SFM vs. DRX.TO
SFM (Sprouts Farmers Market, Inc.) and DRX.TO (ADF Group Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while DRX.TO operates in Metal Fabrication (Industrials). Over the past 10 years, SFM returned 13.98%/yr vs 12.50%/yr for DRX.TO. At a 0.01 correlation, their price movements are largely independent.
Performance
SFM vs. DRX.TO - Performance Comparison
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Different Trading Currencies
SFM is traded in USD, while DRX.TO is traded in CAD. To make them comparable, the DRX.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 8.80% return, which is significantly lower than DRX.TO's 9.95% return. Over the past 10 years, SFM has outperformed DRX.TO with an annualized return of 13.98%, while DRX.TO has yielded a comparatively lower 12.50% 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%
DRX.TO
- 1D
- -3.74%
- 1M
- -4.09%
- YTD
- 9.95%
- 6M
- 34.43%
- 1Y
- 51.22%
- 3Y*
- 41.16%
- 5Y*
- 40.17%
- 10Y*
- 12.50%
SFM vs. DRX.TO - 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% |
DRX.TO ADF Group Inc. | 9.95% | -0.33% | 30.09% | 239.85% | 24.09% | 9.48% | 19.76% | 33.93% | -55.29% | -19.89% |
Correlation
The correlation between SFM and DRX.TO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.01 |
The correlation between SFM and DRX.TO shifts across timeframes, from -0.05 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
DRX.TO:
CA$169.54M
SFM:
$5.20
DRX.TO:
CA$1.07
SFM:
16.68
DRX.TO:
9.59
SFM:
0.61
DRX.TO:
0.18
SFM:
0.95
DRX.TO:
0.98
SFM:
5.78
DRX.TO:
0.92
SFM:
$8.90B
DRX.TO:
CA$258.74M
SFM:
$3.41B
DRX.TO:
CA$59.38M
SFM:
$837.54M
DRX.TO:
CA$43.53M
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Return for Risk
SFM vs. DRX.TO — Risk / Return Rank
SFM
DRX.TO
SFM vs. DRX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and ADF Group Inc. (DRX.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.
| SFM | DRX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.22 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.50 | -2.29 |
| Martin ratioReturn relative to average drawdown | -1.09 | 2.89 | -3.98 |
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 | DRX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.77 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.22 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.17 | -0.01 |
Drawdowns
SFM vs. DRX.TO - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum DRX.TO drawdown of -94.08%. Use the drawdown chart below to compare losses from any high point for SFM and DRX.TO.
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Drawdown Indicators
| SFM | DRX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -94.08% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -34.27% | -27.90% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -75.11% | +11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -75.11% | +11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -84.01% | +20.53% |
Current DrawdownCurrent decline from peak | -51.72% | -49.98% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -65.62% | +25.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 17.75% | +27.23% |
Volatility
SFM vs. DRX.TO - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) and ADF Group Inc. (DRX.TO) have volatilities of 13.71% and 13.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | DRX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 13.38% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 40.86% | -10.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 66.56% | -20.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 58.98% | -19.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 57.25% | -19.43% |
Dividends
SFM vs. DRX.TO - Dividend Comparison
SFM has not paid dividends to shareholders, while DRX.TO's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRX.TO ADF Group Inc. | 0.39% | 0.43% | 0.31% | 0.29% | 0.95% | 1.24% | 1.34% | 1.54% | 1.94% | 0.93% | 0.69% | 0.68% |
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% |
Financials
SFM vs. DRX.TO - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and ADF Group Inc.. 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. DRX.TO - 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%.
DRX.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported a gross profit of 16.93M and revenue of 78.79M. Therefore, the gross margin over that period was 21.5%.
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%.
DRX.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported an operating income of 9.02M and revenue of 78.79M, resulting in an operating margin of 11.5%.
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%.
DRX.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported a net income of 6.36M and revenue of 78.79M, resulting in a net margin of 8.1%.
Frequently Asked Questions
SFM and DRX.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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