SFM vs. USD
SFM (Sprouts Farmers Market, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, SFM returned 14.44%/yr vs 61.02%/yr for USD. At a 0.16 correlation, their price movements are largely independent.
Performance
SFM vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 6.08% return, which is significantly lower than USD's 84.65% return. Over the past 10 years, SFM has underperformed USD with an annualized return of 14.44%, while USD has yielded a comparatively higher 61.02% annualized return.
SFM
- 1D
- 4.54%
- 1M
- -2.54%
- YTD
- 6.08%
- 6M
- 8.18%
- 1Y
- -51.23%
- 3Y*
- 34.82%
- 5Y*
- 26.28%
- 10Y*
- 14.44%
USD
- 1D
- -12.35%
- 1M
- 1.73%
- YTD
- 84.65%
- 6M
- 79.76%
- 1Y
- 206.76%
- 3Y*
- 114.28%
- 5Y*
- 63.13%
- 10Y*
- 61.02%
SFM vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 6.08% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
USD ProShares Ultra Semiconductors | 84.65% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between SFM and USD is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.16 |
The correlation between SFM and USD shifts across timeframes, from -0.14 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFM vs. USD — Risk / Return Rank
SFM
USD
SFM vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.17 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.40 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 6.54 | -7.38 |
| Martin ratioReturn relative to average drawdown | -1.14 | 18.16 | -19.29 |
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Drawdowns
SFM vs. USD - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for SFM and USD.
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Drawdown Indicators
| SFM | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -88.63% | +15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -61.35% | -31.80% | -29.55% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -64.46% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -77.85% | +14.37% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -77.85% | +14.37% |
Current DrawdownCurrent decline from peak | -52.93% | -14.69% | -38.24% |
Average DrawdownAverage peak-to-trough decline | -40.30% | -32.29% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.12% | 11.44% | +34.68% |
Volatility
SFM vs. USD - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.13%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.07%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 34.07% | -20.94% |
Volatility (6M)Calculated over the trailing 6-month period | 30.98% | 54.13% | -23.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.47% | 67.96% | -21.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.32% | 77.73% | -38.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.89% | 69.83% | -31.94% |
Dividends
SFM vs. USD - Dividend Comparison
SFM has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.25%.
| 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% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
SFM and USD have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.07%) compared to SFM (13.13%). In terms of maximum drawdown, SFM dropped -72.88% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (3.06 vs -1.11), 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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