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SFM vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SFMUSD
YTD Return64.60%91.60%
1Y Return115.31%248.32%
3Y Return (Ann)45.54%54.34%
5Y Return (Ann)31.07%64.53%
10Y Return (Ann)11.34%45.82%
Sharpe Ratio4.113.70
Daily Std Dev28.95%65.80%
Max Drawdown-72.88%-88.63%
Current Drawdown0.00%-3.62%

Correlation

-0.50.00.51.00.2

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.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2024FebruaryMarchAprilMay
97.43%
5,930.30%
SFM
USD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sprouts Farmers Market, Inc.

ProShares Ultra Semiconductors

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.


SFM
Sharpe ratio
The chart of Sharpe ratio for SFM, currently valued at 4.11, compared to the broader market-2.00-1.000.001.002.003.004.004.11
Sortino ratio
The chart of Sortino ratio for SFM, currently valued at 5.14, compared to the broader market-4.00-2.000.002.004.006.005.14
Omega ratio
The chart of Omega ratio for SFM, currently valued at 1.68, compared to the broader market0.501.001.502.001.68
Calmar ratio
The chart of Calmar ratio for SFM, currently valued at 3.54, compared to the broader market0.002.004.006.003.54
Martin ratio
The chart of Martin ratio for SFM, currently valued at 34.51, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.0034.51
USD
Sharpe ratio
The chart of Sharpe ratio for USD, currently valued at 3.70, compared to the broader market-2.00-1.000.001.002.003.004.003.70
Sortino ratio
The chart of Sortino ratio for USD, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for USD, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for USD, currently valued at 4.95, compared to the broader market0.002.004.006.004.95
Martin ratio
The chart of Martin ratio for USD, currently valued at 19.92, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.0019.92

SFM vs. USD - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is 4.11, which roughly equals the USD Sharpe Ratio of 3.70. The chart below compares the 12-month rolling Sharpe Ratio of SFM and USD.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00December2024FebruaryMarchAprilMay
4.11
3.70
SFM
USD

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%.


TTM20232022202120202019201820172016201520142013
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
0.03%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay0
-3.62%
SFM
USD

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.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
12.17%
19.13%
SFM
USD