SFM vs. USD
Compare and contrast key facts about Sprouts Farmers Market, Inc. (SFM) and ProShares Ultra Semiconductors (USD).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFM or USD.
Key characteristics
SFM | USD | |
---|---|---|
YTD Return | 64.60% | 91.60% |
1Y Return | 115.31% | 248.32% |
3Y Return (Ann) | 45.54% | 54.34% |
5Y Return (Ann) | 31.07% | 64.53% |
10Y Return (Ann) | 11.34% | 45.82% |
Sharpe Ratio | 4.11 | 3.70 |
Daily Std Dev | 28.95% | 65.80% |
Max Drawdown | -72.88% | -88.63% |
Current Drawdown | 0.00% | -3.62% |
Correlation
The correlation between SFM and USD is 0.19, 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. USD - Performance Comparison
In the year-to-date period, SFM achieves a 64.60% return, which is significantly lower than USD's 91.60% return. Over the past 10 years, SFM has underperformed USD with an annualized return of 11.34%, while USD has yielded a comparatively higher 45.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SFM vs. USD - Risk-Adjusted Performance 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.
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 0.03%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ProShares Ultra Semiconductors | 0.03% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% | 0.89% | 0.63% |
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. For additional features, visit the drawdowns tool.
Volatility
SFM vs. USD - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.17%, while ProShares Ultra Semiconductors (USD) has a volatility of 19.13%. 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.