PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SFM vs. CVD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SFM vs. CVD.TO

Last updated Jun 13, 2026

SFM (Sprouts Farmers Market, Inc.) is a stock, while CVD.TO (iShares Convertible Bond Index ETF) is High Yield Bonds fund tracking the FTSE Canada Convertible Bond Index. Over the past 10 years, SFM returned 14.32%/yr vs 3.66%/yr for CVD.TO. At a 0.00 correlation, their price movements are largely independent.

Performance

SFM vs. CVD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and iShares Convertible Bond Index ETF (CVD.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SFM is traded in USD, while CVD.TO is traded in CAD. To make them comparable, the CVD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than CVD.TO's 1.80% return. Over the past 10 years, SFM has outperformed CVD.TO with an annualized return of 14.32%, while CVD.TO has yielded a comparatively lower 3.66% annualized return.

SFM

1D
-2.03%
1M
-2.20%
YTD
8.36%
6M
8.54%
1Y
-45.03%
3Y*
35.31%
5Y*
24.38%
10Y*
14.32%

CVD.TO

1D
-0.73%
1M
-0.88%
YTD
1.80%
6M
-0.90%
1Y
4.88%
3Y*
6.49%
5Y*
1.46%
10Y*
3.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. CVD.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SFM
Sprouts Farmers Market, Inc.		8.36%-37.30%164.12%48.63%9.06%47.66%3.88%-17.69%-3.45%28.70%
CVD.TO
iShares Convertible Bond Index ETF		1.80%12.22%3.88%6.17%-10.31%5.38%6.19%15.02%-10.23%11.62%

Correlation

The correlation between SFM and CVD.TO is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2013

0.00

Compare stocks, funds, or ETFs

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

Sprouts Farmers Market, Inc.

iShares Convertible Bond Index ETF

Often compared with SFM:
SFM vs. NGVCSFM vs. POWLSFM vs. TMESFM vs. IMKTASFM vs. ARESSFM vs. PKSFM vs. ANDE
Often compared with CVD.TO:
CVD.TO vs. ZWC.TOCVD.TO vs. ICVTCVD.TO vs. XHY.TOCVD.TO vs. CGHY.TOCVD.TO vs. XHB.TOCVD.TO vs. XEQT.TOCVD.TO vs. ZHY.TO

Return for Risk

SFM vs. CVD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFM
SFM Risk / Return Rank: 1212
Overall Rank
SFM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SFM Sortino Ratio Rank: 88
Sortino Ratio Rank
SFM Omega Ratio Rank: 77
Omega Ratio Rank
SFM Calmar Ratio Rank: 1515
Calmar Ratio Rank
SFM Martin Ratio Rank: 2222
Martin Ratio Rank
CVD.TO
CVD.TO Risk / Return Rank: 3535
Overall Rank
CVD.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3838
Martin Ratio Rank
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. CVD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and iShares Convertible Bond Index ETF (CVD.TO). 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.

SFMCVD.TODifference
Sharpe ratioReturn per unit of total volatility
-0.98
0.57

-1.55

Sortino ratioReturn per unit of downside risk
-1.35
0.82

-2.17

Omega ratioGain probability vs. loss probability

0.81

1.11

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.73

1.22

-1.94

Martin ratioReturn relative to average drawdown

-0.99

2.59

-3.59

SFM vs. CVD.TO - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is lower than the CVD.TO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SFM and CVD.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

SFM vs. CVD.TO - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than CVD.TO's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for SFM and CVD.TO.

Loading charts...

Drawdown Indicators

SFMCVD.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-34.37%

-38.51%

Max Drawdown (1Y)

Largest decline over 1 year

-62.17%

-4.02%

-58.15%

Max Drawdown (3Y)

Largest decline over 3 years

-63.48%

-14.52%

-48.96%

Max Drawdown (5Y)

Largest decline over 5 years

-63.48%

-22.91%

-40.57%

Max Drawdown (10Y)

Largest decline over 10 years

-63.48%

-30.24%

-33.24%

Current Drawdown

Current decline from peak

-51.91%

-3.49%

-48.42%

Average Drawdown

Average peak-to-trough decline

-40.28%

-9.33%

-30.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.41%

1.88%

+43.53%

Volatility

SFM vs. CVD.TO - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.50% compared to iShares Convertible Bond Index ETF (CVD.TO) at 1.84%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than CVD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SFMCVD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

1.84%

+10.66%

Volatility (6M)

Calculated over the trailing 6-month period

30.32%

6.70%

+23.62%

Volatility (1Y)

Calculated over the trailing 1-year period

46.09%

8.63%

+37.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

11.38%

+27.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.82%

11.79%

+26.03%

Dividends

SFM vs. CVD.TO - Dividend Comparison

SFM has not paid dividends to shareholders, while CVD.TO's dividend yield for the trailing twelve months is around 4.91%.

PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF		4.91%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
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%

Frequently Asked Questions

SFM and CVD.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SFM and CVD.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer