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SFM vs. HST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SFM vs. HST - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
80.80%
0.78%
SFM
HST

Returns By Period

In the year-to-date period, SFM achieves a 203.24% return, which is significantly higher than HST's -5.11% return. Over the past 10 years, SFM has outperformed HST with an annualized return of 16.45%, while HST has yielded a comparatively lower 1.22% annualized return.


SFM

YTD

203.24%

1M

23.35%

6M

80.80%

1Y

250.36%

5Y (annualized)

49.45%

10Y (annualized)

16.45%

HST

YTD

-5.11%

1M

1.71%

6M

0.79%

1Y

8.66%

5Y (annualized)

4.12%

10Y (annualized)

1.22%

Fundamentals


SFMHST
Market Cap$14.27B$12.34B
EPS$3.46$1.03
PE Ratio41.2616.91
PEG Ratio3.441.83
Total Revenue (TTM)$7.42B$5.58B
Gross Profit (TTM)$2.74B$2.25B
EBITDA (TTM)$743.24M$1.56B

Key characteristics


SFMHST
Sharpe Ratio8.050.41
Sortino Ratio9.350.70
Omega Ratio2.311.09
Calmar Ratio17.110.40
Martin Ratio101.240.81
Ulcer Index2.58%11.51%
Daily Std Dev32.42%22.45%
Max Drawdown-72.88%-87.00%
Current Drawdown-0.42%-12.65%

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Correlation

-0.50.00.51.00.2

The correlation between SFM and HST 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.

Risk-Adjusted Performance

SFM vs. HST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Host Hotels & Resorts, Inc. (HST). 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.


Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 8.05, compared to the broader market-4.00-2.000.002.004.008.050.41
The chart of Sortino ratio for SFM, currently valued at 9.35, compared to the broader market-4.00-2.000.002.004.009.350.70
The chart of Omega ratio for SFM, currently valued at 2.31, compared to the broader market0.501.001.502.002.311.09
The chart of Calmar ratio for SFM, currently valued at 17.11, compared to the broader market0.002.004.006.0017.110.40
The chart of Martin ratio for SFM, currently valued at 101.24, compared to the broader market0.0010.0020.0030.00101.240.81
SFM
HST

The current SFM Sharpe Ratio is 8.05, which is higher than the HST Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SFM and HST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
8.05
0.41
SFM
HST

Dividends

SFM vs. HST - Dividend Comparison

SFM has not paid dividends to shareholders, while HST's dividend yield for the trailing twelve months is around 5.87%.


TTM20232022202120202019201820172016201520142013
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%
HST
Host Hotels & Resorts, Inc.
5.87%4.62%3.30%0.00%1.37%4.58%5.10%4.28%4.51%5.22%3.16%2.37%

Drawdowns

SFM vs. HST - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum HST drawdown of -87.00%. Use the drawdown chart below to compare losses from any high point for SFM and HST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-12.65%
SFM
HST

Volatility

SFM vs. HST - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 9.81% compared to Host Hotels & Resorts, Inc. (HST) at 6.28%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than HST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.81%
6.28%
SFM
HST

Financials

SFM vs. HST - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Host Hotels & Resorts, 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.


Quarterly
Annual

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


Values in USD except per share items