SFM vs. SMMT
SFM (Sprouts Farmers Market, Inc.) and SMMT (Summit Therapeutics Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while SMMT operates in Biotechnology (Healthcare). Over the past 10 years, SFM returned 13.98%/yr vs 4.15%/yr for SMMT. At a 0.04 correlation, their price movements are largely independent.
Performance
SFM vs. SMMT - 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 SMMT's -19.33% return. Over the past 10 years, SFM has outperformed SMMT with an annualized return of 13.98%, while SMMT has yielded a comparatively lower 4.15% 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%
SMMT
- 1D
- -4.47%
- 1M
- -21.96%
- YTD
- -19.33%
- 6M
- -24.24%
- 1Y
- -31.47%
- 3Y*
- 100.52%
- 5Y*
- 13.84%
- 10Y*
- 4.15%
SFM vs. SMMT - 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% |
SMMT Summit Therapeutics Inc. | -19.33% | -1.99% | 583.72% | -38.59% | 57.99% | -42.77% | 193.75% | 39.13% | -89.62% | 29.44% |
Correlation
The correlation between SFM and SMMT is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2015 | 0.04 |
The correlation between SFM and SMMT shifts across timeframes, from -0.07 (1 year) to 0.09 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.29B
SMMT:
$10.94B
SFM:
$5.20
SMMT:
-$1.60
SFM:
5.78
SMMT:
20.04
SFM:
$8.90B
SMMT:
$0.00
SFM:
$3.41B
SMMT:
-$83.36K
SFM:
$837.54M
SMMT:
-$738.34M
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Return for Risk
SFM vs. SMMT — Risk / Return Rank
SFM
SMMT
SFM vs. SMMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Summit Therapeutics Inc. (SMMT). 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 | SMMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.98 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.60 | -0.19 |
| Martin ratioReturn relative to average drawdown | -1.09 | -0.92 | -0.17 |
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 | SMMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | -0.42 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.08 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.03 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.02 | +0.15 |
Drawdowns
SFM vs. SMMT - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum SMMT drawdown of -95.75%. Use the drawdown chart below to compare losses from any high point for SFM and SMMT.
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Drawdown Indicators
| SFM | SMMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -95.75% | +22.87% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -52.76% | -9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -62.26% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -91.78% | +28.30% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -95.75% | +32.27% |
Current DrawdownCurrent decline from peak | -51.72% | -61.55% | +9.83% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -57.64% | +17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.98% | 34.32% | +10.66% |
Volatility
SFM vs. SMMT - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.71%, while Summit Therapeutics Inc. (SMMT) has a volatility of 22.47%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than SMMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | SMMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 22.47% | -8.76% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 56.53% | -26.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 75.95% | -29.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 185.12% | -145.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 144.63% | -106.81% |
Dividends
SFM vs. SMMT - Dividend Comparison
Neither SFM nor SMMT has paid dividends to shareholders.
Financials
SFM vs. SMMT - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Summit Therapeutics 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
Frequently Asked Questions
SFM and SMMT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMMT has higher volatility (22.47%) compared to SFM (13.71%). In terms of maximum drawdown, SFM dropped -72.88% vs SMMT's -95.75%.
SMMT currently has the higher Sharpe Ratio (-0.42 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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