SFM vs. SGOV
SFM (Sprouts Farmers Market, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, SFM returned 24.80%/yr vs 3.64%/yr for SGOV. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
SFM vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a -6.00% return, which is significantly lower than SGOV's 2.04% return.
SFM
- 1D
- 1.91%
- 1M
- -8.73%
- 6M
- 4.83%
- YTD
- -6.00%
- 1Y
- -53.50%
- 3Y*
- 24.08%
- 5Y*
- 24.80%
- 10Y*
- 11.97%
- ALL TIME*
- 6.04%
SGOV
- 1D
- 0.03%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 2.04%
- 1Y
- 3.85%
- 3Y*
- 4.65%
- 5Y*
- 3.64%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $151.42M | $179.07M | $185.67M | |
| $1.66B | $1.89B | $2.03B |
SFM vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -6.00% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | -19.02% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.04% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between SFM and SGOV is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.05 |
Over the past year, SFM and SGOV have become more correlated (0.26) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
SFM vs. SGOV — Risk / Return Rank
SFM
SGOV
SFM vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.88 | ||
| Sortino ratioReturn per unit of downside risk | -384.62 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 383.06 | -382.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 390.94 | -391.86 |
| Martin ratioReturn relative to average drawdown | -1.20 | 6,193.70 | -6,194.90 |
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Drawdowns
SFM vs. SGOV - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SFM and SGOV.
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Drawdown Indicators
| SFM | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -0.03% | -72.85% |
Max Drawdown (1Y)Largest decline over 1 year | -59.30% | -0.01% | -59.29% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -0.01% | -63.47% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -0.03% | -63.45% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -58.29% | 0.00% | -58.29% |
Average DrawdownAverage peak-to-trough decline | -40.41% | 0.00% | -40.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.29% | 0.00% | +46.29% |
Volatility
SFM vs. SGOV - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.12% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.12% | 0.05% | +12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 30.93% | 0.13% | +30.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.05% | 0.19% | +46.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.51% | 0.24% | +39.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.02% | 0.24% | +37.78% |
Dividends
SFM vs. SGOV - Dividend Comparison
SFM has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
SFM and SGOV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.12%) compared to SGOV (0.05%). In terms of maximum drawdown, SFM dropped -72.88% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.72 vs -1.16), 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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