SNX vs. CDW

In the year-to-date period, SNX achieves a 18.00% return, which is significantly higher than CDW's 3.20% return. Over the past 10 years, SNX has underperformed CDW with an annualized return of 14.68%, while CDW has yielded a comparatively higher 18.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) and CDW Corporation (CDW). 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.

The current SNX Sharpe Ratio is 1.40, which is higher than the CDW Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of SNX and CDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SNX's dividend yield for the trailing twelve months is around 1.19%, less than CDW's 1.39% yield.

The maximum SNX drawdown since its inception was -67.27%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for SNX and CDW. For additional features, visit the drawdowns tool.

The current volatility for TD SYNNEX Corporation (SNX) is 4.64%, while CDW Corporation (CDW) has a volatility of 7.99%. This indicates that SNX experiences smaller price fluctuations and is considered to be less risky than CDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between TD SYNNEX Corporation and CDW Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.