SFM vs. KSI.TO
SFM (Sprouts Farmers Market, Inc.) and KSI.TO (kneat.com, inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while KSI.TO operates in Health Information Services (Healthcare). Over the past 5 years, SFM returned 24.38%/yr vs 13.55%/yr for KSI.TO. At a 0.03 correlation, their price movements are largely independent.
Performance
SFM vs. KSI.TO - Performance Comparison
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Different Trading Currencies
SFM is traded in USD, while KSI.TO is traded in CAD. To make them comparable, the KSI.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 lower than KSI.TO's 28.16% return.
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
KSI.TO
- 1D
- -0.13%
- 1M
- 23.90%
- YTD
- 28.16%
- 6M
- 44.15%
- 1Y
- -4.67%
- 3Y*
- 32.25%
- 5Y*
- 13.55%
- 10Y*
- —
SFM vs. KSI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 31.91% |
KSI.TO kneat.com, inc. | 28.16% | -12.02% | 77.13% | 17.02% | -36.59% | 40.49% | 5.42% | 191.61% | 6.35% | 63.72% |
Correlation
The correlation between SFM and KSI.TO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.03 |
Fundamentals
SFM:
$8.25B
KSI.TO:
CA$616.94M
SFM:
$5.20
KSI.TO:
-CA$0.09
SFM:
0.95
KSI.TO:
9.23
SFM:
5.75
KSI.TO:
9.78
SFM:
$8.90B
KSI.TO:
CA$66.52M
SFM:
$3.41B
KSI.TO:
CA$39.98M
SFM:
$837.54M
KSI.TO:
CA$12.62M
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Return for Risk
SFM vs. KSI.TO — Risk / Return Rank
SFM
KSI.TO
SFM vs. KSI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and kneat.com, inc. (KSI.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.
| SFM | KSI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.03 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.09 | -0.63 |
| Martin ratioReturn relative to average drawdown | -0.99 | -0.16 | -0.83 |
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Drawdowns
SFM vs. KSI.TO - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, which is greater than KSI.TO's maximum drawdown of -63.82%. Use the drawdown chart below to compare losses from any high point for SFM and KSI.TO.
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Drawdown Indicators
| SFM | KSI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -63.82% | -9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -51.07% | -11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -52.30% | -11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -52.30% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -51.91% | -7.81% | -44.10% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -23.70% | -16.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 28.48% | +16.93% |
Volatility
SFM vs. KSI.TO - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while kneat.com, inc. (KSI.TO) has a volatility of 17.70%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than KSI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | KSI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 17.70% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 34.94% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 47.71% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 46.29% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 58.80% | -20.98% |
Dividends
SFM vs. KSI.TO - Dividend Comparison
Neither SFM nor KSI.TO has paid dividends to shareholders.
Financials
SFM vs. KSI.TO - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and kneat.com, 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.
Total Revenue: Total amount of money received from sales and other business activities
SFM vs. KSI.TO - 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%.
KSI.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, kneat.com, inc. reported a gross profit of 10.21M and revenue of 18.00M. Therefore, the gross margin over that period was 56.7%.
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%.
KSI.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, kneat.com, inc. reported an operating income of -2.33M and revenue of 18.00M, resulting in an operating margin of -12.9%.
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%.
KSI.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, kneat.com, inc. reported a net income of -3.95M and revenue of 18.00M, resulting in a net margin of -21.9%.
Frequently Asked Questions
SFM and KSI.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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