TUR vs. SFM
Compare and contrast key facts about iShares MSCI Turkey ETF (TUR) and Sprouts Farmers Market, Inc. (SFM).
TUR is a passively managed fund by iShares that tracks the performance of the MSCI Turkey Investable Market Index. It was launched on Mar 26, 2008.
Performance
TUR vs. SFM - Performance Comparison
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TUR vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TUR iShares MSCI Turkey ETF | 12.41% | -1.54% | 12.91% | -8.83% | 105.75% | -27.41% | -1.19% | 14.49% | -41.46% | 37.58% |
SFM Sprouts Farmers Market, Inc. | -4.78% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Returns By Period
In the year-to-date period, TUR achieves a 12.41% return, which is significantly higher than SFM's -4.78% return. Over the past 10 years, TUR has underperformed SFM with an annualized return of 1.67%, while SFM has yielded a comparatively higher 10.30% annualized return.
TUR
- 1D
- 0.10%
- 1M
- -2.27%
- YTD
- 12.41%
- 6M
- 11.81%
- 1Y
- 20.67%
- 3Y*
- 8.93%
- 5Y*
- 13.65%
- 10Y*
- 1.67%
SFM
- 1D
- -1.65%
- 1M
- 2.53%
- YTD
- -4.78%
- 6M
- -29.21%
- 1Y
- -51.14%
- 3Y*
- 29.38%
- 5Y*
- 23.49%
- 10Y*
- 10.30%
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Return for Risk
TUR vs. SFM — Risk / Return Rank
TUR
SFM
TUR vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey ETF (TUR) 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.
| TUR | SFM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | -1.18 | +2.11 |
Sortino ratioReturn per unit of downside risk | 1.52 | -1.70 | +3.22 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.76 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | -0.79 | +2.50 |
Martin ratioReturn relative to average drawdown | 4.06 | -1.25 | +5.32 |
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
| TUR | SFM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | -1.18 | +2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.61 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.28 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.14 | -0.10 |
Correlation
The correlation between TUR and SFM is 0.09, 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
TUR vs. SFM - Dividend Comparison
TUR's dividend yield for the trailing twelve months is around 2.13%, while SFM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUR iShares MSCI Turkey ETF | 2.13% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
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% |
Drawdowns
TUR vs. SFM - Drawdown Comparison
The maximum TUR drawdown since its inception was -72.34%, roughly equal to the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for TUR and SFM.
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Drawdown Indicators
| TUR | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.34% | -72.88% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -63.48% | +51.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.63% | -63.48% | +31.85% |
Max Drawdown (10Y)Largest decline over 10 years | -59.25% | -63.48% | +4.23% |
Current DrawdownCurrent decline from peak | -29.26% | -57.75% | +28.49% |
Average DrawdownAverage peak-to-trough decline | -40.05% | -40.06% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 40.13% | -34.98% |
Volatility
TUR vs. SFM - Volatility Comparison
The current volatility for iShares MSCI Turkey ETF (TUR) is 8.33%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.19%. This indicates that TUR experiences smaller price fluctuations and is considered to be less risky 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
| TUR | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 12.19% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.57% | 40.20% | -25.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 43.53% | -21.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.76% | 38.47% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 37.46% | -3.13% |