SFM vs. LEU
SFM (Sprouts Farmers Market, Inc.) and LEU (Centrus Energy Corp.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while LEU operates in Uranium (Energy). Over the past 10 years, SFM returned 13.98%/yr vs 46.90%/yr for LEU. At a 0.04 correlation, their price movements are largely independent.
Performance
SFM vs. LEU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly higher than LEU's -32.55% return. Over the past 10 years, SFM has underperformed LEU with an annualized return of 13.98%, while LEU has yielded a comparatively higher 46.90% annualized return.
SFM
- 1D
- 4.60%
- 1M
- 4.65%
- YTD
- 8.80%
- 6M
- 3.81%
- 1Y
- -48.76%
- 3Y*
- 36.73%
- 5Y*
- 25.66%
- 10Y*
- 13.98%
LEU
- 1D
- 1.21%
- 1M
- -21.02%
- YTD
- -32.55%
- 6M
- -39.02%
- 1Y
- 14.42%
- 3Y*
- 71.98%
- 5Y*
- 44.90%
- 10Y*
- 46.90%
SFM vs. LEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.80% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
LEU Centrus Energy Corp. | -32.55% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
Correlation
The correlation between SFM and LEU is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.04 |
The correlation between SFM and LEU shifts across timeframes, from -0.11 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
LEU:
$3.68B
SFM:
$5.20
LEU:
$2.89
SFM:
16.68
LEU:
56.59
SFM:
0.95
LEU:
7.58
SFM:
5.78
LEU:
4.74
SFM:
$8.90B
LEU:
$452.30M
SFM:
$3.41B
LEU:
$116.10M
SFM:
$837.54M
LEU:
$70.50M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFM vs. LEU — Risk / Return Rank
SFM
LEU
SFM vs. LEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Centrus Energy Corp. (LEU). 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.
| SFM | LEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.11 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.23 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.09 | 0.38 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SFM | LEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.16 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.52 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.10 | +0.27 |
Drawdowns
SFM vs. LEU - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SFM and LEU.
Loading charts...
Drawdown Indicators
| SFM | LEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -99.98% | +27.10% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -62.89% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -62.89% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -78.23% | +14.75% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -83.84% | +20.36% |
Current DrawdownCurrent decline from peak | -51.72% | -97.58% | +45.86% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -73.98% | +33.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 37.75% | +7.23% |
Volatility
SFM vs. LEU - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Centrus Energy Corp. (LEU) has a volatility of 22.37%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFM | LEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 22.37% | -8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 65.68% | -35.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 91.10% | -45.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 86.24% | -46.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 82.26% | -44.44% |
Dividends
SFM vs. LEU - Dividend Comparison
Neither SFM nor LEU has paid dividends to shareholders.
Financials
SFM vs. LEU - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Centrus Energy Corp.. 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. LEU - 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%.
LEU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Centrus Energy Corp. reported a gross profit of 31.50M and revenue of 76.70M. Therefore, the gross margin over that period was 41.1%.
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%.
LEU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Centrus Energy Corp. reported an operating income of 800.00K and revenue of 76.70M, resulting in an operating margin of 1.0%.
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%.
LEU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Centrus Energy Corp. reported a net income of 10.00M and revenue of 76.70M, resulting in a net margin of 13.0%.
Frequently Asked Questions
SFM and LEU have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEU has higher volatility (22.37%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs LEU's -99.98%.
LEU currently has the higher Sharpe Ratio (0.16 vs -1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SFM and LEU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer