SFM vs. TGOPY

Last updated Jun 13, 2026

SFM (Sprouts Farmers Market, Inc.) and TGOPY (3i Group PLC ADR) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while TGOPY operates in Asset Management (Financial Services). Over the past 5 years, SFM returned 24.38%/yr vs 16.53%/yr for TGOPY. At a 0.09 correlation, their price movements are largely independent.

Performance

SFM vs. TGOPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and 3i Group PLC ADR (TGOPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than TGOPY's -28.83% 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%

TGOPY

• 1D: 3.29%
• 1M: -7.30%
• YTD: -28.83%
• 6M: -25.41%
• 1Y: -45.34%
• 3Y*: 8.86%
• 5Y*: 16.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. TGOPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFM Sprouts Farmers Market, Inc.	8.36%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	29.31%
TGOPY 3i Group PLC ADR	-28.83%	-1.54%	48.13%	94.86%	-2.38%	30.67%	8.74%	49.49%	-17.88%	-0.91%

Correlation

The correlation between SFM and TGOPY is 0.02, 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	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017	0.09

The correlation between SFM and TGOPY shifts across timeframes, from 0.02 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SFM : $8.25B TGOPY : $31.55B
EPS SFM : $5.20 TGOPY : £3.45
PE Ratio SFM : 16.62 TGOPY : 1.68
PS Ratio SFM : 0.95 TGOPY : 3.11
PB Ratio SFM : 5.75 TGOPY : 0.76
Total Revenue (TTM) SFM : $8.90B TGOPY : £5.58B
Gross Profit (TTM) SFM : $3.41B TGOPY : £5.57B
EBITDA (TTM) SFM : $837.54M TGOPY : £9.84B

Return for Risk

SFM vs. TGOPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFM

SFM Risk / Return Rank: 12
SFM Sharpe Ratio Rank: 6
SFM Sortino Ratio Rank: 8
SFM Omega Ratio Rank: 7
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 22

TGOPY

TGOPY Risk / Return Rank: 6
TGOPY Sharpe Ratio Rank: 5
TGOPY Sortino Ratio Rank: 8
TGOPY Omega Ratio Rank: 6
TGOPY Calmar Ratio Rank: 9
TGOPY Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFM vs. TGOPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and 3i Group PLC ADR (TGOPY). 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	TGOPY	Difference
Sharpe ratio: Return per unit of total volatility	-0.98	-0.99	+0.01
Sortino ratio: Return per unit of downside risk	-1.35	-1.31	-0.04
Omega ratio: Gain probability vs. loss probability	0.81	0.80	+0.01
Calmar ratio: Return relative to maximum drawdown	-0.73	-0.86	+0.14
Martin ratio: Return relative to average drawdown	-0.99	-1.65	+0.66

SFM vs. TGOPY - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is comparable to the TGOPY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SFM and TGOPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFM vs. TGOPY - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than TGOPY's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for SFM and TGOPY.

Drawdown Indicators

	SFM	TGOPY	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-58.64%	-14.24%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-52.74%	-9.43%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-52.74%	-10.74%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-52.74%	-10.74%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	—	—
Current Drawdown Current decline from peak	-51.91%	-48.34%	-3.57%
Average Drawdown Average peak-to-trough decline	-40.28%	-10.86%	-29.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.41%	27.49%	+17.92%

Volatility

SFM vs. TGOPY - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while 3i Group PLC ADR (TGOPY) has a volatility of 19.46%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than TGOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	TGOPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	19.46%	-6.96%
Volatility (6M) Calculated over the trailing 6-month period	30.32%	39.20%	-8.88%
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	45.78%	+0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.23%	38.29%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	48.31%	-10.49%

Dividends

SFM vs. TGOPY - Dividend Comparison

SFM has not paid dividends to shareholders, while TGOPY's dividend yield for the trailing twelve months is around 3.40%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
TGOPY 3i Group PLC ADR	3.40%	2.42%	1.83%	2.23%	14.27%	2.62%	2.70%	3.04%	1.66%	0.75%

Financials

Frequently Asked Questions

Can I hold both SFM and TGOPY in my portfolio?

SFM and TGOPY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or TGOPY?

TGOPY has higher volatility (19.46%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs TGOPY's -58.64%.

Which has better risk-adjusted returns?

SFM currently has the higher Sharpe Ratio (-0.98 vs -0.99), 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.