PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
SFM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SFM vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Sprouts Farmers Market, Inc. (SFM) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFM or SPY.

Correlation

The correlation between SFM and SPY is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SFM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

SFM:

51.80%

SPY:

20.02%

Max Drawdown

SFM:

-8.41%

SPY:

-55.19%

Current Drawdown

SFM:

-6.33%

SPY:

-7.65%

Returns By Period

SFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

SFM vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFM
The Risk-Adjusted Performance Rank of SFM is 9898
Overall Rank
The Sharpe Ratio Rank of SFM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9797
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6969
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and SPDR S&P 500 ETF (SPY). 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

SFM vs. SPY - Dividend Comparison

SFM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SFM vs. SPY - Drawdown Comparison

The maximum SFM drawdown since its inception was -8.41%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SFM and SPY. For additional features, visit the drawdowns tool.

Loading data...

Volatility

SFM vs. SPY - Volatility Comparison

Loading data...