SFM vs. TUR
Compare and contrast key facts about Sprouts Farmers Market, Inc. (SFM) and iShares MSCI Turkey ETF (TUR).
TUR is a passively managed fund by iShares that tracks the performance of the MSCI Turkey Investable Market Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFM or TUR.
Key characteristics
| SFM | TUR | |
|---|---|---|
| YTD Return | 63.31% | 33.67% |
| 1Y Return | 117.10% | 52.45% |
| 3Y Return (Ann) | 44.09% | 26.38% |
| 5Y Return (Ann) | 30.25% | 19.50% |
| 10Y Return (Ann) | 10.98% | 0.64% |
| Sharpe Ratio | 4.04 | 1.62 |
| Daily Std Dev | 28.93% | 28.93% |
| Max Drawdown | -72.88% | -72.34% |
| Current Drawdown | 0.00% | -24.33% |
Correlation
The correlation between SFM and TUR is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SFM vs. TUR - Performance Comparison
In the year-to-date period, SFM achieves a 63.31% return, which is significantly higher than TUR's 33.67% return. Over the past 10 years, SFM has outperformed TUR with an annualized return of 10.98%, while TUR has yielded a comparatively lower 0.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SFM vs. TUR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and iShares MSCI Turkey ETF (TUR). 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.
Dividends
SFM vs. TUR - Dividend Comparison
SFM has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 3.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TUR iShares MSCI Turkey ETF | 3.32% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
Drawdowns
SFM vs. TUR - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, roughly equal to the maximum TUR drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for SFM and TUR. For additional features, visit the drawdowns tool.
Volatility
SFM vs. TUR - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.38% compared to iShares MSCI Turkey ETF (TUR) at 5.17%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.