TUR vs. SFM
TUR (iShares MSCI Turkey ETF) is Emerging Markets Equities fund tracking the MSCI Turkey Investable Market Index, while SFM (Sprouts Farmers Market, Inc.) is a stock. Over the past 10 years, TUR returned 3.55%/yr vs 13.94%/yr for SFM. At a 0.09 correlation, their price movements are largely independent.
Performance
TUR vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, TUR achieves a 19.14% return, which is significantly higher than SFM's 1.47% return. Over the past 10 years, TUR has underperformed SFM with an annualized return of 3.55%, while SFM has yielded a comparatively higher 13.94% annualized return.
TUR
- 1D
- -1.10%
- 1M
- 4.24%
- YTD
- 19.14%
- 6M
- 18.49%
- 1Y
- 38.28%
- 3Y*
- 15.27%
- 5Y*
- 16.25%
- 10Y*
- 3.55%
SFM
- 1D
- 0.43%
- 1M
- -6.77%
- YTD
- 1.47%
- 6M
- 0.74%
- 1Y
- -51.29%
- 3Y*
- 32.83%
- 5Y*
- 24.54%
- 10Y*
- 13.94%
TUR vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TUR iShares MSCI Turkey ETF | 19.14% | -1.54% | 12.91% | -8.83% | 105.75% | -27.41% | -1.19% | 14.49% | -41.46% | 37.58% |
SFM Sprouts Farmers Market, Inc. | 1.47% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between TUR and SFM is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.09 |
The correlation between TUR and SFM shifts across timeframes, from -0.05 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| TUR | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.77 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | -0.83 | +3.22 |
| Martin ratioReturn relative to average drawdown | 6.74 | -1.12 | +7.85 |
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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 | -16.07% | -62.17% | +46.10% |
Max Drawdown (3Y)Largest decline over 3 years | -31.63% | -63.48% | +31.85% |
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 | -25.02% | -54.97% | +29.95% |
Average DrawdownAverage peak-to-trough decline | -39.86% | -40.30% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 46.01% | -40.31% |
Volatility
TUR vs. SFM - Volatility Comparison
iShares MSCI Turkey ETF (TUR) has a higher volatility of 14.40% compared to Sprouts Farmers Market, Inc. (SFM) at 12.68%. This indicates that TUR'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
| TUR | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.40% | 12.68% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 30.68% | -10.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 46.31% | -20.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.16% | 39.29% | -5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.39% | 37.87% | -3.48% |
Dividends
TUR vs. SFM - Dividend Comparison
TUR's dividend yield for the trailing twelve months is around 2.07%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TUR iShares MSCI Turkey ETF | 2.07% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
Frequently Asked Questions
TUR and SFM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUR has higher volatility (14.40%) compared to SFM (12.68%). In terms of maximum drawdown, TUR dropped -72.34% vs SFM's -72.88%.
TUR currently has the higher Sharpe Ratio (1.51 vs -1.11), 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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