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TME vs. SFM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TME and SFM is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TME vs. SFM - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-2.93%
597.70%
TME
SFM

Key characteristics

Sharpe Ratio

TME:

0.28

SFM:

3.96

Sortino Ratio

TME:

0.84

SFM:

4.17

Omega Ratio

TME:

1.10

SFM:

1.65

Calmar Ratio

TME:

0.22

SFM:

6.18

Martin Ratio

TME:

0.77

SFM:

18.27

Ulcer Index

TME:

20.11%

SFM:

8.47%

Daily Std Dev

TME:

55.12%

SFM:

39.13%

Max Drawdown

TME:

-90.19%

SFM:

-72.88%

Current Drawdown

TME:

-57.25%

SFM:

-5.89%

Fundamentals

Market Cap

TME:

$20.82B

SFM:

$16.17B

EPS

TME:

$0.60

SFM:

$3.79

PE Ratio

TME:

21.90

SFM:

43.45

PEG Ratio

TME:

1.19

SFM:

2.69

PS Ratio

TME:

0.73

SFM:

2.09

PB Ratio

TME:

2.18

SFM:

12.13

Total Revenue (TTM)

TME:

$21.63B

SFM:

$5.84B

Gross Profit (TTM)

TME:

$9.25B

SFM:

$2.19B

EBITDA (TTM)

TME:

$6.55B

SFM:

$496.18M

Returns By Period

In the year-to-date period, TME achieves a 18.66% return, which is significantly lower than SFM's 31.17% return.


TME

YTD

18.66%

1M

-5.49%

6M

17.83%

1Y

8.46%

5Y*

4.82%

10Y*

N/A

SFM

YTD

31.17%

1M

11.34%

6M

40.33%

1Y

154.12%

5Y*

50.55%

10Y*

17.58%

*Annualized

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Risk-Adjusted Performance

TME vs. SFM — Risk-Adjusted Performance Rank

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

TME
The Risk-Adjusted Performance Rank of TME is 6363
Overall Rank
The Sharpe Ratio Rank of TME is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TME is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TME is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TME is 6363
Martin Ratio Rank

SFM
The Risk-Adjusted Performance Rank of SFM is 9999
Overall Rank
The Sharpe Ratio Rank of SFM is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SFM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SFM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SFM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SFM is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TME vs. SFM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TME, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
TME: 0.28
SFM: 3.96
The chart of Sortino ratio for TME, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
TME: 0.84
SFM: 4.17
The chart of Omega ratio for TME, currently valued at 1.10, compared to the broader market0.501.001.502.00
TME: 1.10
SFM: 1.65
The chart of Calmar ratio for TME, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
TME: 0.22
SFM: 6.18
The chart of Martin ratio for TME, currently valued at 0.77, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TME: 0.77
SFM: 18.27

The current TME Sharpe Ratio is 0.28, which is lower than the SFM Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of TME and SFM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
0.28
3.96
TME
SFM

Dividends

TME vs. SFM - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 2.38%, while SFM has not paid dividends to shareholders.


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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.25%
-5.89%
TME
SFM

Volatility

TME vs. SFM - Volatility Comparison

Tencent Music Entertainment Group (TME) has a higher volatility of 16.67% compared to Sprouts Farmers Market, Inc. (SFM) at 10.97%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.67%
10.97%
TME
SFM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items