TME vs. SFM
TME (Tencent Music Entertainment Group) and SFM (Sprouts Farmers Market, Inc.) are both stocks. TME operates in Internet Content & Information (Communication Services), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 5 years, TME returned -8.34%/yr vs 23.15%/yr for SFM. At a 0.07 correlation, their price movements are largely independent.
Performance
TME vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, TME achieves a -44.30% return, which is significantly lower than SFM's -2.03% return.
TME
- 1D
- 0.11%
- 1M
- 4.51%
- YTD
- -44.30%
- 6M
- -47.16%
- 1Y
- -43.75%
- 3Y*
- 9.89%
- 5Y*
- -8.34%
- 10Y*
- —
SFM
- 1D
- -2.12%
- 1M
- -3.87%
- YTD
- -2.03%
- 6M
- -7.97%
- 1Y
- -56.53%
- 3Y*
- 33.15%
- 5Y*
- 23.15%
- 10Y*
- 12.31%
TME vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TME Tencent Music Entertainment Group | -44.30% | 56.39% | 27.12% | 8.82% | 20.88% | -64.40% | 63.88% | -11.20% | -5.57% |
SFM Sprouts Farmers Market, Inc. | -2.03% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -1.59% |
Correlation
The correlation between TME and SFM is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2018 | 0.07 |
Fundamentals
TME:
$14.79B
SFM:
$7.46B
TME:
$5.49
SFM:
$5.20
TME:
1.73
SFM:
15.02
TME:
0.04
SFM:
0.55
TME:
0.46
SFM:
0.86
TME:
0.20
SFM:
5.20
TME:
$32.50B
SFM:
$8.90B
TME:
$18.52B
SFM:
$3.41B
TME:
$13.20B
SFM:
$837.54M
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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 | -0.94 | -1.24 | +0.30 |
Sortino ratioReturn per unit of downside risk | -1.21 | -1.99 | +0.78 |
Omega ratioGain probability vs. loss probability | 0.82 | 0.73 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.86 | +0.24 |
Martin ratioReturn relative to average drawdown | -1.14 | -1.19 | +0.05 |
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 | -0.94 | -1.24 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.59 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.14 | -0.22 |
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 | -67.01% | -62.58% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -67.01% | -63.48% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -80.52% | -63.48% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -68.61% | -56.53% | -12.08% |
Average DrawdownAverage peak-to-trough decline | -51.96% | -40.26% | -11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.70% | 46.08% | -9.38% |
Volatility
TME vs. SFM - Volatility Comparison
Tencent Music Entertainment Group (TME) and Sprouts Farmers Market, Inc. (SFM) have volatilities of 12.93% and 13.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 12.93% | 13.13% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 40.75% | 29.86% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.91% | 45.86% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.02% | 39.18% | +20.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.74% | 37.78% | +18.96% |
Dividends
TME vs. SFM - Dividend Comparison
TME's dividend yield for the trailing twelve months is around 2.52%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% |
TME Tencent Music Entertainment Group | 2.52% | 1.03% | 1.21% |
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 Jun 2026, Tencent Music Entertainment Group reported a gross profit of 3.52B and revenue of 7.85B. Therefore, the gross margin over that period was 44.9%.
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%.
TME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Music Entertainment Group reported an operating income of 2.32B and revenue of 7.85B, resulting in an operating margin of 29.6%.
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%.
TME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Music Entertainment Group reported a net income of 2.08B and revenue of 7.85B, resulting in a net margin of 26.5%.
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%.
Frequently Asked Questions
TME and SFM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.13%) compared to TME (12.93%). In terms of maximum drawdown, TME dropped -90.19% vs SFM's -72.88%.
TME currently has the higher Sharpe Ratio (-0.94 vs -1.24), 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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