SFM vs. QQQM
SFM (Sprouts Farmers Market, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, SFM returned 25.64%/yr vs 15.18%/yr for QQQM. At a 0.16 correlation, their price movements are largely independent.
Performance
SFM vs. QQQM - Performance Comparison
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Returns By Period
SFM
- 1D
- -1.47%
- 1M
- -7.71%
- 6M
- -0.66%
- YTD
- -0.00%
- 1Y
- -50.11%
- 3Y*
- 28.41%
- 5Y*
- 25.64%
- 10Y*
- 13.15%
QQQM
- 1D
- -1.89%
- 1M
- -1.22%
- 6M
- 13.77%
- YTD
- 16.16%
- 1Y
- 29.11%
- 3Y*
- 24.16%
- 5Y*
- 15.18%
- 10Y*
- —
SFM vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -0.00% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | -6.82% |
QQQM Invesco NASDAQ 100 ETF | 16.16% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between SFM and QQQM is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.16 |
The correlation between SFM and QQQM shifts across timeframes, from -0.08 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SFM vs. QQQM — Risk / Return Rank
SFM
QQQM
SFM vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Invesco NASDAQ 100 ETF (QQQM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFM | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.28 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.44 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.08 | 8.75 | -9.82 |
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Drawdowns
SFM vs. QQQM - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SFM and QQQM.
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Drawdown Indicators
| SFM | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -35.04% | -37.84% |
Max Drawdown (1Y)Largest decline over 1 year | -61.35% | -11.96% | -49.39% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -22.70% | -40.78% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -35.04% | -28.44% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -55.62% | -4.50% | -51.12% |
Average DrawdownAverage peak-to-trough decline | -40.36% | -8.16% | -32.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.58% | 3.34% | +43.24% |
Volatility
SFM vs. QQQM - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.46% compared to Invesco NASDAQ 100 ETF (QQQM) at 8.48%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.46% | 8.48% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 31.63% | 15.23% | +16.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.85% | 18.46% | +28.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.42% | 22.64% | +16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.98% | 22.31% | +15.67% |
Dividends
SFM vs. QQQM - Dividend Comparison
SFM has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SFM and QQQM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.46%) compared to QQQM (8.48%). In terms of maximum drawdown, SFM dropped -72.88% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.59 vs -1.07), 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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