SFM vs. TUR
SFM (Sprouts Farmers Market, Inc.) is a stock, while TUR (iShares MSCI Turkey ETF) is Emerging Markets Equities fund tracking the MSCI Turkey Investable Market Index. Over the past 10 years, SFM returned 14.34%/yr vs 2.90%/yr for TUR. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
SFM vs. TUR - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 9.40% return, which is significantly lower than TUR's 11.93% return. Over the past 10 years, SFM has outperformed TUR with an annualized return of 14.34%, while TUR has yielded a comparatively lower 2.90% annualized 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%
TUR
- 1D
- 0.90%
- 1M
- -3.25%
- 6M
- -6.60%
- YTD
- 11.93%
- 1Y
- 14.75%
- 3Y*
- 6.78%
- 5Y*
- 14.48%
- 10Y*
- 2.90%
- ALL TIME*
- 1.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $191.27M | $179.01M | $185.61M | |
| $3.86M | $3.70M | $9.25M |
SFM vs. TUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 9.40% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
TUR iShares MSCI Turkey ETF | 11.93% | -1.54% | 12.91% | -8.83% | 105.75% | -27.41% | -1.19% | 14.49% | -41.46% | 37.58% |
Correlation
The correlation between SFM and TUR is -0.09, 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. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.09 |
The correlation between SFM and TUR shifts across timeframes, from -0.09 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFM vs. TUR — Risk / Return Rank
SFM
TUR
SFM vs. TUR - Risk-Adjusted Trends 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.
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 | TUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.13 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 0.94 | -1.68 |
| Martin ratioReturn relative to average drawdown | -0.97 | 2.29 | -3.26 |
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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.
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Drawdown Indicators
| SFM | TUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -72.34% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -57.45% | -16.07% | -41.38% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -31.63% | -31.85% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -31.63% | -31.85% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -59.25% | -4.23% |
Current DrawdownCurrent decline from peak | -51.45% | -29.55% | -21.90% |
Average DrawdownAverage peak-to-trough decline | -40.43% | -39.79% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.63% | 6.56% | +37.07% |
Volatility
SFM vs. TUR - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 14.93% compared to iShares MSCI Turkey ETF (TUR) at 4.72%. 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.
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Volatility by Period
| SFM | TUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.93% | 4.72% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 32.27% | 20.10% | +12.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.17% | 24.54% | +23.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.76% | 34.14% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.14% | 34.10% | +4.04% |
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 2.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.20% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
Frequently Asked Questions
SFM and TUR have a correlation of -0.09, 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 TUR (4.72%). In terms of maximum drawdown, SFM dropped -72.88% vs TUR's -72.34%.
TUR currently has the higher Sharpe Ratio (0.61 vs -0.89), 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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