SFM vs. CVNA
SFM (Sprouts Farmers Market, Inc.) and CVNA (Carvana Co.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while CVNA operates in Internet Retail (Consumer Cyclical). Over the past 5 years, SFM returned 24.38%/yr vs 3.14%/yr for CVNA. At a 0.14 correlation, their price movements are largely independent.
Performance
SFM vs. CVNA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than CVNA's -24.06% 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%
CVNA
- 1D
- -5.49%
- 1M
- -8.30%
- YTD
- -24.06%
- 6M
- -29.67%
- 1Y
- 0.49%
- 3Y*
- 138.89%
- 5Y*
- 3.14%
- 10Y*
- —
SFM vs. CVNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 7.22% |
CVNA Carvana Co. | -24.06% | 107.52% | 284.13% | 1,016.88% | -97.96% | -3.24% | 160.23% | 181.41% | 71.08% | 41.63% |
Correlation
The correlation between SFM and CVNA is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017 | 0.14 |
The correlation between SFM and CVNA shifts across timeframes, from 0.02 (1 year) to 0.23 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.25B
CVNA:
$9.49B
SFM:
$5.20
CVNA:
$8.69
SFM:
16.62
CVNA:
7.37
SFM:
0.60
CVNA:
0.03
SFM:
0.95
CVNA:
0.47
SFM:
5.75
CVNA:
2.55
SFM:
$8.90B
CVNA:
$22.52B
SFM:
$3.41B
CVNA:
$4.50B
SFM:
$837.54M
CVNA:
-$116.00M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFM vs. CVNA — Risk / Return Rank
SFM
CVNA
SFM vs. CVNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Carvana Co. (CVNA). 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 | CVNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.05 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.01 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.99 | 0.03 | -1.02 |
Loading charts...
Drawdowns
SFM vs. CVNA - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for SFM and CVNA.
Loading charts...
Drawdown Indicators
| SFM | CVNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -98.99% | +26.11% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -41.21% | -20.96% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -53.47% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -98.99% | +35.51% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -51.91% | -33.01% | -18.90% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -38.24% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 18.79% | +26.62% |
Volatility
SFM vs. CVNA - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while Carvana Co. (CVNA) has a volatility of 16.26%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than CVNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFM | CVNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 16.26% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 42.02% | -11.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 60.04% | -13.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 111.17% | -71.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 99.32% | -61.50% |
Dividends
SFM vs. CVNA - Dividend Comparison
Neither SFM nor CVNA has paid dividends to shareholders.
Financials
SFM vs. CVNA - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Carvana Co.. 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. CVNA - 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%.
CVNA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Carvana Co. reported a gross profit of 1.27B and revenue of 6.43B. Therefore, the gross margin over that period was 19.8%.
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%.
CVNA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Carvana Co. reported an operating income of 581.00M and revenue of 6.43B, resulting in an operating margin of 9.0%.
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%.
CVNA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Carvana Co. reported a net income of 250.00M and revenue of 6.43B, resulting in a net margin of 3.9%.
Frequently Asked Questions
SFM and CVNA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVNA has higher volatility (16.26%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs CVNA's -98.99%.
CVNA currently has the higher Sharpe Ratio (0.01 vs -0.98), 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.
Find the right allocation for SFM and CVNA
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