SFM vs. CAMT
SFM (Sprouts Farmers Market, Inc.) and CAMT (Camtek Ltd) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while CAMT operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, SFM returned 13.98%/yr vs 56.53%/yr for CAMT. At a 0.09 correlation, their price movements are largely independent.
Performance
SFM vs. CAMT - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly lower than CAMT's 58.61% return. Over the past 10 years, SFM has underperformed CAMT with an annualized return of 13.98%, while CAMT has yielded a comparatively higher 56.53% 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%
CAMT
- 1D
- 2.72%
- 1M
- -17.94%
- YTD
- 58.61%
- 6M
- 42.01%
- 1Y
- 129.51%
- 3Y*
- 75.79%
- 5Y*
- 34.34%
- 10Y*
- 56.53%
SFM vs. CAMT - 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% |
CAMT Camtek Ltd | 58.61% | 31.66% | 18.33% | 215.94% | -52.30% | 110.13% | 102.31% | 63.19% | 20.41% | 77.72% |
Correlation
The correlation between SFM and CAMT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.09 |
The correlation between SFM and CAMT shifts across timeframes, from -0.12 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
CAMT:
$8.68B
SFM:
$5.20
CAMT:
$0.98
SFM:
16.68
CAMT:
172.44
SFM:
0.61
CAMT:
35.14
SFM:
0.95
CAMT:
16.60
SFM:
5.78
CAMT:
12.72
SFM:
$8.90B
CAMT:
$499.09M
SFM:
$3.41B
CAMT:
$250.68M
SFM:
$837.54M
CAMT:
$122.77M
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Return for Risk
SFM vs. CAMT — Risk / Return Rank
SFM
CAMT
SFM vs. CAMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Camtek Ltd (CAMT). 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 | CAMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.31 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 4.81 | -5.60 |
| Martin ratioReturn relative to average drawdown | -1.09 | 11.94 | -13.02 |
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 | CAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 2.08 | -3.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.62 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.09 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.21 | -0.04 |
Drawdowns
SFM vs. CAMT - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum CAMT drawdown of -97.71%. Use the drawdown chart below to compare losses from any high point for SFM and CAMT.
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Drawdown Indicators
| SFM | CAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -97.71% | +24.83% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -27.07% | -35.10% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -63.16% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -63.16% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -63.16% | -0.32% |
Current DrawdownCurrent decline from peak | -51.72% | -18.70% | -33.02% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -55.74% | +15.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 10.89% | +34.09% |
Volatility
SFM vs. CAMT - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Camtek Ltd (CAMT) has a volatility of 29.50%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than CAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | CAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 29.50% | -15.79% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 49.19% | -18.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 62.80% | -16.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 55.56% | -16.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 51.88% | -14.06% |
Dividends
SFM vs. CAMT - Dividend Comparison
Neither SFM nor CAMT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CAMT Camtek Ltd | 0.00% | 0.00% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 2.45% |
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
SFM vs. CAMT - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Camtek Ltd. 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. CAMT - 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%.
CAMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported a gross profit of 60.93M and revenue of 121.66M. Therefore, the gross margin over that period was 50.1%.
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%.
CAMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported an operating income of 27.27M and revenue of 121.66M, resulting in an operating margin of 22.4%.
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%.
CAMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported a net income of 31.65M and revenue of 121.66M, resulting in a net margin of 26.0%.
Frequently Asked Questions
SFM and CAMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAMT has higher volatility (29.50%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs CAMT's -97.71%.
CAMT currently has the higher Sharpe Ratio (2.08 vs -1.06), 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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