SFM vs. NEM
SFM (Sprouts Farmers Market, Inc.) and NEM (Newmont Corporation) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while NEM operates in Gold (Basic Materials). Over the past 10 years, SFM returned 14.32%/yr vs 13.80%/yr for NEM. At a 0.09 correlation, their price movements are largely independent.
Performance
SFM vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than NEM's 0.82% return. Both investments have delivered pretty close results over the past 10 years, with SFM having a 14.32% annualized return and NEM not far behind at 13.80%.
SFM
- 1D
- -2.03%
- 1M
- -0.73%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.33%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
NEM
- 1D
- 2.71%
- 1M
- -13.64%
- YTD
- 0.82%
- 6M
- 2.58%
- 1Y
- 74.95%
- 3Y*
- 36.14%
- 5Y*
- 10.51%
- 10Y*
- 13.80%
SFM vs. NEM - 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% | 28.70% |
NEM Newmont Corporation | 0.82% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 30.52% | -6.15% | 10.91% |
Correlation
The correlation between SFM and NEM is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.09 |
The correlation between SFM and NEM shifts across timeframes, from -0.07 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$5.20
NEM:
$6.34
SFM:
16.62
NEM:
15.82
SFM:
0.60
NEM:
0.41
SFM:
0.95
NEM:
4.83
SFM:
$8.90B
NEM:
$17.23B
SFM:
$3.41B
NEM:
$8.97B
SFM:
$837.54M
NEM:
$13.78B
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Return for Risk
SFM vs. NEM — Risk / Return Rank
SFM
NEM
SFM vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Newmont Corporation (NEM). 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 | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.29 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.78 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.99 | 7.58 | -8.58 |
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Drawdowns
SFM vs. NEM - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for SFM and NEM.
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Drawdown Indicators
| SFM | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -81.30% | +8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -29.39% | -32.78% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -36.57% | -26.91% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -62.40% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -62.40% | -1.08% |
Current DrawdownCurrent decline from peak | -51.91% | -23.71% | -28.20% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -41.37% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 10.73% | +34.68% |
Volatility
SFM vs. NEM - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while Newmont Corporation (NEM) has a volatility of 15.74%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 15.74% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 37.43% | -7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 47.44% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 37.99% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 35.67% | +2.15% |
Dividends
SFM vs. NEM - Dividend Comparison
SFM has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEM Newmont Corporation | 1.02% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
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% |
Financials
SFM vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Newmont Corporation. 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
Frequently Asked Questions
SFM and NEM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEM has higher volatility (15.74%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs NEM's -81.30%.
NEM currently has the higher Sharpe Ratio (1.73 vs -0.98), 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.
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