SFM vs. EOSE
SFM (Sprouts Farmers Market, Inc.) and EOSE (Eos Energy Enterprises Inc) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while EOSE operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, SFM returned 24.38%/yr vs -21.15%/yr for EOSE. At a 0.06 correlation, their price movements are largely independent.
Performance
SFM vs. EOSE - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than EOSE's -47.12% 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%
EOSE
- 1D
- -2.26%
- 1M
- -22.95%
- YTD
- -47.12%
- 6M
- -59.16%
- 1Y
- 50.37%
- 3Y*
- 23.72%
- 5Y*
- -21.15%
- 10Y*
- —
SFM vs. EOSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | -22.00% |
EOSE Eos Energy Enterprises Inc | -47.12% | 135.80% | 345.87% | -26.35% | -80.32% | -63.92% | 112.65% |
Correlation
The correlation between SFM and EOSE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.06 |
The correlation between SFM and EOSE shifts across timeframes, from -0.12 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.25B
EOSE:
$3.30B
SFM:
$5.20
EOSE:
-$1.45
SFM:
0.95
EOSE:
12.40
SFM:
$8.90B
EOSE:
$160.71M
SFM:
$3.41B
EOSE:
-$163.73M
SFM:
$837.54M
EOSE:
-$858.77M
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Return for Risk
SFM vs. EOSE — Risk / Return Rank
SFM
EOSE
SFM vs. EOSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Eos Energy Enterprises Inc (EOSE). 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 | EOSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.17 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.60 | -1.32 |
| Martin ratioReturn relative to average drawdown | -0.99 | 1.16 | -2.15 |
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Drawdowns
SFM vs. EOSE - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for SFM and EOSE.
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Drawdown Indicators
| SFM | EOSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -97.88% | +25.00% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -77.10% | +14.93% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -87.18% | +23.70% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -96.77% | +33.29% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -51.91% | -80.09% | +28.18% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -72.37% | +32.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 39.66% | +5.75% |
Volatility
SFM vs. EOSE - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 31.08%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than EOSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | EOSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 31.08% | -18.58% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 91.90% | -61.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 115.13% | -69.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 117.06% | -77.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 112.92% | -75.10% |
Dividends
SFM vs. EOSE - Dividend Comparison
Neither SFM nor EOSE has paid dividends to shareholders.
Financials
SFM vs. EOSE - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Eos Energy Enterprises 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
Frequently Asked Questions
SFM and EOSE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EOSE has higher volatility (31.08%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs EOSE's -97.88%.
EOSE currently has the higher Sharpe Ratio (0.40 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.
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