SFM vs. NGD.TO

Last updated Jun 13, 2026

SFM (Sprouts Farmers Market, Inc.) and NGD.TO (New Gold Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while NGD.TO operates in Gold (Basic Materials). At a 0.04 correlation, their price movements are largely independent.

Performance

SFM vs. NGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and New Gold Inc. (NGD.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SFM is traded in USD, while NGD.TO is traded in CAD. To make them comparable, the NGD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

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%

NGD.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFM vs. NGD.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%	28.70%
NGD.TO New Gold Inc.	1.41%	249.08%	72.38%	47.88%	-33.82%	-32.47%	149.40%	14.23%	-76.55%	-5.95%

Correlation

The correlation between SFM and NGD.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	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.04

The correlation between SFM and NGD.TO shifts across timeframes, from -0.05 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SFM : $8.25B NGD.TO : CA$9.63B
EPS SFM : $5.20 NGD.TO : $1.09
PE Ratio SFM : 16.62 NGD.TO : 7.99
PEG Ratio SFM : 0.60 NGD.TO : 0.01
PS Ratio SFM : 0.95 NGD.TO : 4.65
PB Ratio SFM : 5.75 NGD.TO : 3.61
Total Revenue (TTM) SFM : $8.90B NGD.TO : $1.49B
Gross Profit (TTM) SFM : $3.41B NGD.TO : $767.09M
EBITDA (TTM) SFM : $837.54M NGD.TO : $810.05M

Return for Risk

SFM vs. NGD.TO — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 12
SFM Sharpe Ratio Rank: 6
SFM Sortino Ratio Rank: 8
SFM Omega Ratio Rank: 7
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 22

NGD.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and New Gold Inc. (NGD.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	NGD.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.98	—	—
Sortino ratio: Return per unit of downside risk	-1.35	—	—
Omega ratio: Gain probability vs. loss probability	0.81	—	—
Calmar ratio: Return relative to maximum drawdown	-0.73	—	—
Martin ratio: Return relative to average drawdown	-0.99	—	—

Drawdowns

Drawdown Indicators

	SFM	NGD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	—	—
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	-51.91%	—	—
Average Drawdown Average peak-to-trough decline	-40.28%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	45.41%	—	—

Volatility

Volatility by Period

	SFM	NGD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.23%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	—	—

Dividends

SFM vs. NGD.TO - Dividend Comparison

Neither SFM nor NGD.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SFM and NGD.TO in my portfolio?

SFM and NGD.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.