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 13.15%/yr vs 57.21%/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
Over the past 10 years, SFM has underperformed USD with an annualized return of 13.15%, while USD has yielded a comparatively higher 57.21% annualized return.
SFM
- 1D
- -1.47%
- 1M
- -7.71%
- 6M
- -0.66%
- YTD
- -0.00%
- 1Y
- -50.11%
- 3Y*
- 28.41%
- 5Y*
- 25.64%
- 10Y*
- 13.15%
USD
- 1D
- -8.00%
- 1M
- -8.85%
- 6M
- 60.45%
- YTD
- 70.32%
- 1Y
- 127.92%
- 3Y*
- 99.92%
- 5Y*
- 59.89%
- 10Y*
- 57.21%
SFM vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -0.00% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
USD ProShares Ultra Semiconductors | 70.32% | 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
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 | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.29 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 4.05 | -4.86 |
| Martin ratioReturn relative to average drawdown | -1.08 | 10.59 | -11.67 |
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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 | -55.62% | -21.31% | -34.31% |
Average DrawdownAverage peak-to-trough decline | -40.36% | -32.25% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.58% | 12.13% | +34.45% |
Volatility
SFM vs. USD - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.46%, while ProShares Ultra Semiconductors (USD) has a volatility of 32.41%. 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 | 12.46% | 32.41% | -19.95% |
Volatility (6M)Calculated over the trailing 6-month period | 31.63% | 57.60% | -25.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.85% | 70.64% | -23.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.42% | 78.22% | -38.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.98% | 70.05% | -32.07% |
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 0.34%.
| 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 | 0.34% | 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 (32.41%) compared to SFM (12.46%). In terms of maximum drawdown, SFM dropped -72.88% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.83 vs -1.07), 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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