SFM vs. ESOA
SFM (Sprouts Farmers Market, Inc.) and ESOA (Energy Services Of America Corp) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while ESOA operates in Engineering & Construction (Industrials). Over the past 10 years, SFM returned 13.98%/yr vs 27.68%/yr for ESOA. At a correlation of -0.01, they often move in opposite directions.
Performance
SFM vs. ESOA - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly lower than ESOA's 89.54% return. Over the past 10 years, SFM has underperformed ESOA with an annualized return of 13.98%, while ESOA has yielded a comparatively higher 27.68% 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%
ESOA
- 1D
- 3.55%
- 1M
- -10.75%
- YTD
- 89.54%
- 6M
- 82.22%
- 1Y
- 42.15%
- 3Y*
- 91.64%
- 5Y*
- 49.24%
- 10Y*
- 27.68%
SFM vs. ESOA - 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% |
ESOA Energy Services Of America Corp | 89.54% | -34.42% | 111.44% | 140.93% | -22.02% | 223.53% | 32.47% | -30.56% | 38.82% | -36.06% |
Correlation
The correlation between SFM and ESOA is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | -0.01 |
The correlation between SFM and ESOA shifts across timeframes, from -0.11 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
ESOA:
$271.43M
SFM:
$5.20
ESOA:
$0.55
SFM:
16.68
ESOA:
28.25
SFM:
0.61
ESOA:
0.65
SFM:
0.95
ESOA:
0.59
SFM:
5.78
ESOA:
3.33
SFM:
$8.90B
ESOA:
$440.96M
SFM:
$3.41B
ESOA:
$52.66M
SFM:
$837.54M
ESOA:
$27.20M
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Return for Risk
SFM vs. ESOA — Risk / Return Rank
SFM
ESOA
SFM vs. ESOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Energy Services Of America Corp (ESOA). 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 | ESOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.18 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.36 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.09 | 2.75 | -3.84 |
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 | ESOA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.67 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.29 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.23 | -0.07 |
Drawdowns
SFM vs. ESOA - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum ESOA drawdown of -76.67%. Use the drawdown chart below to compare losses from any high point for SFM and ESOA.
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Drawdown Indicators
| SFM | ESOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -76.67% | +3.79% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -31.16% | -31.01% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -57.43% | -6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -57.43% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -69.62% | +6.14% |
Current DrawdownCurrent decline from peak | -51.72% | -19.03% | -32.69% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -33.05% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 15.37% | +29.61% |
Volatility
SFM vs. ESOA - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Energy Services Of America Corp (ESOA) has a volatility of 23.82%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than ESOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | ESOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 23.82% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 47.21% | -16.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 63.12% | -17.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 76.04% | -36.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 96.13% | -58.31% |
Dividends
SFM vs. ESOA - Dividend Comparison
SFM has not paid dividends to shareholders, while ESOA's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESOA Energy Services Of America Corp | 0.78% | 1.47% | 0.24% | 1.84% | 0.00% | 0.00% | 0.00% | 6.49% | 0.00% | 5.88% |
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% |
Financials
SFM vs. ESOA - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Energy Services Of America Corp. 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. ESOA - 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%.
ESOA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Energy Services Of America Corp reported a gross profit of 10.23M and revenue of 93.17M. Therefore, the gross margin over that period was 11.0%.
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%.
ESOA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Energy Services Of America Corp reported an operating income of 1.06M and revenue of 93.17M, resulting in an operating margin of 1.1%.
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%.
ESOA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Energy Services Of America Corp reported a net income of 215.55K and revenue of 93.17M, resulting in a net margin of 0.2%.
Frequently Asked Questions
SFM and ESOA have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESOA has higher volatility (23.82%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs ESOA's -76.67%.
ESOA currently has the higher Sharpe Ratio (0.67 vs -1.06), 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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