SFM vs. VOO

Last updated Jul 25, 2026

SFM (Sprouts Farmers Market, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SFM returned 11.97%/yr vs 14.95%/yr for VOO. Their 0.24 correlation means their historical movements had little consistent relationship.

Performance

SFM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a -6.00% return, which is significantly lower than VOO's 8.95% return. Over the past 10 years, SFM has underperformed VOO with an annualized return of 11.97%, while VOO has yielded a comparatively higher 14.95% annualized return.

SFM

• 1D: 1.91%
• 1M: -8.73%
• 6M: 4.83%
• YTD: -6.00%
• 1Y: -53.50%
• 3Y*: 24.08%
• 5Y*: 24.80%
• 10Y*: 11.97%
• ALL TIME*: 6.04%

VOO

• 1D: 0.08%
• 1M: 0.80%
• 6M: 7.80%
• YTD: 8.95%
• 1Y: 17.35%
• 3Y*: 19.06%
• 5Y*: 12.51%
• 10Y*: 14.95%
• ALL TIME*: 14.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SFM Sprouts Farmers Market, Inc.	$151.42M	$179.07M	$185.67M
VOO Vanguard S&P 500 ETF	$3.42B	$4.58B	$5.39B

SFM vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFM Sprouts Farmers Market, Inc.	-6.00%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	28.70%
VOO Vanguard S&P 500 ETF	8.95%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between SFM and VOO is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.05
Correlation (3Y) Balances recent behavior with more history.	0.18
Correlation (5Y) Shows whether the relationship held over a longer period.	0.22
Correlation (10Y) Provides a long-term view across more market conditions.	0.22
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.24

The correlation between SFM and VOO shifts across timeframes, from -0.05 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFM vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFM

SFM Risk / Return Rank: 8
SFM Sharpe Ratio Rank: 3
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 4
SFM Calmar Ratio Rank: 8
SFM Martin Ratio Rank: 18

VOO

VOO Risk / Return Rank: 61
VOO Sharpe Ratio Rank: 61
VOO Sortino Ratio Rank: 59
VOO Omega Ratio Rank: 60
VOO Calmar Ratio Rank: 58
VOO Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-1.16	1.42	-2.58
Sortino ratio: Return per unit of downside risk	-1.80	1.99	-3.79
Omega ratio: Gain probability vs. loss probability	0.76	1.26	-0.50
Calmar ratio: Return relative to maximum drawdown	-0.92	2.01	-2.93
Martin ratio: Return relative to average drawdown	-1.20	8.67	-9.87

SFM vs. VOO - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.16, which is lower than the VOO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SFM and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFM vs. VOO - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFM and VOO.

Drawdown Indicators

	SFM	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-33.99%	-38.89%
Max Drawdown (1Y) Largest decline over 1 year	-59.30%	-8.90%	-50.40%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-18.69%	-44.79%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-24.52%	-38.96%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	-33.99%	-29.49%
Current Drawdown Current decline from peak	-58.29%	-2.45%	-55.84%
Average Drawdown Average peak-to-trough decline	-40.41%	-3.67%	-36.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.29%	2.06%	+44.23%

Volatility

SFM vs. VOO - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.12% compared to Vanguard S&P 500 ETF (VOO) at 3.22%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.12%	3.22%	+8.90%
Volatility (6M) Calculated over the trailing 6-month period	30.93%	9.84%	+21.09%
Volatility (1Y) Calculated over the trailing 1-year period	47.05%	12.62%	+34.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.51%	16.90%	+22.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.02%	18.00%	+20.02%

Dividends

SFM vs. VOO - Dividend Comparison

SFM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.08%.

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%
VOO Vanguard S&P 500 ETF	1.08%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both SFM and VOO in my portfolio?

SFM and VOO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or VOO?

SFM has higher volatility (12.12%) compared to VOO (3.22%). In terms of maximum drawdown, SFM dropped -72.88% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.42 vs -1.16), 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.