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

Correlation

The correlation between SFM and JPM is 0.27, 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.


Performance

SFM vs. JPM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SFM:

2.84

JPM:

1.22

Sortino Ratio

SFM:

3.25

JPM:

1.83

Omega Ratio

SFM:

1.50

JPM:

1.27

Calmar Ratio

SFM:

4.36

JPM:

1.50

Martin Ratio

SFM:

12.68

JPM:

5.03

Ulcer Index

SFM:

8.62%

JPM:

7.30%

Daily Std Dev

SFM:

37.86%

JPM:

28.79%

Max Drawdown

SFM:

-72.88%

JPM:

-74.02%

Current Drawdown

SFM:

-10.52%

JPM:

-4.53%

Fundamentals

Market Cap

SFM:

$15.51B

JPM:

$730.93B

EPS

SFM:

$4.44

JPM:

$20.39

PE Ratio

SFM:

35.69

JPM:

12.90

PEG Ratio

SFM:

2.57

JPM:

7.09

PS Ratio

SFM:

1.92

JPM:

4.33

PB Ratio

SFM:

12.29

JPM:

2.18

Total Revenue (TTM)

SFM:

$8.07B

JPM:

$228.61B

Gross Profit (TTM)

SFM:

$3.07B

JPM:

$186.05B

EBITDA (TTM)

SFM:

$795.33M

JPM:

$104.01B

Returns By Period

In the year-to-date period, SFM achieves a 24.72% return, which is significantly higher than JPM's 12.08% return. Both investments have delivered pretty close results over the past 10 years, with SFM having a 18.05% annualized return and JPM not far ahead at 18.21%.


SFM

YTD

24.72%

1M

-1.12%

6M

8.96%

1Y

106.52%

5Y*

45.06%

10Y*

18.05%

JPM

YTD

12.08%

1M

13.17%

6M

11.40%

1Y

34.88%

5Y*

29.00%

10Y*

18.21%

*Annualized

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Risk-Adjusted Performance

SFM vs. JPM — Risk-Adjusted Performance Rank

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

SFM
The Risk-Adjusted Performance Rank of SFM is 9797
Overall Rank
The Sharpe Ratio Rank of SFM is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9797
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8686
Overall Rank
The Sharpe Ratio Rank of JPM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8585
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFM vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and JPMorgan Chase & Co. (JPM). 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.


The current SFM Sharpe Ratio is 2.84, which is higher than the JPM Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SFM and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SFM vs. JPM - Dividend Comparison

SFM has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.90%.


TTM20242023202220212020201920182017201620152014
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%
JPM
JPMorgan Chase & Co.
1.90%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

SFM vs. JPM - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SFM and JPM. For additional features, visit the drawdowns tool.


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Volatility

SFM vs. JPM - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 8.75% compared to JPMorgan Chase & Co. (JPM) at 5.98%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SFM vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and JPMorgan Chase & Co.. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
2.24B
68.89B
(SFM) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

SFM vs. JPM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
39.6%
65.8%
(SFM) Gross Margin
(JPM) Gross Margin
SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported a gross profit of 886.36M and revenue of 2.24B. Therefore, the gross margin over that period was 39.6%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported an operating income of 226.33M and revenue of 2.24B, resulting in an operating margin of 10.1%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported a net income of 180.03M and revenue of 2.24B, resulting in a net margin of 8.1%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.