SFM vs. ZIVO

Last updated Jun 13, 2026

SFM (Sprouts Farmers Market, Inc.) and ZIVO (ZIVO Bioscience, Inc.) are both stocks. SFM operates in Grocery Stores (Consumer Defensive), while ZIVO operates in Biotechnology (Healthcare). Over the past 10 years, SFM returned 14.32%/yr vs 25.93%/yr for ZIVO. At a 0.03 correlation, their price movements are largely independent.

Performance

SFM vs. ZIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and ZIVO Bioscience, Inc. (ZIVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a 8.36% return, which is significantly higher than ZIVO's -57.82% return. Over the past 10 years, SFM has underperformed ZIVO with an annualized return of 14.32%, while ZIVO has yielded a comparatively higher 25.93% 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%

ZIVO

• 1D: 8.68%
• 1M: 35.93%
• YTD: -57.82%
• 6M: -47.27%
• 1Y: -73.77%
• 3Y*: -39.34%
• 5Y*: -33.49%
• 10Y*: 25.93%

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

SFM vs. ZIVO - 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%
ZIVO ZIVO Bioscience, Inc.	-57.82%	-59.53%	1,691.67%	-92.00%	-12.89%	1,813.33%	-11.76%	30.77%	44.44%	-5.26%

Correlation

The correlation between SFM and ZIVO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.03

Fundamentals

Market Cap SFM : $8.25B ZIVO : $14.26M
EPS SFM : $5.20 ZIVO : -$2.58
PS Ratio SFM : 0.95 ZIVO : 118.32
Total Revenue (TTM) SFM : $8.90B ZIVO : $119.03K
Gross Profit (TTM) SFM : $3.41B ZIVO : $39.21K
EBITDA (TTM) SFM : $837.54M ZIVO : -$9.86M

Return for Risk

SFM vs. ZIVO — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 12
SFM Sharpe Ratio Rank: 6
SFM Sortino Ratio Rank: 8
SFM Omega Ratio Rank: 7
SFM Calmar Ratio Rank: 15
SFM Martin Ratio Rank: 22

ZIVO

ZIVO Risk / Return Rank: 22
ZIVO Sharpe Ratio Rank: 24
ZIVO Sortino Ratio Rank: 34
ZIVO Omega Ratio Rank: 34
ZIVO Calmar Ratio Rank: 13
ZIVO Martin Ratio Rank: 7

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. ZIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and ZIVO Bioscience, Inc. (ZIVO). 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	ZIVO	Difference
Sharpe ratio: Return per unit of total volatility	-0.98	-0.42	-0.56
Sortino ratio: Return per unit of downside risk	-1.35	0.09	-1.44
Omega ratio: Gain probability vs. loss probability	0.81	1.01	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.73	-0.79	+0.06
Martin ratio: Return relative to average drawdown	-0.99	-1.45	+0.46

SFM vs. ZIVO - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -0.98, which is lower than the ZIVO Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SFM and ZIVO, 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. ZIVO - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, smaller than the maximum ZIVO drawdown of -98.52%. Use the drawdown chart below to compare losses from any high point for SFM and ZIVO.

Drawdown Indicators

	SFM	ZIVO	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-98.52%	+25.64%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-93.85%	+31.68%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-97.16%	+33.68%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-98.52%	+35.04%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	-98.52%	+35.04%
Current Drawdown Current decline from peak	-51.91%	-88.78%	+36.87%
Average Drawdown Average peak-to-trough decline	-40.28%	-63.76%	+23.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.41%	50.79%	-5.38%

Volatility

SFM vs. ZIVO - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.50%, while ZIVO Bioscience, Inc. (ZIVO) has a volatility of 46.88%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than ZIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	ZIVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	46.88%	-34.38%
Volatility (6M) Calculated over the trailing 6-month period	30.32%	144.75%	-114.43%
Volatility (1Y) Calculated over the trailing 1-year period	46.09%	173.95%	-127.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.23%	139.12%	-99.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.82%	1,082.32%	-1,044.50%

Dividends

SFM vs. ZIVO - Dividend Comparison

Neither SFM nor ZIVO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SFM and ZIVO in my portfolio?

SFM and ZIVO have a correlation of 0.04, 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 ZIVO?

ZIVO has higher volatility (46.88%) compared to SFM (12.50%). In terms of maximum drawdown, SFM dropped -72.88% vs ZIVO's -98.52%.

Which has better risk-adjusted returns?

ZIVO currently has the higher Sharpe Ratio (-0.42 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.