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

Correlation

The correlation between SFM and POWL is 0.19, 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.


-0.50.00.51.00.2

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.

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
66.05%
85.73%
SFM
POWL

Key characteristics

Sharpe Ratio

SFM:

5.10

POWL:

2.44

Sortino Ratio

SFM:

6.57

POWL:

3.38

Omega Ratio

SFM:

1.87

POWL:

1.41

Calmar Ratio

SFM:

9.64

POWL:

6.04

Martin Ratio

SFM:

37.24

POWL:

10.95

Ulcer Index

SFM:

4.59%

POWL:

20.45%

Daily Std Dev

SFM:

33.56%

POWL:

91.85%

Max Drawdown

SFM:

-72.88%

POWL:

-73.09%

Current Drawdown

SFM:

-9.86%

POWL:

-25.77%

Fundamentals

Market Cap

SFM:

$14.05B

POWL:

$3.15B

EPS

SFM:

$3.43

POWL:

$12.49

PE Ratio

SFM:

40.60

POWL:

20.92

PEG Ratio

SFM:

3.35

POWL:

1.34

Total Revenue (TTM)

SFM:

$5.72B

POWL:

$818.34M

Gross Profit (TTM)

SFM:

$2.12B

POWL:

$224.89M

EBITDA (TTM)

SFM:

$606.85M

POWL:

$158.12M

Returns By Period

In the year-to-date period, SFM achieves a 9.59% return, which is significantly lower than POWL's 17.91% return. Over the past 10 years, SFM has underperformed POWL with an annualized return of 14.40%, while POWL has yielded a comparatively higher 24.14% annualized return.


SFM

YTD

9.59%

1M

5.73%

6M

67.25%

1Y

169.76%

5Y*

51.99%

10Y*

14.40%

POWL

YTD

17.91%

1M

6.32%

6M

90.34%

1Y

227.74%

5Y*

45.59%

10Y*

24.14%

*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 9999
Overall Rank
The Sharpe Ratio Rank of SFM is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9999
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9999
Martin Ratio Rank

POWL
The Risk-Adjusted Performance Rank of POWL is 9494
Overall Rank
The Sharpe Ratio Rank of POWL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of POWL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of POWL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of POWL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of POWL is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 5.10, compared to the broader market-2.000.002.004.005.102.44
The chart of Sortino ratio for SFM, currently valued at 6.57, compared to the broader market-4.00-2.000.002.004.006.006.573.38
The chart of Omega ratio for SFM, currently valued at 1.87, compared to the broader market0.501.001.502.001.871.41
The chart of Calmar ratio for SFM, currently valued at 9.64, compared to the broader market0.002.004.006.009.646.04
The chart of Martin ratio for SFM, currently valued at 37.24, compared to the broader market-10.000.0010.0020.0030.0037.2410.95
SFM
POWL

The current SFM Sharpe Ratio is 5.10, which is higher than the POWL Sharpe Ratio of 2.44. 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.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00AugustSeptemberOctoberNovemberDecember2025
5.10
2.44
SFM
POWL

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 0.41%.


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.
0.41%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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.86%
-25.77%
SFM
POWL

Volatility

SFM vs. POWL - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 9.17%, while Powell Industries, Inc. (POWL) has a volatility of 16.17%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.17%
16.17%
SFM
POWL

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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