CHEF vs. NSRGY

Last updated Jun 4, 2026

CHEF (The Chefs' Warehouse, Inc.) and NSRGY (Nestlé S.A.) are both stocks. Both are in the Consumer Defensive sector — CHEF in Food Distribution, NSRGY in Packaged Foods. Over the past 10 years, CHEF returned 17.51%/yr vs 6.02%/yr for NSRGY. At a 0.14 correlation, their price movements are largely independent.

Performance

CHEF vs. NSRGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Chefs' Warehouse, Inc. (CHEF) and Nestlé S.A. (NSRGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHEF achieves a 24.64% return, which is significantly higher than NSRGY's 2.93% return. Over the past 10 years, CHEF has outperformed NSRGY with an annualized return of 17.51%, while NSRGY has yielded a comparatively lower 6.02% annualized return.

CHEF

• 1D: 0.01%
• 1M: -0.38%
• YTD: 24.64%
• 6M: 28.84%
• 1Y: 25.45%
• 3Y*: 34.42%
• 5Y*: 20.31%
• 10Y*: 17.51%

NSRGY

• 1D: -0.94%
• 1M: -1.66%
• YTD: 2.93%
• 6M: 3.74%
• 1Y: -3.56%
• 3Y*: -3.52%
• 5Y*: -1.97%
• 10Y*: 6.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHEF vs. NSRGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHEF The Chefs' Warehouse, Inc.	24.64%	26.38%	67.58%	-11.57%	-0.06%	29.62%	-32.59%	19.17%	56.00%	29.75%
NSRGY Nestlé S.A.	2.93%	24.80%	-27.05%	2.88%	-15.94%	22.32%	11.63%	37.26%	-2.74%	27.45%

Correlation

The correlation between CHEF and NSRGY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jul 29, 2011	0.14

Fundamentals

Market Cap CHEF : $3.58B NSRGY : $251.95B
EPS CHEF : $1.73 NSRGY : $7.72
PE Ratio CHEF : 44.98 NSRGY : 12.65
PS Ratio CHEF : 0.84 NSRGY : 1.39
PB Ratio CHEF : 5.88 NSRGY : 7.67
Total Revenue (TTM) CHEF : $4.26B NSRGY : $181.02B
Gross Profit (TTM) CHEF : $1.04B NSRGY : $83.86B
EBITDA (TTM) CHEF : $215.30M NSRGY : $36.34B

Return for Risk

CHEF vs. NSRGY — Risk / Return Rank

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

CHEF

CHEF Risk / Return Rank: 62
CHEF Sharpe Ratio Rank: 62
CHEF Sortino Ratio Rank: 60
CHEF Omega Ratio Rank: 58
CHEF Calmar Ratio Rank: 65
CHEF Martin Ratio Rank: 64

NSRGY

NSRGY Risk / Return Rank: 32
NSRGY Sharpe Ratio Rank: 34
NSRGY Sortino Ratio Rank: 28
NSRGY Omega Ratio Rank: 28
NSRGY Calmar Ratio Rank: 34
NSRGY Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHEF vs. NSRGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Chefs' Warehouse, Inc. (CHEF) and Nestlé S.A. (NSRGY). 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.

	CHEF	NSRGY	Difference
Sharpe ratio Return per unit of total volatility	0.67	-0.16	+0.82
Sortino ratio Return per unit of downside risk	1.27	-0.07	+1.34
Omega ratio Gain probability vs. loss probability	1.16	0.99	+0.17
Calmar ratio Return relative to maximum drawdown	1.25	-0.20	+1.45
Martin ratio Return relative to average drawdown	2.60	-0.37	+2.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHEF vs. NSRGY - Sharpe Ratio Comparison

The current CHEF Sharpe Ratio is 0.67, which is higher than the NSRGY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CHEF and NSRGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHEF	NSRGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	-0.16	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	-0.10	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.33	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.12	+0.07

Drawdowns

CHEF vs. NSRGY - Drawdown Comparison

The maximum CHEF drawdown since its inception was -91.26%, which is greater than NSRGY's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for CHEF and NSRGY.

Drawdown Indicators

	CHEF	NSRGY	Difference
Max Drawdown Largest peak-to-trough decline	-91.26%	-75.68%	-15.58%
Max Drawdown (1Y) Largest decline over 1 year	-20.48%	-18.11%	-2.37%
Max Drawdown (3Y) Largest decline over 3 years	-53.19%	-32.79%	-20.40%
Max Drawdown (5Y) Largest decline over 5 years	-56.06%	-38.24%	-17.82%
Max Drawdown (10Y) Largest decline over 10 years	-91.26%	-38.24%	-53.02%
Current Drawdown Current decline from peak	-4.92%	-19.38%	+14.46%
Average Drawdown Average peak-to-trough decline	-25.67%	-24.17%	-1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.82%	9.57%	+0.25%

Volatility

CHEF vs. NSRGY - Volatility Comparison

The Chefs' Warehouse, Inc. (CHEF) and Nestlé S.A. (NSRGY) have volatilities of 6.09% and 5.87%, 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.

Volatility by Period

	CHEF	NSRGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	5.87%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	27.61%	14.90%	+12.71%
Volatility (1Y) Calculated over the trailing 1-year period	38.52%	22.76%	+15.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.23%	19.87%	+20.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.62%	18.44%	+41.18%

Dividends

CHEF vs. NSRGY - Dividend Comparison

CHEF has not paid dividends to shareholders, while NSRGY's dividend yield for the trailing twelve months is around 4.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHEF The Chefs' Warehouse, 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%
NSRGY Nestlé S.A.	4.10%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%

Financials

CHEF vs. NSRGY - Profitability Comparison

The chart below illustrates the profitability comparison between The Chefs' Warehouse, Inc. and Nestlé S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CHEF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Chefs' Warehouse, Inc. reported a gross profit of 257.37M and revenue of 1.06B. Therefore, the gross margin over that period was 24.3%.

NSRGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a gross profit of 20.01B and revenue of 44.89B. Therefore, the gross margin over that period was 44.6%.

CHEF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Chefs' Warehouse, Inc. reported an operating income of 33.13M and revenue of 1.06B, resulting in an operating margin of 3.1%.

NSRGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported an operating income of 6.93B and revenue of 44.89B, resulting in an operating margin of 15.4%.

CHEF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Chefs' Warehouse, Inc. reported a net income of 17.37M and revenue of 1.06B, resulting in a net margin of 1.6%.

NSRGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a net income of 3.94B and revenue of 44.89B, resulting in a net margin of 8.8%.

Frequently Asked Questions

Can I hold both CHEF and NSRGY in my portfolio?

CHEF and NSRGY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHEF or NSRGY?

CHEF has higher volatility (6.09%) compared to NSRGY (5.87%). In terms of maximum drawdown, CHEF dropped -91.26% vs NSRGY's -75.68%.

Which has better risk-adjusted returns?

CHEF currently has the higher Sharpe Ratio (0.67 vs -0.16), 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.