SFM vs. DXCM
SFM (Sprouts Farmers Market, Inc.) and DXCM (DexCom, Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while DXCM operates in Diagnostics & Research (Healthcare). Over the past 10 years, SFM returned 14.32%/yr vs 15.17%/yr for DXCM. At a 0.13 correlation, their price movements are largely independent.
Performance
SFM vs. DXCM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly lower than DXCM's 13.56% return. Over the past 10 years, SFM has underperformed DXCM with an annualized return of 14.32%, while DXCM has yielded a comparatively higher 15.17% annualized return.
SFM
- 1D
- -2.03%
- 1M
- 0.96%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.33%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
DXCM
- 1D
- 0.16%
- 1M
- 22.29%
- YTD
- 13.56%
- 6M
- 12.56%
- 1Y
- -8.07%
- 3Y*
- -15.73%
- 5Y*
- -5.51%
- 10Y*
- 15.17%
SFM vs. DXCM - 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% | 28.70% |
DXCM DexCom, Inc. | 13.56% | -14.66% | -37.33% | 9.58% | -15.64% | 45.23% | 69.02% | 82.59% | 108.75% | -3.87% |
Correlation
The correlation between SFM and DXCM 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 | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.13 |
The correlation between SFM and DXCM shifts across timeframes, from -0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.25B
DXCM:
$29.67B
SFM:
$5.20
DXCM:
$2.31
SFM:
16.62
DXCM:
32.57
SFM:
0.60
DXCM:
0.77
SFM:
0.95
DXCM:
6.29
SFM:
5.75
DXCM:
10.03
SFM:
$8.90B
DXCM:
$4.82B
SFM:
$3.41B
DXCM:
$2.96B
SFM:
$837.54M
DXCM:
$1.37B
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. DXCM — Risk / Return Rank
SFM
DXCM
SFM vs. DXCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and DexCom, Inc. (DXCM). 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 | DXCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.00 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.23 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.99 | -0.40 | -0.60 |
Loading charts...
Drawdowns
SFM vs. DXCM - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for SFM and DXCM.
Loading charts...
Drawdown Indicators
| SFM | DXCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -94.61% | +21.73% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -38.75% | -23.42% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -60.95% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -66.32% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -66.32% | +2.84% |
Current DrawdownCurrent decline from peak | -51.91% | -53.71% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -36.02% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 22.77% | +22.64% |
Volatility
SFM vs. DXCM - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while DexCom, Inc. (DXCM) has a volatility of 13.27%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFM | DXCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 13.27% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 25.48% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 40.74% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 46.98% | -7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 48.43% | -10.61% |
Dividends
SFM vs. DXCM - Dividend Comparison
Neither SFM nor DXCM has paid dividends to shareholders.
Financials
SFM vs. DXCM - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and DexCom, 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. DXCM - 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%.
DXCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a gross profit of 750.30M and revenue of 1.19B. Therefore, the gross margin over that period was 63.0%.
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%.
DXCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported an operating income of 255.30M and revenue of 1.19B, resulting in an operating margin of 21.4%.
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%.
DXCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a net income of 199.50M and revenue of 1.19B, resulting in a net margin of 16.7%.
Frequently Asked Questions
SFM and DXCM 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.
DXCM has higher volatility (13.27%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs DXCM's -94.61%.
DXCM currently has the higher Sharpe Ratio (-0.22 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 DXCM
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