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

Correlation

The correlation between SFM and POWL is 0.27, 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.


Performance

SFM vs. POWL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SFM:

2.93

POWL:

0.08

Sortino Ratio

SFM:

3.30

POWL:

0.85

Omega Ratio

SFM:

1.51

POWL:

1.10

Calmar Ratio

SFM:

4.47

POWL:

0.20

Martin Ratio

SFM:

12.96

POWL:

0.36

Ulcer Index

SFM:

8.64%

POWL:

31.74%

Daily Std Dev

SFM:

37.88%

POWL:

82.48%

Max Drawdown

SFM:

-72.88%

POWL:

-73.09%

Current Drawdown

SFM:

-8.94%

POWL:

-49.45%

Fundamentals

Market Cap

SFM:

$15.51B

POWL:

$2.23B

EPS

SFM:

$4.44

POWL:

$14.23

PE Ratio

SFM:

35.69

POWL:

12.98

PEG Ratio

SFM:

2.52

POWL:

1.02

PS Ratio

SFM:

1.92

POWL:

2.06

PB Ratio

SFM:

12.04

POWL:

4.34

Total Revenue (TTM)

SFM:

$8.07B

POWL:

$1.08B

Gross Profit (TTM)

SFM:

$3.07B

POWL:

$305.13M

EBITDA (TTM)

SFM:

$795.33M

POWL:

$214.87M

Returns By Period

In the year-to-date period, SFM achieves a 26.92% return, which is significantly higher than POWL's -19.70% return. Over the past 10 years, SFM has underperformed POWL with an annualized return of 18.35%, while POWL has yielded a comparatively higher 20.44% annualized return.


SFM

YTD

26.92%

1M

0.68%

6M

13.71%

1Y

109.89%

5Y*

45.52%

10Y*

18.35%

POWL

YTD

-19.70%

1M

2.57%

6M

-40.72%

1Y

6.68%

5Y*

53.34%

10Y*

20.44%

*Annualized

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Risk-Adjusted Performance

SFM vs. POWL — 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 9797
Overall Rank
The Sharpe Ratio Rank of SFM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9797
Martin Ratio Rank

POWL
The Risk-Adjusted Performance Rank of POWL is 5858
Overall Rank
The Sharpe Ratio Rank of POWL is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of POWL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of POWL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of POWL is 6161
Calmar Ratio Rank
The Martin Ratio Rank of POWL is 5656
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. POWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Powell Industries, Inc. (POWL). 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 current SFM Sharpe Ratio is 2.93, which is higher than the POWL Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SFM and POWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SFM vs. POWL - Dividend Comparison

SFM has not paid dividends to shareholders, while POWL's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
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%
POWL
Powell Industries, Inc.
0.45%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%

Drawdowns

SFM vs. POWL - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum POWL drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for SFM and POWL. For additional features, visit the drawdowns tool.


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Volatility

SFM vs. POWL - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 8.93%, while Powell Industries, Inc. (POWL) has a volatility of 18.31%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SFM vs. POWL - Financials Comparison

This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Powell Industries, 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
2.24B
278.63M
(SFM) Total Revenue
(POWL) Total Revenue
Values in USD except per share items

SFM vs. POWL - Profitability Comparison

The chart below illustrates the profitability comparison between Sprouts Farmers Market, Inc. and Powell Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
39.6%
29.9%
(SFM) Gross Margin
(POWL) Gross Margin
SFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported a gross profit of 886.36M and revenue of 2.24B. Therefore, the gross margin over that period was 39.6%.

POWL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Powell Industries, Inc. reported a gross profit of 83.43M and revenue of 278.63M. Therefore, the gross margin over that period was 29.9%.

SFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported an operating income of 226.33M and revenue of 2.24B, resulting in an operating margin of 10.1%.

POWL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Powell Industries, Inc. reported an operating income of 58.92M and revenue of 278.63M, resulting in an operating margin of 21.2%.

SFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sprouts Farmers Market, Inc. reported a net income of 180.03M and revenue of 2.24B, resulting in a net margin of 8.1%.

POWL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Powell Industries, Inc. reported a net income of 46.33M and revenue of 278.63M, resulting in a net margin of 16.6%.