SFM vs. AON
SFM (Sprouts Farmers Market, Inc.) and AON (Aon plc) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while AON operates in Insurance Brokers (Financial Services). Over the past 10 years, SFM returned 11.97%/yr vs 13.60%/yr for AON. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
SFM vs. AON - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a -6.00% return, which is significantly lower than AON's 2.99% return. Over the past 10 years, SFM has underperformed AON with an annualized return of 11.97%, while AON has yielded a comparatively higher 13.60% annualized return.
SFM
- 1D
- 1.91%
- 1M
- -8.73%
- 6M
- 4.83%
- YTD
- -6.00%
- 1Y
- -53.50%
- 3Y*
- 24.08%
- 5Y*
- 24.80%
- 10Y*
- 11.97%
- ALL TIME*
- 6.04%
AON
- 1D
- 1.66%
- 1M
- 14.48%
- 6M
- 7.30%
- YTD
- 2.99%
- 1Y
- -2.12%
- 3Y*
- 2.62%
- 5Y*
- 10.12%
- 10Y*
- 13.60%
- ALL TIME*
- 11.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AON Aon plc | $452.89M | $495.88M | $512.07M |
| $151.42M | $179.07M | $185.67M |
SFM vs. AON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -6.00% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
AON Aon plc | 2.99% | -0.94% | 24.45% | -2.31% | 0.61% | 43.39% | 2.37% | 44.68% | 9.94% | 21.49% |
Correlation
The correlation between SFM and AON is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.19 |
Fundamentals
SFM:
$7.04B
AON:
$77.25B
SFM:
$5.22
AON:
$18.23
SFM:
14.36
AON:
19.84
SFM:
0.52
AON:
0.50
SFM:
0.82
AON:
4.47
SFM:
4.99
AON:
7.92
SFM:
$8.90B
AON:
$17.49B
SFM:
$3.41B
AON:
$9.77B
SFM:
$837.54M
AON:
$6.55B
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Return for Risk
SFM vs. AON — Risk / Return Rank
SFM
AON
SFM vs. AON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Aon plc (AON). 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 | AON | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.04 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.14 | -1.06 |
| Martin ratioReturn relative to average drawdown | -1.20 | 0.24 | -1.44 |
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Drawdowns
SFM vs. AON - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, which is greater than AON's maximum drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for SFM and AON.
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Drawdown Indicators
| SFM | AON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -69.05% | -3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -59.30% | -17.28% | -42.02% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -23.84% | -39.64% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -25.38% | -38.10% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -38.73% | -24.75% |
Current DrawdownCurrent decline from peak | -58.29% | -10.64% | -47.65% |
Average DrawdownAverage peak-to-trough decline | -40.41% | -13.67% | -26.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.29% | 9.73% | +36.56% |
Volatility
SFM vs. AON - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.12% compared to Aon plc (AON) at 9.68%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than AON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | AON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.12% | 9.68% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 30.93% | 21.54% | +9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.05% | 25.41% | +21.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.51% | 23.36% | +16.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.02% | 23.58% | +14.44% |
Dividends
SFM vs. AON - Dividend Comparison
SFM has not paid dividends to shareholders, while AON's dividend yield for the trailing twelve months is around 0.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AON Aon plc | 0.84% | 0.82% | 0.74% | 0.83% | 0.73% | 0.66% | 0.84% | 0.83% | 1.35% | 1.05% | 1.16% | 1.25% |
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% |
Financials
SFM vs. AON - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Aon plc. 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. AON - Profitability Comparison
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
AON - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Aon plc reported a gross profit of 2.64B and revenue of 5.03B. Therefore, the gross margin over that period was 52.5%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
AON - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Aon plc reported an operating income of 1.72B and revenue of 5.03B, resulting in an operating margin of 34.1%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
AON - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Aon plc reported a net income of 1.21B and revenue of 5.03B, resulting in a net margin of 24.1%.
Frequently Asked Questions
SFM and AON have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.12%) compared to AON (9.68%). In terms of maximum drawdown, SFM dropped -72.88% vs AON's -69.05%.
AON currently has the higher Sharpe Ratio (0.09 vs -1.16), 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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