TME vs. SFM
Compare and contrast key facts about Tencent Music Entertainment Group (TME) and Sprouts Farmers Market, Inc. (SFM).
Performance
TME vs. SFM - Performance Comparison
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TME vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TME Tencent Music Entertainment Group | -47.06% | 56.39% | 27.12% | 8.82% | 20.88% | -64.40% | 63.88% | -11.20% | -5.57% |
SFM Sprouts Farmers Market, Inc. | -3.19% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -1.59% |
Fundamentals
TME:
$14.42B
SFM:
$7.52B
TME:
$6.92
SFM:
$5.33
TME:
1.34
SFM:
14.48
TME:
0.03
SFM:
0.53
TME:
0.45
SFM:
0.86
TME:
0.18
SFM:
5.36
TME:
$32.01B
SFM:
$8.81B
TME:
$18.24B
SFM:
$3.42B
TME:
$13.14B
SFM:
$803.54M
Returns By Period
In the year-to-date period, TME achieves a -47.06% return, which is significantly lower than SFM's -3.19% return.
TME
- 1D
- -0.32%
- 1M
- -36.44%
- YTD
- -47.06%
- 6M
- -60.24%
- 1Y
- -34.79%
- 3Y*
- 4.62%
- 5Y*
- -13.96%
- 10Y*
- —
SFM
- 1D
- -0.17%
- 1M
- 4.41%
- YTD
- -3.19%
- 6M
- -29.11%
- 1Y
- -49.47%
- 3Y*
- 30.10%
- 5Y*
- 23.90%
- 10Y*
- 10.49%
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Return for Risk
TME vs. SFM — Risk / Return Rank
TME
SFM
TME vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) and Sprouts Farmers Market, Inc. (SFM). 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.
| TME | SFM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.69 | -1.14 | +0.45 |
Sortino ratioReturn per unit of downside risk | -0.75 | -1.61 | +0.85 |
Omega ratioGain probability vs. loss probability | 0.89 | 0.77 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.75 | +0.22 |
Martin ratioReturn relative to average drawdown | -1.35 | -1.20 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TME | SFM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | -1.14 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.62 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.14 | -0.24 |
Correlation
The correlation between TME and SFM is 0.08, 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.
Dividends
TME vs. SFM - Dividend Comparison
TME's dividend yield for the trailing twelve months is around 1.94%, while SFM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
TME Tencent Music Entertainment Group | 1.94% | 1.03% | 1.21% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% |
Drawdowns
TME vs. SFM - Drawdown Comparison
The maximum TME drawdown since its inception was -90.19%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for TME and SFM.
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Drawdown Indicators
| TME | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -72.88% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -64.80% | -63.48% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -84.52% | -63.48% | -21.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -70.17% | -57.04% | -13.13% |
Average DrawdownAverage peak-to-trough decline | -51.55% | -40.05% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.70% | 39.97% | -14.27% |
Volatility
TME vs. SFM - Volatility Comparison
Tencent Music Entertainment Group (TME) has a higher volatility of 31.26% compared to Sprouts Farmers Market, Inc. (SFM) at 13.20%. This indicates that TME's price experiences larger fluctuations and is considered to be riskier than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TME | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.26% | 13.20% | +18.06% |
Volatility (6M)Calculated over the trailing 6-month period | 40.64% | 40.18% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.54% | 43.65% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.27% | 38.46% | +21.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.09% | 37.46% | +19.63% |
Financials
TME vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Tencent Music Entertainment Group and Sprouts Farmers Market, 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
TME vs. SFM - Profitability Comparison
TME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported a gross profit of 7.57B and revenue of 7.74B. Therefore, the gross margin over that period was 97.7%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a gross profit of 816.38M and revenue of 2.15B. Therefore, the gross margin over that period was 38.0%.
TME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported an operating income of 2.62B and revenue of 7.74B, resulting in an operating margin of 33.8%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported an operating income of 123.07M and revenue of 2.15B, resulting in an operating margin of 5.7%.
TME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported a net income of 1.90B and revenue of 7.74B, resulting in a net margin of 24.6%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sprouts Farmers Market, Inc. reported a net income of 89.83M and revenue of 2.15B, resulting in a net margin of 4.2%.