SFM vs. RYCEY
SFM (Sprouts Farmers Market, Inc.) and RYCEY (Rolls-Royce Holdings plc) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, SFM returned 13.98%/yr vs 7.82%/yr for RYCEY. At a 0.10 correlation, their price movements are largely independent.
Performance
SFM vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.80% return, which is significantly higher than RYCEY's 6.89% return. Over the past 10 years, SFM has outperformed RYCEY with an annualized return of 13.98%, while RYCEY has yielded a comparatively lower 7.82% annualized return.
SFM
- 1D
- 4.60%
- 1M
- 4.65%
- YTD
- 8.80%
- 6M
- 3.81%
- 1Y
- -48.76%
- 3Y*
- 36.73%
- 5Y*
- 25.66%
- 10Y*
- 13.98%
RYCEY
- 1D
- -0.24%
- 1M
- -0.36%
- YTD
- 6.89%
- 6M
- 11.28%
- 1Y
- 38.97%
- 3Y*
- 110.24%
- 5Y*
- 60.04%
- 10Y*
- 7.82%
SFM vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.80% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
RYCEY Rolls-Royce Holdings plc | 6.89% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between SFM and RYCEY is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.10 |
The correlation between SFM and RYCEY shifts across timeframes, from -0.09 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
RYCEY:
$140.58B
SFM:
$5.20
RYCEY:
$0.99
SFM:
16.68
RYCEY:
16.89
SFM:
0.61
RYCEY:
0.03
SFM:
0.95
RYCEY:
3.52
SFM:
5.78
RYCEY:
51.66
SFM:
$8.90B
RYCEY:
$40.04B
SFM:
$3.41B
RYCEY:
$10.10B
SFM:
$837.54M
RYCEY:
$8.04B
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Return for Risk
SFM vs. RYCEY — Risk / Return Rank
SFM
RYCEY
SFM vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Rolls-Royce Holdings plc (RYCEY). 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 | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.20 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.80 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.09 | 5.11 | -6.19 |
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 | RYCEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 1.04 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.39 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.16 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.23 | +0.40 |
Drawdowns
SFM vs. RYCEY - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SFM and RYCEY.
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Drawdown Indicators
| SFM | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -99.07% | +26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -21.75% | -40.42% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -23.37% | -40.11% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -62.01% | -1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -94.64% | +31.16% |
Current DrawdownCurrent decline from peak | -51.72% | -78.78% | +27.06% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -84.19% | +43.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 7.65% | +37.33% |
Volatility
SFM vs. RYCEY - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 13.71% compared to Rolls-Royce Holdings plc (RYCEY) at 11.26%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 11.26% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 32.56% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 37.74% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 43.44% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 49.35% | -11.53% |
Dividends
SFM vs. RYCEY - Dividend Comparison
SFM has not paid dividends to shareholders, while RYCEY's dividend yield for the trailing twelve months is around 0.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.76% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
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. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Rolls-Royce Holdings plc. 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. RYCEY - 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%.
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
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%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
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%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
Frequently Asked Questions
SFM and RYCEY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.71%) compared to RYCEY (11.26%). In terms of maximum drawdown, SFM dropped -72.88% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.04 vs -1.06), 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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