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SFM vs. PK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SFM and PK is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SFM vs. PK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and Park Hotels & Resorts Inc. (PK). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
762.13%
-34.62%
SFM
PK

Key characteristics

Sharpe Ratio

SFM:

4.01

PK:

-1.00

Sortino Ratio

SFM:

4.20

PK:

-1.45

Omega Ratio

SFM:

1.66

PK:

0.82

Calmar Ratio

SFM:

6.25

PK:

-0.56

Martin Ratio

SFM:

18.47

PK:

-2.12

Ulcer Index

SFM:

8.48%

PK:

15.97%

Daily Std Dev

SFM:

39.13%

PK:

33.99%

Max Drawdown

SFM:

-72.88%

PK:

-84.22%

Current Drawdown

SFM:

-5.13%

PK:

-55.19%

Fundamentals

Market Cap

SFM:

$16.36B

PK:

$2.02B

EPS

SFM:

$3.75

PK:

$1.01

PE Ratio

SFM:

44.45

PK:

9.89

PEG Ratio

SFM:

2.72

PK:

0.55

PS Ratio

SFM:

2.12

PK:

0.77

PB Ratio

SFM:

12.23

PK:

0.55

Total Revenue (TTM)

SFM:

$5.84B

PK:

$1.96B

Gross Profit (TTM)

SFM:

$2.19B

PK:

$431.00M

EBITDA (TTM)

SFM:

$496.18M

PK:

$524.00M

Returns By Period

In the year-to-date period, SFM achieves a 32.23% return, which is significantly higher than PK's -27.26% return.


SFM

YTD

32.23%

1M

12.18%

6M

40.82%

1Y

154.98%

5Y*

50.75%

10Y*

17.41%

PK

YTD

-27.26%

1M

-9.19%

6M

-22.91%

1Y

-32.16%

5Y*

12.37%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SFM vs. PK — Risk-Adjusted Performance Rank

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

SFM
The Risk-Adjusted Performance Rank of SFM is 9999
Overall Rank
The Sharpe Ratio Rank of SFM is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9898
Martin Ratio Rank

PK
The Risk-Adjusted Performance Rank of PK is 77
Overall Rank
The Sharpe Ratio Rank of PK is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of PK is 66
Sortino Ratio Rank
The Omega Ratio Rank of PK is 88
Omega Ratio Rank
The Calmar Ratio Rank of PK is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PK is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFM vs. PK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Park Hotels & Resorts Inc. (PK). 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.


The chart of Sharpe ratio for SFM, currently valued at 4.01, compared to the broader market-2.00-1.000.001.002.003.00
SFM: 4.01
PK: -1.00
The chart of Sortino ratio for SFM, currently valued at 4.20, compared to the broader market-6.00-4.00-2.000.002.004.00
SFM: 4.20
PK: -1.45
The chart of Omega ratio for SFM, currently valued at 1.66, compared to the broader market0.501.001.502.00
SFM: 1.66
PK: 0.82
The chart of Calmar ratio for SFM, currently valued at 6.25, compared to the broader market0.001.002.003.004.005.00
SFM: 6.25
PK: -0.56
The chart of Martin ratio for SFM, currently valued at 18.47, compared to the broader market-5.000.005.0010.0015.0020.00
SFM: 18.47
PK: -2.12

The current SFM Sharpe Ratio is 4.01, which is higher than the PK Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SFM and PK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
4.01
-1.00
SFM
PK

Dividends

SFM vs. PK - Dividend Comparison

SFM has not paid dividends to shareholders, while PK's dividend yield for the trailing twelve months is around 14.00%.


TTM20242023202220212020201920182017
SFM
Sprouts Farmers Market, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PK
Park Hotels & Resorts Inc.
14.00%9.95%14.05%2.37%0.00%2.62%7.34%10.55%16.10%

Drawdowns

SFM vs. PK - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum PK drawdown of -84.22%. Use the drawdown chart below to compare losses from any high point for SFM and PK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.13%
-55.19%
SFM
PK

Volatility

SFM vs. PK - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 10.97%, while Park Hotels & Resorts Inc. (PK) has a volatility of 20.20%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than PK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.97%
20.20%
SFM
PK

Financials

SFM vs. PK - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Park Hotels & Resorts Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items