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SFM vs. FFH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SFM vs. FFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and Fairfax Financial Holdings Limited (FFH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SFM is traded in USD, while FFH.TO is traded in CAD. To make them comparable, the FFH.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 8.36% return, which is significantly higher than FFH.TO's -14.49% return. Both investments have delivered pretty close results over the past 10 years, with SFM having a 14.32% annualized return and FFH.TO not far behind at 14.21%.


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%

FFH.TO

1D
-0.89%
1M
2.42%
YTD
-14.49%
6M
-8.15%
1Y
-5.72%
3Y*
31.70%
5Y*
30.36%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. FFH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FFH.TO
Fairfax Financial Holdings Limited
-14.49%38.55%53.28%58.73%23.67%47.33%-25.54%8.10%-15.60%13.09%

Correlation

The correlation between SFM and FFH.TO is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2013

0.06

Fundamentals

Market Cap

SFM:

$8.25B

FFH.TO:

CA$50.62B

EPS

SFM:

$5.20

FFH.TO:

$205.21

PE Ratio

SFM:

16.62

FFH.TO:

7.89

PEG Ratio

SFM:

0.60

FFH.TO:

0.13

PS Ratio

SFM:

0.95

FFH.TO:

1.22

PB Ratio

SFM:

5.75

FFH.TO:

1.40

Total Revenue (TTM)

SFM:

$8.90B

FFH.TO:

$29.34B

Gross Profit (TTM)

SFM:

$3.41B

FFH.TO:

$6.18B

EBITDA (TTM)

SFM:

$837.54M

FFH.TO:

$7.83B

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Return for Risk

SFM vs. FFH.TO — Risk / Return Rank

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

SFM
SFM Risk / Return Rank: 1212
Overall Rank
SFM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SFM Sortino Ratio Rank: 88
Sortino Ratio Rank
SFM Omega Ratio Rank: 77
Omega Ratio Rank
SFM Calmar Ratio Rank: 1515
Calmar Ratio Rank
SFM Martin Ratio Rank: 2222
Martin Ratio Rank

FFH.TO
FFH.TO Risk / Return Rank: 3636
Overall Rank
FFH.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FFH.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 3838
Martin Ratio Rank
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. FFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Fairfax Financial Holdings Limited (FFH.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.

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.


SFMFFH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.81

0.99

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.23

-0.50

Martin ratioReturn relative to average drawdown

-0.99

-0.49

-0.50

SFM vs. FFH.TO - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is lower than the FFH.TO Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SFM and FFH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SFM vs. FFH.TO - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than FFH.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for SFM and FFH.TO.


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Drawdown Indicators


SFMFFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-59.23%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-62.17%

-19.52%

-42.65%

Max Drawdown (3Y)

Largest decline over 3 years

-63.48%

-19.52%

-43.96%

Max Drawdown (5Y)

Largest decline over 5 years

-63.48%

-20.30%

-43.18%

Max Drawdown (10Y)

Largest decline over 10 years

-63.48%

-59.23%

-4.25%

Current Drawdown

Current decline from peak

-51.91%

-14.82%

-37.09%

Average Drawdown

Average peak-to-trough decline

-40.28%

-11.26%

-29.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.41%

8.95%

+36.46%

Volatility

SFM vs. FFH.TO - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.50% compared to Fairfax Financial Holdings Limited (FFH.TO) at 5.85%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFMFFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

5.85%

+6.65%

Volatility (6M)

Calculated over the trailing 6-month period

30.32%

17.41%

+12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

46.09%

22.76%

+23.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

24.69%

+14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.82%

26.45%

+11.37%

Dividends

SFM vs. FFH.TO - Dividend Comparison

SFM has not paid dividends to shareholders, while FFH.TO's dividend yield for the trailing twelve months is around 0.92%.


PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited
0.92%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
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. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Fairfax Financial Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B20222023202420252026
2.33B
6.41B
(SFM) Total Revenue
(FFH.TO) Total Revenue
Values in USD except per share items

SFM vs. FFH.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%20222023202420252026
39.4%
15.4%
Portfolio components
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%.

FFH.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.

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%.

FFH.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.

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%.

FFH.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.


Frequently Asked Questions


SFM and FFH.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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