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 12.45%/yr vs 62.16%/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 -0.87% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, SFM has underperformed USD with an annualized return of 12.45%, while USD has yielded a comparatively higher 62.16% annualized return.
SFM
- 1D
- 1.19%
- 1M
- -2.12%
- YTD
- -0.87%
- 6M
- -7.19%
- 1Y
- -54.92%
- 3Y*
- 33.68%
- 5Y*
- 23.42%
- 10Y*
- 12.45%
USD
- 1D
- -1.14%
- 1M
- 44.53%
- YTD
- 114.00%
- 6M
- 111.06%
- 1Y
- 274.62%
- 3Y*
- 127.67%
- 5Y*
- 69.52%
- 10Y*
- 62.16%
SFM vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | -0.87% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
USD ProShares Ultra Semiconductors | 114.00% | 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 -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013 | 0.16 |
The correlation between SFM and USD shifts across timeframes, from -0.15 (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.
| SFM | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.74 | ||
| Sortino ratioReturn per unit of downside risk | -5.70 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.51 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 8.70 | -9.58 |
| Martin ratioReturn relative to average drawdown | -1.23 | 25.16 | -26.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFM | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | 4.53 | -5.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.91 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.90 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.49 | -0.34 |
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 | -62.17% | -31.80% | -30.37% |
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 | -56.01% | -1.14% | -54.87% |
Average DrawdownAverage peak-to-trough decline | -40.26% | -32.35% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.12% | 10.97% | +34.15% |
Volatility
SFM vs. USD - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 13.19%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. 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 | 13.19% | 20.36% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 29.78% | 46.39% | -16.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.70% | 61.22% | -15.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 76.55% | -37.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.77% | 69.23% | -31.46% |
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 0.21%.
| 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 | 0.21% | 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 -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (20.36%) compared to SFM (13.19%). In terms of maximum drawdown, SFM dropped -72.88% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.53 vs -1.21), 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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