SFM vs. WMT
SFM (Sprouts Farmers Market, Inc.) and WMT (Walmart Inc.) are both stocks. Both are in the Consumer Defensive sector — SFM in Grocery Stores, WMT in Discount Stores. Over the past 10 years, SFM returned 14.32%/yr vs 19.77%/yr for WMT. At a 0.29 correlation, their price movements are largely independent.
Performance
SFM vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, SFM achieves a 8.36% return, which is significantly lower than WMT's 9.07% return. Over the past 10 years, SFM has underperformed WMT with an annualized return of 14.32%, while WMT has yielded a comparatively higher 19.77% annualized return.
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
SFM vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between SFM and WMT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.29 |
Fundamentals
SFM:
$8.25B
WMT:
$968.20B
SFM:
$5.20
WMT:
$2.88
SFM:
16.62
WMT:
42.04
SFM:
0.60
WMT:
2.75
SFM:
0.95
WMT:
1.34
SFM:
5.75
WMT:
10.26
SFM:
$8.90B
WMT:
$725.31B
SFM:
$3.41B
WMT:
$181.16B
SFM:
$837.54M
WMT:
$44.32B
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Return for Risk
SFM vs. WMT — Risk / Return Rank
SFM
WMT
SFM vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.23 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.83 | -2.56 |
| Martin ratioReturn relative to average drawdown | -0.99 | 5.82 | -6.81 |
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Drawdowns
SFM vs. WMT - Drawdown Comparison
The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for SFM and WMT.
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Drawdown Indicators
| SFM | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -77.14% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -62.17% | -15.75% | -46.42% |
Max Drawdown (3Y)Largest decline over 3 years | -63.48% | -21.93% | -41.55% |
Max Drawdown (5Y)Largest decline over 5 years | -63.48% | -25.74% | -37.74% |
Max Drawdown (10Y)Largest decline over 10 years | -63.48% | -25.74% | -37.74% |
Current DrawdownCurrent decline from peak | -51.91% | -9.81% | -42.10% |
Average DrawdownAverage peak-to-trough decline | -40.28% | -14.63% | -25.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.41% | 4.94% | +40.47% |
Volatility
SFM vs. WMT - Volatility Comparison
Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 12.50% compared to Walmart Inc. (WMT) at 9.86%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFM | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 9.86% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 18.49% | +11.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.09% | 23.67% | +22.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 21.68% | +17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.82% | 21.73% | +16.09% |
Dividends
SFM vs. WMT - Dividend Comparison
SFM has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.
| 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% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
SFM vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Sprouts Farmers Market, Inc. and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SFM vs. WMT - Profitability Comparison
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
SFM and WMT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.50%) compared to WMT (9.86%). In terms of maximum drawdown, SFM dropped -72.88% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 vs -0.98), 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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