SFM vs. TME
SFM (Sprouts Farmers Market, Inc.) and TME (Tencent Music Entertainment Group) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while TME operates in Internet Content & Information (Communication Services). Over the past 5 years, SFM returned 28.81%/yr vs -1.27%/yr for TME. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
SFM vs. TME - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFM achieves a 9.40% return, which is significantly higher than TME's -44.65% return.
SFM
- 1D
- 0.36%
- 1M
- -3.09%
- 6M
- 22.92%
- YTD
- 9.40%
- 1Y
- -43.43%
- 3Y*
- 31.58%
- 5Y*
- 28.81%
- 10Y*
- 14.34%
- ALL TIME*
- 7.27%
TME
- 1D
- -0.32%
- 1M
- 9.50%
- 6M
- -42.17%
- YTD
- -44.65%
- 1Y
- -52.76%
- 3Y*
- 14.01%
- 5Y*
- -1.27%
- 10Y*
- —
- ALL TIME*
- -4.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $191.27M | $179.01M | $185.61M | |
| $57.80M | $53.31M | $88.19M |
SFM vs. TME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 9.40% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -2.81% |
TME Tencent Music Entertainment Group | -44.65% | 56.39% | 27.12% | 8.82% | 20.88% | -64.40% | 63.88% | -11.20% | -6.24% |
Correlation
The correlation between SFM and TME is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.07 |
Fundamentals
SFM:
$8.13B
TME:
$14.52B
SFM:
$5.21
TME:
CN¥5.49
SFM:
16.74
TME:
11.62
SFM:
0.61
TME:
0.29
SFM:
0.93
TME:
3.06
SFM:
5.48
TME:
1.34
SFM:
$9.00B
TME:
CN¥32.50B
SFM:
$3.37B
TME:
CN¥18.52B
SFM:
$914.81M
TME:
CN¥13.20B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFM vs. TME — Risk / Return Rank
SFM
TME
SFM vs. TME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Tencent Music Entertainment Group (TME). 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 | TME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.75 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.79 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.97 | -1.19 | +0.22 |
Loading charts...
Drawdowns
SFM vs. TME - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum TME drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for SFM and TME.
Loading charts...
Drawdown Indicators
| SFM | TME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -90.19% | +17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -57.45% | -68.21% | +10.76% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -68.21% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -71.08% | +7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | — | — |
Current DrawdownCurrent decline from peak | -51.45% | -68.81% | +17.36% |
Average DrawdownAverage peak-to-trough decline | -40.43% | -52.34% | +11.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.63% | 45.17% | -1.54% |
Volatility
SFM vs. TME - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 14.93% compared to Tencent Music Entertainment Group (TME) at 9.18%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than TME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFM | TME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.93% | 9.18% | +5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 32.27% | 40.78% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.17% | 46.89% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.76% | 59.67% | -19.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.14% | 56.32% | -18.18% |
Dividends
SFM vs. TME - Dividend Comparison
SFM has not paid dividends to shareholders, while TME's dividend yield for the trailing twelve months is around 2.54%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% |
TME Tencent Music Entertainment Group | 2.54% | 1.03% | 1.21% |
Financials
SFM vs. TME - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Tencent Music Entertainment Group. 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. TME - Profitability Comparison
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a gross profit of 900.65M and revenue of 2.33B. Therefore, the gross margin over that period was 38.7%.
TME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tencent Music Entertainment Group reported a gross profit of 3.52B and revenue of 7.85B. Therefore, the gross margin over that period was 44.9%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported an operating income of 174.17M and revenue of 2.33B, resulting in an operating margin of 7.5%.
TME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tencent Music Entertainment Group reported an operating income of 2.32B and revenue of 7.85B, resulting in an operating margin of 29.6%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sprouts Farmers Market, Inc. reported a net income of 129.20M and revenue of 2.33B, resulting in a net margin of 5.6%.
TME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tencent Music Entertainment Group reported a net income of 2.08B and revenue of 7.85B, resulting in a net margin of 26.5%.
Frequently Asked Questions
SFM and TME 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.
SFM has higher volatility (14.93%) compared to TME (9.18%). In terms of maximum drawdown, SFM dropped -72.88% vs TME's -90.19%.
SFM currently has the higher Sharpe Ratio (-0.89 vs -1.15), 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.
Find the right allocation for SFM and TME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer