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SFM vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SFM and DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SFM vs. DE - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
228.35%
546.27%
SFM
DE

Key characteristics

Sharpe Ratio

SFM:

5.29

DE:

0.57

Sortino Ratio

SFM:

6.67

DE:

0.95

Omega Ratio

SFM:

1.90

DE:

1.12

Calmar Ratio

SFM:

11.87

DE:

0.62

Martin Ratio

SFM:

55.78

DE:

1.96

Ulcer Index

SFM:

3.14%

DE:

6.81%

Daily Std Dev

SFM:

33.07%

DE:

23.56%

Max Drawdown

SFM:

-72.88%

DE:

-73.27%

Current Drawdown

SFM:

-14.75%

DE:

-7.19%

Fundamentals

Market Cap

SFM:

$13.86B

DE:

$120.47B

EPS

SFM:

$3.46

DE:

$25.64

PE Ratio

SFM:

40.06

DE:

17.30

PEG Ratio

SFM:

3.44

DE:

2.24

Total Revenue (TTM)

SFM:

$7.42B

DE:

$51.10B

Gross Profit (TTM)

SFM:

$2.74B

DE:

$20.07B

EBITDA (TTM)

SFM:

$743.24M

DE:

$13.53B

Returns By Period

In the year-to-date period, SFM achieves a 173.75% return, which is significantly higher than DE's 9.37% return. Over the past 10 years, SFM has underperformed DE with an annualized return of 14.99%, while DE has yielded a comparatively higher 19.11% annualized return.


SFM

YTD

173.75%

1M

-9.73%

6M

70.27%

1Y

169.71%

5Y*

46.36%

10Y*

14.99%

DE

YTD

9.37%

1M

6.80%

6M

16.18%

1Y

11.59%

5Y*

21.59%

10Y*

19.11%

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Risk-Adjusted Performance

SFM vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Deere & Company (DE). 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.


Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 5.29, compared to the broader market-4.00-2.000.002.005.290.57
The chart of Sortino ratio for SFM, currently valued at 6.67, compared to the broader market-4.00-2.000.002.004.006.670.95
The chart of Omega ratio for SFM, currently valued at 1.90, compared to the broader market0.501.001.502.001.901.12
The chart of Calmar ratio for SFM, currently valued at 11.87, compared to the broader market0.002.004.006.0011.870.62
The chart of Martin ratio for SFM, currently valued at 55.78, compared to the broader market-5.000.005.0010.0015.0020.0025.0055.781.96
SFM
DE

The current SFM Sharpe Ratio is 5.29, which is higher than the DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SFM and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
5.29
0.57
SFM
DE

Dividends

SFM vs. DE - Dividend Comparison

SFM has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
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%
DE
Deere & Company
1.36%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

SFM vs. DE - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for SFM and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.75%
-7.19%
SFM
DE

Volatility

SFM vs. DE - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 9.75%, while Deere & Company (DE) has a volatility of 10.69%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.75%
10.69%
SFM
DE

Financials

SFM vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Deere & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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