SFM vs. NBIS

Last updated Jun 9, 2026

SFM (Sprouts Farmers Market, Inc.) and NBIS (Nebius Group N.V.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while NBIS operates in Internet Content & Information (Communication Services). Over the past year, SFM returned -48.76% vs 351.53% for NBIS. At a 0.01 correlation, their price movements are largely independent.

Performance

SFM vs. NBIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and Nebius Group N.V. (NBIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a 8.80% return, which is significantly lower than NBIS's 160.44% 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%

NBIS

• 1D: -4.31%
• 1M: 23.13%
• YTD: 160.44%
• 6M: 117.28%
• 1Y: 351.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. NBIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFM Sprouts Farmers Market, Inc.	8.80%	-37.30%	8.93%
NBIS Nebius Group N.V.	160.44%	202.18%	46.25%

Correlation

The correlation between SFM and NBIS is -0.13, 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	-0.13
Correlation (All Time) Calculated using the full available price history since Oct 18, 2024	0.01

The correlation between SFM and NBIS shifts across timeframes, from -0.13 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SFM : $8.29B NBIS : $67.36B
EPS SFM : $5.20 NBIS : $3.17
PE Ratio SFM : 16.68 NBIS : 68.67
PEG Ratio SFM : 0.61 NBIS : 23.59
PS Ratio SFM : 0.95 NBIS : 65.42
PB Ratio SFM : 5.78 NBIS : 9.30
Total Revenue (TTM) SFM : $8.90B NBIS : $877.90M
Gross Profit (TTM) SFM : $3.41B NBIS : $420.60M
EBITDA (TTM) SFM : $837.54M NBIS : -$52.78M

Return for Risk

SFM vs. NBIS — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 9
SFM Sharpe Ratio Rank: 4
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 5
SFM Calmar Ratio Rank: 12
SFM Martin Ratio Rank: 19

NBIS

NBIS Risk / Return Rank: 94
NBIS Sharpe Ratio Rank: 96
NBIS Sortino Ratio Rank: 94
NBIS Omega Ratio Rank: 90
NBIS Calmar Ratio Rank: 96
NBIS Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFM vs. NBIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Nebius Group N.V. (NBIS). 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	NBIS	Difference
Sharpe ratio: Return per unit of total volatility	-1.06	3.39	-4.45
Sortino ratio: Return per unit of downside risk	-1.54	3.71	-5.25
Omega ratio: Gain probability vs. loss probability	0.79	1.41	-0.62
Calmar ratio: Return relative to maximum drawdown	-0.79	7.79	-8.58
Martin ratio: Return relative to average drawdown	-1.09	17.86	-18.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFM vs. NBIS - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.06, which is lower than the NBIS Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of SFM and NBIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFM	NBIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.06	3.39	-4.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	3.19	-3.02

Drawdowns

SFM vs. NBIS - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than NBIS's maximum drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for SFM and NBIS.

Drawdown Indicators

	SFM	NBIS	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-58.27%	-14.61%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-45.47%	-16.70%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	—	—
Current Drawdown Current decline from peak	-51.72%	-17.58%	-34.14%
Average Drawdown Average peak-to-trough decline	-40.28%	-19.02%	-21.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.98%	19.79%	+25.19%

Volatility

SFM vs. NBIS - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Nebius Group N.V. (NBIS) has a volatility of 33.60%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	NBIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.71%	33.60%	-19.89%
Volatility (6M) Calculated over the trailing 6-month period	30.32%	71.53%	-41.21%
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	104.78%	-58.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.26%	110.72%	-71.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	110.72%	-72.90%

Dividends

SFM vs. NBIS - Dividend Comparison

Neither SFM nor NBIS has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SFM and NBIS in my portfolio?

SFM and NBIS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or NBIS?

NBIS has higher volatility (33.60%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs NBIS's -58.27%.

Which has better risk-adjusted returns?

NBIS currently has the higher Sharpe Ratio (3.39 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.