andersons, Inc. (ANDE) has a volatility of 14.77%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
9.81%
14.77%
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