SFM vs. NVDA
SFM (Sprouts Farmers Market, Inc.) and NVDA (NVIDIA Corporation) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while NVDA operates in Semiconductors (Technology). Over the past 10 years, SFM returned 13.98%/yr vs 68.47%/yr for NVDA. At a 0.14 correlation, their price movements are largely independent.
Performance
SFM vs. NVDA - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly lower than NVDA's 12.01% return. Over the past 10 years, SFM has underperformed NVDA with an annualized return of 13.98%, while NVDA has yielded a comparatively higher 68.47% 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%
NVDA
- 1D
- 1.73%
- 1M
- -2.94%
- YTD
- 12.01%
- 6M
- 12.58%
- 1Y
- 47.43%
- 3Y*
- 75.35%
- 5Y*
- 64.54%
- 10Y*
- 68.47%
SFM vs. NVDA - 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% |
NVDA NVIDIA Corporation | 12.01% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
Correlation
The correlation between SFM and NVDA 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.14 |
The correlation between SFM and NVDA shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
NVDA:
$5.09T
SFM:
$5.20
NVDA:
$6.53
SFM:
16.68
NVDA:
31.97
SFM:
0.61
NVDA:
0.18
SFM:
0.95
NVDA:
20.13
SFM:
5.78
NVDA:
26.03
SFM:
$8.90B
NVDA:
$253.49B
SFM:
$3.41B
NVDA:
$187.95B
SFM:
$837.54M
NVDA:
$192.76B
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Return for Risk
SFM vs. NVDA — Risk / Return Rank
SFM
NVDA
SFM vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and NVIDIA Corporation (NVDA). 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 | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.24 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.36 | -3.14 |
| Martin ratioReturn relative to average drawdown | -1.09 | 5.73 | -6.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFM | NVDA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 1.37 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.25 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.38 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.63 | -0.46 |
Drawdowns
SFM vs. NVDA - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for SFM and NVDA.
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Drawdown Indicators
| SFM | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -89.72% | +16.84% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -20.21% | -41.96% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -36.88% | -26.60% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -66.34% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -66.34% | +2.86% |
Current DrawdownCurrent decline from peak | -51.72% | -11.39% | -40.33% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -36.20% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 8.30% | +36.68% |
Volatility
SFM vs. NVDA - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) and NVIDIA Corporation (NVDA) have volatilities of 13.71% and 13.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 13.14% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 26.37% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 34.81% | +11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 51.75% | -12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 49.85% | -12.03% |
Dividends
SFM vs. NVDA - Dividend Comparison
SFM has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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. NVDA - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and NVIDIA 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
SFM vs. NVDA - 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%.
NVDA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported a gross profit of 61.16B and revenue of 81.62B. Therefore, the gross margin over that period was 74.9%.
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%.
NVDA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported an operating income of 53.54B and revenue of 81.62B, resulting in an operating margin of 65.6%.
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%.
NVDA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported a net income of 58.32B and revenue of 81.62B, resulting in a net margin of 71.5%.
Frequently Asked Questions
SFM and NVDA 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.
SFM has higher volatility (13.71%) compared to NVDA (13.14%). In terms of maximum drawdown, SFM dropped -72.88% vs NVDA's -89.72%.
NVDA currently has the higher Sharpe Ratio (1.37 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.
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