SFM vs. JPM
Compare and contrast key facts about Sprouts Farmers Market, Inc. (SFM) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFM or JPM.
Key characteristics
| SFM | JPM | |
|---|---|---|
| YTD Return | 64.60% | 16.36% |
| 1Y Return | 115.31% | 44.25% |
| 3Y Return (Ann) | 45.54% | 9.40% |
| 5Y Return (Ann) | 31.07% | 15.44% |
| 10Y Return (Ann) | 11.34% | 16.87% |
| Sharpe Ratio | 4.11 | 2.61 |
| Daily Std Dev | 28.95% | 16.85% |
| Max Drawdown | -72.88% | -74.02% |
| Current Drawdown | 0.00% | -4.50% |
Fundamentals
| SFM | JPM | |
|---|---|---|
| Market Cap | $7.89B | $588.09B |
| EPS | $2.89 | $16.57 |
| PE Ratio | 27.19 | 12.36 |
| PEG Ratio | 1.39 | 3.36 |
| Revenue (TTM) | $6.99B | $150.00B |
| Gross Profit (TTM) | $2.36B | $122.31B |
Correlation
The correlation between SFM and JPM is 0.18, 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
In the year-to-date period, SFM achieves a 64.60% return, which is significantly higher than JPM's 16.36% return. Over the past 10 years, SFM has underperformed JPM with an annualized return of 11.34%, while JPM has yielded a comparatively higher 16.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 2.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 2.17% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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.
Volatility
SFM vs. JPM - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.17% compared to JPMorgan Chase & Co. (JPM) at 6.17%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities