SFM vs. SPOT
SFM (Sprouts Farmers Market, Inc.) and SPOT (Spotify Technology S.A.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while SPOT operates in Internet Content & Information (Communication Services). Over the past 5 years, SFM returned 24.38%/yr vs 14.62%/yr for SPOT. At a 0.12 correlation, their price movements are largely independent.
Performance
SFM vs. SPOT - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than SPOT's -17.00% return.
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
SPOT
- 1D
- -0.82%
- 1M
- 11.86%
- YTD
- -17.00%
- 6M
- -19.37%
- 1Y
- -31.42%
- 3Y*
- 47.06%
- 5Y*
- 14.62%
- 10Y*
- —
SFM vs. SPOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | 3.11% |
SPOT Spotify Technology S.A. | -17.00% | 29.80% | 138.08% | 138.01% | -66.27% | -25.62% | 110.40% | 31.76% | -31.59% |
Correlation
The correlation between SFM and SPOT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2018 | 0.12 |
The correlation between SFM and SPOT shifts across timeframes, from 0.11 (1 year) to 0.21 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SFM:
$8.25B
SPOT:
$100.87B
SFM:
$5.20
SPOT:
€12.94
SFM:
16.62
SPOT:
32.21
SFM:
0.60
SPOT:
0.36
SFM:
0.95
SPOT:
4.98
SFM:
5.75
SPOT:
10.87
SFM:
$8.90B
SPOT:
€17.60B
SFM:
$3.41B
SPOT:
€5.68B
SFM:
$837.54M
SPOT:
€2.75B
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Return for Risk
SFM vs. SPOT — Risk / Return Rank
SFM
SPOT
SFM vs. SPOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Spotify Technology S.A. (SPOT). 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 | SPOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.89 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.67 | -0.05 |
| Martin ratioReturn relative to average drawdown | -0.99 | -1.16 | +0.17 |
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Drawdowns
SFM vs. SPOT - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for SFM and SPOT.
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Drawdown Indicators
| SFM | SPOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -80.51% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -46.80% | -15.37% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -46.80% | -16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -76.39% | +12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -51.91% | -37.88% | -14.03% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -30.87% | -9.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 27.16% | +18.25% |
Volatility
SFM vs. SPOT - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while Spotify Technology S.A. (SPOT) has a volatility of 16.23%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | SPOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 16.23% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 37.28% | -6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 45.28% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 47.58% | -8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 47.36% | -9.54% |
Dividends
SFM vs. SPOT - Dividend Comparison
Neither SFM nor SPOT has paid dividends to shareholders.
Financials
SFM vs. SPOT - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Spotify Technology S.A.. 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. SPOT - 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%.
SPOT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a gross profit of 1.51B and revenue of 4.61B. Therefore, the gross margin over that period was 32.9%.
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%.
SPOT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported an operating income of 726.76M and revenue of 4.61B, resulting in an operating margin of 15.8%.
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%.
SPOT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a net income of 732.86M and revenue of 4.61B, resulting in a net margin of 15.9%.
Frequently Asked Questions
SFM and SPOT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPOT has higher volatility (16.23%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs SPOT's -80.51%.
SPOT currently has the higher Sharpe Ratio (-0.70 vs -0.98), 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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