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 14.34%/yr vs 54.19%/yr for USD. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
SFM vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 9.40% return, which is significantly lower than USD's 50.25% return. Over the past 10 years, SFM has underperformed USD with an annualized return of 14.34%, while USD has yielded a comparatively higher 54.19% annualized return.
SFM
- 1D
- 0.36%
- 1M
- -3.09%
- 6M
- 22.92%
- YTD
- 9.40%
- 1Y
- -43.43%
- 3Y*
- 31.58%
- 5Y*
- 28.81%
- 10Y*
- 14.34%
- ALL TIME*
- 7.27%
USD
- 1D
- 1.44%
- 1M
- -10.08%
- 6M
- 34.80%
- YTD
- 50.25%
- 1Y
- 92.29%
- 3Y*
- 87.71%
- 5Y*
- 55.02%
- 10Y*
- 54.19%
- ALL TIME*
- 28.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $191.27M | $179.01M | $185.61M | |
| $68.86M | $72.62M | $95.81M |
SFM vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 9.40% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
USD ProShares Ultra Semiconductors | 50.25% | 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 -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 -0.18 (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 | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.22 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.16 | -2.90 |
| Martin ratioReturn relative to average drawdown | -0.97 | 6.21 | -7.19 |
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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 | -57.45% | -39.33% | -18.12% |
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 | -51.45% | -30.59% | -20.86% |
Average DrawdownAverage peak-to-trough decline | -40.43% | -32.23% | -8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.63% | 13.62% | +30.01% |
Volatility
SFM vs. USD - Volatility Comparison
The current volatility for Sprouts Farmers Market, Inc. (SFM) is 14.93%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. 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 | 14.93% | 28.19% | -13.26% |
Volatility (6M)Calculated over the trailing 6-month period | 32.27% | 61.13% | -28.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.17% | 73.80% | -25.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.76% | 78.73% | -38.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.14% | 70.38% | -32.24% |
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 0.39%.
| 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 | 0.39% | 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 -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.19%) compared to SFM (14.93%). In terms of maximum drawdown, SFM dropped -72.88% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.15 vs -0.89), 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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