SFM vs. CEG

Last updated Jun 9, 2026

SFM (Sprouts Farmers Market, Inc.) and CEG (Constellation Energy Corp) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while CEG operates in Utilities - Renewable (Utilities). Over the past 3 years, SFM returned 36.73%/yr vs 39.97%/yr for CEG. At a 0.19 correlation, their price movements are largely independent.

Performance

SFM vs. CEG - Performance Comparison

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

Returns By Period

In the year-to-date period, SFM achieves a 8.80% return, which is significantly higher than CEG's -28.84% 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%

CEG

• 1D: -1.63%
• 1M: -17.31%
• YTD: -28.84%
• 6M: -29.71%
• 1Y: -15.67%
• 3Y*: 39.97%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. CEG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SFM Sprouts Farmers Market, Inc.	8.80%	-37.30%	164.12%	48.63%	19.36%
CEG Constellation Energy Corp	-28.84%	58.80%	92.71%	37.24%	73.87%

Correlation

The correlation between SFM and CEG is -0.06, 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	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022	0.19

The correlation between SFM and CEG shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SFM : $8.29B CEG : $88.74B
EPS SFM : $5.20 CEG : $8.13
PE Ratio SFM : 16.68 CEG : 30.85
PEG Ratio SFM : 0.61 CEG : 0.54
PS Ratio SFM : 0.95 CEG : 3.27
PB Ratio SFM : 5.78 CEG : 2.65
Total Revenue (TTM) SFM : $8.90B CEG : $24.82B
Gross Profit (TTM) SFM : $3.41B CEG : $20.98B
EBITDA (TTM) SFM : $837.54M CEG : $5.87B

Return for Risk

SFM vs. CEG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFM

SFM Risk / Return Rank: 9
SFM Sharpe Ratio Rank: 4
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 5
SFM Calmar Ratio Rank: 12
SFM Martin Ratio Rank: 19

CEG

CEG Risk / Return Rank: 27
CEG Sharpe Ratio Rank: 28
CEG Sortino Ratio Rank: 27
CEG Omega Ratio Rank: 27
CEG Calmar Ratio Rank: 29
CEG Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFM vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Constellation Energy Corp (CEG). 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	CEG	Difference
Sharpe ratio: Return per unit of total volatility	-1.06	-0.34	-0.72
Sortino ratio: Return per unit of downside risk	-1.54	-0.19	-1.36
Omega ratio: Gain probability vs. loss probability	0.79	0.98	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.79	-0.41	-0.38
Martin ratio: Return relative to average drawdown	-1.09	-0.84	-0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFM vs. CEG - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.06, which is lower than the CEG Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SFM and CEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFM	CEG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.06	-0.34	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.90	-0.74

Drawdowns

SFM vs. CEG - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for SFM and CEG.

Drawdown Indicators

	SFM	CEG	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-50.70%	-22.18%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-38.77%	-23.40%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-50.70%	-12.78%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	—	—
Current Drawdown Current decline from peak	-51.72%	-37.69%	-14.03%
Average Drawdown Average peak-to-trough decline	-40.28%	-11.58%	-28.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.98%	18.77%	+26.21%

Volatility

SFM vs. CEG - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Constellation Energy Corp (CEG) has a volatility of 15.62%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	CEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.71%	15.62%	-1.91%
Volatility (6M) Calculated over the trailing 6-month period	30.32%	37.45%	-7.13%
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	46.57%	-0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.26%	49.35%	-10.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	49.35%	-11.53%

Dividends

SFM vs. CEG - Dividend Comparison

SFM has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.65%.

Position	TTM	2025	2024	2023	2022
CEG Constellation Energy Corp	0.65%	0.44%	0.63%	0.97%	0.65%
SFM Sprouts Farmers Market, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

SFM vs. CEG - Profitability Comparison

The chart below illustrates the profitability comparison between Sprouts Farmers Market, Inc. and Constellation Energy Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

CEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.

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%.

CEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.

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%.

CEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.

Frequently Asked Questions

Can I hold both SFM and CEG in my portfolio?

SFM and CEG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or CEG?

CEG has higher volatility (15.62%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs CEG's -50.70%.

Which has better risk-adjusted returns?

CEG currently has the higher Sharpe Ratio (-0.34 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.