SFM vs. POWL
SFM (Sprouts Farmers Market, Inc.) and POWL (Powell Industries, Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while POWL operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, SFM returned 12.45%/yr vs 41.47%/yr for POWL. At a 0.17 correlation, their price movements are largely independent.
Performance
SFM vs. POWL - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a -0.87% return, which is significantly lower than POWL's 182.31% return. Over the past 10 years, SFM has underperformed POWL with an annualized return of 12.45%, while POWL has yielded a comparatively higher 41.47% annualized return.
SFM
- 1D
- 1.19%
- 1M
- -2.12%
- YTD
- -0.87%
- 6M
- -7.19%
- 1Y
- -54.92%
- 3Y*
- 33.68%
- 5Y*
- 23.42%
- 10Y*
- 12.45%
POWL
- 1D
- 0.22%
- 1M
- 11.07%
- YTD
- 182.31%
- 6M
- 178.20%
- 1Y
- 419.37%
- 3Y*
- 145.78%
- 5Y*
- 95.35%
- 10Y*
- 41.47%
SFM vs. POWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -0.87% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
POWL Powell Industries, Inc. | 182.31% | 44.49% | 152.21% | 155.62% | 24.34% | 3.60% | -37.60% | 101.58% | -9.92% | -24.00% |
Correlation
The correlation between SFM and POWL is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013 | 0.17 |
The correlation between SFM and POWL shifts across timeframes, from -0.14 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$7.55B
POWL:
$10.95B
SFM:
$5.20
POWL:
$5.12
SFM:
15.20
POWL:
58.56
SFM:
0.55
POWL:
0.09
SFM:
0.87
POWL:
9.67
SFM:
5.26
POWL:
15.45
SFM:
$8.90B
POWL:
$1.13B
SFM:
$3.41B
POWL:
$340.78M
SFM:
$837.54M
POWL:
$236.11M
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Return for Risk
SFM vs. POWL — Risk / Return Rank
SFM
POWL
SFM vs. POWL - Risk-Adjusted Trends 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.
| SFM | POWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.45 | ||
| Sortino ratioReturn per unit of downside risk | -7.27 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.67 | -0.93 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 13.69 | -14.58 |
| Martin ratioReturn relative to average drawdown | -1.23 | 44.07 | -45.30 |
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 | POWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | 7.24 | -8.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.50 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.76 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.29 | -0.14 |
Drawdowns
SFM vs. POWL - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum POWL drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for SFM and POWL.
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Drawdown Indicators
| SFM | POWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -73.10% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -30.88% | -31.29% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -55.76% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -55.76% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -68.85% | +5.37% |
Current DrawdownCurrent decline from peak | -56.01% | -6.90% | -49.11% |
Average DrawdownAverage peak-to-trough decline | -40.26% | -36.12% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.12% | 9.57% | +35.55% |
Volatility
SFM vs. POWL - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.19%, while Powell Industries, Inc. (POWL) has a volatility of 19.61%. 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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Volatility by Period
| SFM | POWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 19.61% | -6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 29.78% | 42.55% | -12.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.70% | 58.36% | -12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 64.06% | -24.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.77% | 54.66% | -16.89% |
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 0.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POWL Powell Industries, Inc. | 0.12% | 0.34% | 0.48% | 1.19% | 2.96% | 3.53% | 3.53% | 2.12% | 4.16% | 3.63% | 2.67% | 4.00% |
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. 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.
Total Revenue: Total amount of money received from sales and other business activities
SFM vs. POWL - 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%.
POWL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported a gross profit of 87.94M and revenue of 296.62M. Therefore, the gross margin over that period was 29.7%.
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%.
POWL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported an operating income of 57.58M and revenue of 296.62M, resulting in an operating margin of 19.4%.
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%.
POWL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported a net income of 45.89M and revenue of 296.62M, resulting in a net margin of 15.5%.
Frequently Asked Questions
SFM and POWL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POWL has higher volatility (19.61%) compared to SFM (13.19%). In terms of maximum drawdown, SFM dropped -72.88% vs POWL's -73.10%.
POWL currently has the higher Sharpe Ratio (7.24 vs -1.21), 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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