SFM vs. EAT

Last updated Apr 1, 2026

Compare and contrast key facts about Sprouts Farmers Market, Inc. (SFM) and Brinker International, Inc. (EAT).

Performance

SFM vs. EAT - Performance Comparison

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

SFM vs. EAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFM Sprouts Farmers Market, Inc.	-3.19%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	28.70%
EAT Brinker International, Inc.	-0.52%	8.49%	206.37%	35.32%	-12.79%	-35.32%	36.16%	-0.92%	17.27%	-18.44%

Fundamentals

EPS SFM : $5.33 EAT : $14.76
PE Ratio SFM : 14.48 EAT : 9.67
PEG Ratio SFM : 0.53 EAT : 0.22
PS Ratio SFM : 0.86 EAT : 0.77
Total Revenue (TTM) SFM : $8.81B EAT : $5.69B
Gross Profit (TTM) SFM : $3.42B EAT : $2.64B
EBITDA (TTM) SFM : $803.54M EAT : $752.80M

Returns By Period

In the year-to-date period, SFM achieves a -3.19% return, which is significantly lower than EAT's -0.52% return. Over the past 10 years, SFM has underperformed EAT with an annualized return of 10.49%, while EAT has yielded a comparatively higher 13.50% annualized return.

SFM

• 1D: -0.17%
• 1M: 4.41%
• YTD: -3.19%
• 6M: -29.11%
• 1Y: -49.47%
• 3Y*: 30.10%
• 5Y*: 23.90%
• 10Y*: 10.49%

EAT

• 1D: 4.45%
• 1M: -3.66%
• YTD: -0.52%
• 6M: 12.70%
• 1Y: -4.21%
• 3Y*: 55.46%
• 5Y*: 14.70%
• 10Y*: 13.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SFM vs. EAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFM

SFM Risk / Return Rank: 9
SFM Sharpe Ratio Rank: 3
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 4
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 19

EAT

EAT Risk / Return Rank: 37
EAT Sharpe Ratio Rank: 38
EAT Sortino Ratio Rank: 35
EAT Omega Ratio Rank: 34
EAT Calmar Ratio Rank: 40
EAT Martin Ratio Rank: 39

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. EAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Brinker International, Inc. (EAT). 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	EAT	Difference
Sharpe ratio Return per unit of total volatility	-1.14	-0.09	-1.05
Sortino ratio Return per unit of downside risk	-1.61	0.20	-1.81
Omega ratio Gain probability vs. loss probability	0.77	1.03	-0.25
Calmar ratio Return relative to maximum drawdown	-0.75	-0.07	-0.68
Martin ratio Return relative to average drawdown	-1.20	-0.17	-1.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFM vs. EAT - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.14, which is lower than the EAT Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SFM and EAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SFM	EAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.14	-0.09	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.31	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.25	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.28	-0.14

Correlation

The correlation between SFM and EAT is 0.19, 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.

Dividends

SFM vs. EAT - Dividend Comparison

Neither SFM nor EAT has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EAT Brinker International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.67%	3.62%	3.46%	3.71%	2.67%	2.50%

Drawdowns

SFM vs. EAT - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum EAT drawdown of -88.40%. Use the drawdown chart below to compare losses from any high point for SFM and EAT.

Drawdown Indicators

	SFM	EAT	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-88.40%	+15.52%
Max Drawdown (1Y) Largest decline over 1 year	-63.48%	-44.41%	-19.07%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-69.36%	+5.88%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	-84.94%	+21.46%
Current Drawdown Current decline from peak	-57.04%	-24.52%	-32.52%
Average Drawdown Average peak-to-trough decline	-40.05%	-24.34%	-15.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.97%	19.76%	+20.21%

Volatility

SFM vs. EAT - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.20%, while Brinker International, Inc. (EAT) has a volatility of 14.15%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than EAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	EAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.20%	14.15%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	40.18%	32.94%	+7.24%
Volatility (1Y) Calculated over the trailing 1-year period	43.65%	47.17%	-3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.46%	48.38%	-9.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.46%	54.55%	-17.09%

Financials

SFM vs. EAT - Profitability Comparison

The chart below illustrates the profitability comparison between Sprouts Farmers Market, Inc. and Brinker International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a gross profit of 816.38M and revenue of 2.15B. Therefore, the gross margin over that period was 38.0%.

EAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported a gross profit of 1.08B and revenue of 1.45B. Therefore, the gross margin over that period was 74.5%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported an operating income of 123.07M and revenue of 2.15B, resulting in an operating margin of 5.7%.

EAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported an operating income of 168.40M and revenue of 1.45B, resulting in an operating margin of 11.6%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a net income of 89.83M and revenue of 2.15B, resulting in a net margin of 4.2%.

EAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Brinker International, Inc. reported a net income of 128.50M and revenue of 1.45B, resulting in a net margin of 8.9%.