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GIS vs. TSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GIS and TSN is 0.27, 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.


-0.50.00.51.00.3

Performance

GIS vs. TSN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Mills, Inc. (GIS) and Tyson Foods, Inc. (TSN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.45%
4.87%
GIS
TSN

Key characteristics

Sharpe Ratio

GIS:

0.13

TSN:

0.82

Sortino Ratio

GIS:

0.31

TSN:

1.25

Omega Ratio

GIS:

1.04

TSN:

1.16

Calmar Ratio

GIS:

0.08

TSN:

0.39

Martin Ratio

GIS:

0.38

TSN:

2.92

Ulcer Index

GIS:

6.44%

TSN:

5.98%

Daily Std Dev

GIS:

18.54%

TSN:

21.27%

Max Drawdown

GIS:

-45.08%

TSN:

-81.50%

Current Drawdown

GIS:

-25.99%

TSN:

-35.61%

Fundamentals

Market Cap

GIS:

$36.60B

TSN:

$21.14B

EPS

GIS:

$4.20

TSN:

$2.25

PE Ratio

GIS:

15.70

TSN:

26.40

PEG Ratio

GIS:

3.34

TSN:

0.50

Total Revenue (TTM)

GIS:

$14.66B

TSN:

$53.31B

Gross Profit (TTM)

GIS:

$5.01B

TSN:

$3.64B

EBITDA (TTM)

GIS:

$3.00B

TSN:

$3.07B

Returns By Period

In the year-to-date period, GIS achieves a 1.19% return, which is significantly lower than TSN's 11.81% return. Over the past 10 years, GIS has underperformed TSN with an annualized return of 5.08%, while TSN has yielded a comparatively higher 5.92% annualized return.


GIS

YTD

1.19%

1M

-0.30%

6M

-3.45%

1Y

2.66%

5Y*

7.04%

10Y*

5.08%

TSN

YTD

11.81%

1M

-6.87%

6M

5.21%

1Y

17.47%

5Y*

-5.91%

10Y*

5.92%

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Risk-Adjusted Performance

GIS vs. TSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Mills, Inc. (GIS) and Tyson Foods, Inc. (TSN). 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.


Sharpe ratio
The chart of Sharpe ratio for GIS, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.130.82
The chart of Sortino ratio for GIS, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.311.25
The chart of Omega ratio for GIS, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.16
The chart of Calmar ratio for GIS, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.39
The chart of Martin ratio for GIS, currently valued at 0.38, compared to the broader market-5.000.005.0010.0015.0020.0025.000.382.92
GIS
TSN

The current GIS Sharpe Ratio is 0.13, which is lower than the TSN Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GIS and TSN, 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 Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.13
0.82
GIS
TSN

Dividends

GIS vs. TSN - Dividend Comparison

GIS's dividend yield for the trailing twelve months is around 3.74%, more than TSN's 3.39% yield.


TTM20232022202120202019201820172016201520142013
GIS
General Mills, Inc.
3.74%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
TSN
Tyson Foods, Inc.
3.39%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%

Drawdowns

GIS vs. TSN - Drawdown Comparison

The maximum GIS drawdown since its inception was -45.08%, smaller than the maximum TSN drawdown of -81.50%. Use the drawdown chart below to compare losses from any high point for GIS and TSN. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-25.99%
-35.61%
GIS
TSN

Volatility

GIS vs. TSN - Volatility Comparison

General Mills, Inc. (GIS) has a higher volatility of 5.22% compared to Tyson Foods, Inc. (TSN) at 3.40%. This indicates that GIS's price experiences larger fluctuations and is considered to be riskier than TSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
3.40%
GIS
TSN

Financials

GIS vs. TSN - Financials Comparison

This section allows you to compare key financial metrics between General Mills, Inc. and Tyson Foods, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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