PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNX vs. AVT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SNX vs. AVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD SYNNEX Corporation (SNX) and Avnet, Inc. (AVT). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-9.88%
-1.00%
SNX
AVT

Returns By Period

In the year-to-date period, SNX achieves a 9.88% return, which is significantly higher than AVT's 8.65% return. Over the past 10 years, SNX has outperformed AVT with an annualized return of 13.70%, while AVT has yielded a comparatively lower 4.24% annualized return.


SNX

YTD

9.88%

1M

-3.42%

6M

-8.73%

1Y

19.95%

5Y (annualized)

15.21%

10Y (annualized)

13.70%

AVT

YTD

8.65%

1M

-0.61%

6M

0.78%

1Y

16.56%

5Y (annualized)

8.62%

10Y (annualized)

4.24%

Fundamentals


SNXAVT
Market Cap$9.87B$4.67B
EPS$7.71$3.84
PE Ratio15.0513.99
PEG Ratio0.912.53
Total Revenue (TTM)$57.02B$23.03B
Gross Profit (TTM)$3.75B$2.63B
EBITDA (TTM)$1.57B$851.46M

Key characteristics


SNXAVT
Sharpe Ratio0.830.69
Sortino Ratio1.211.11
Omega Ratio1.171.14
Calmar Ratio0.871.24
Martin Ratio2.413.12
Ulcer Index8.16%5.41%
Daily Std Dev23.62%24.49%
Max Drawdown-67.27%-84.52%
Current Drawdown-11.65%-6.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between SNX and AVT is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SNX vs. AVT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) and Avnet, Inc. (AVT). 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 SNX, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.69
The chart of Sortino ratio for SNX, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.211.11
The chart of Omega ratio for SNX, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.14
The chart of Calmar ratio for SNX, currently valued at 0.87, compared to the broader market0.002.004.006.000.871.24
The chart of Martin ratio for SNX, currently valued at 2.41, compared to the broader market0.0010.0020.0030.002.413.12
SNX
AVT

The current SNX Sharpe Ratio is 0.83, which is comparable to the AVT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SNX and AVT, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.83
0.69
SNX
AVT

Dividends

SNX vs. AVT - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.37%, less than AVT's 2.35% yield.


TTM20232022202120202019201820172016201520142013
SNX
TD SYNNEX Corporation
1.37%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%0.00%
AVT
Avnet, Inc.
2.35%2.38%2.65%2.21%2.39%1.93%2.16%1.82%1.43%1.54%1.44%0.68%

Drawdowns

SNX vs. AVT - Drawdown Comparison

The maximum SNX drawdown since its inception was -67.27%, smaller than the maximum AVT drawdown of -84.52%. Use the drawdown chart below to compare losses from any high point for SNX and AVT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.65%
-6.86%
SNX
AVT

Volatility

SNX vs. AVT - Volatility Comparison

The current volatility for TD SYNNEX Corporation (SNX) is 8.69%, while Avnet, Inc. (AVT) has a volatility of 11.16%. This indicates that SNX experiences smaller price fluctuations and is considered to be less risky than AVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.69%
11.16%
SNX
AVT

Financials

SNX vs. AVT - Financials Comparison

This section allows you to compare key financial metrics between TD SYNNEX Corporation and Avnet, 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