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SNX vs. OXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SNX vs. OXY - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.14%
-15.51%
SNX
OXY

Returns By Period

In the year-to-date period, SNX achieves a 12.00% return, which is significantly higher than OXY's -12.02% return. Over the past 10 years, SNX has outperformed OXY with an annualized return of 13.95%, while OXY has yielded a comparatively lower -1.54% annualized return.


SNX

YTD

12.00%

1M

-0.50%

6M

-8.14%

1Y

22.26%

5Y (annualized)

15.64%

10Y (annualized)

13.95%

OXY

YTD

-12.02%

1M

1.19%

6M

-15.51%

1Y

-12.47%

5Y (annualized)

7.41%

10Y (annualized)

-1.54%

Fundamentals


SNXOXY
Market Cap$9.87B$47.77B
EPS$7.71$3.65
PE Ratio15.0513.95
PEG Ratio0.912.76
Total Revenue (TTM)$57.02B$27.14B
Gross Profit (TTM)$3.75B$9.65B
EBITDA (TTM)$1.57B$12.93B

Key characteristics


SNXOXY
Sharpe Ratio0.94-0.58
Sortino Ratio1.34-0.71
Omega Ratio1.190.92
Calmar Ratio0.98-0.38
Martin Ratio2.72-0.88
Ulcer Index8.19%14.21%
Daily Std Dev23.69%21.43%
Max Drawdown-67.27%-88.42%
Current Drawdown-9.94%-29.99%

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Correlation

-0.50.00.51.00.3

The correlation between SNX and OXY is 0.33, 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.

Risk-Adjusted Performance

SNX vs. OXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) and Occidental Petroleum Corporation (OXY). 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 0.94, compared to the broader market-4.00-2.000.002.004.000.94-0.58
The chart of Sortino ratio for SNX, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34-0.71
The chart of Omega ratio for SNX, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.92
The chart of Calmar ratio for SNX, currently valued at 0.98, compared to the broader market0.002.004.006.000.98-0.38
The chart of Martin ratio for SNX, currently valued at 2.72, compared to the broader market0.0010.0020.0030.002.72-0.88
SNX
OXY

The current SNX Sharpe Ratio is 0.94, which is higher than the OXY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of SNX and OXY, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.94
-0.58
SNX
OXY

Dividends

SNX vs. OXY - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.35%, less than OXY's 1.62% yield.


TTM20232022202120202019201820172016201520142013
SNX
TD SYNNEX Corporation
1.35%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%0.00%
OXY
Occidental Petroleum Corporation
1.62%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%

Drawdowns

SNX vs. OXY - Drawdown Comparison

The maximum SNX drawdown since its inception was -67.27%, smaller than the maximum OXY drawdown of -88.42%. Use the drawdown chart below to compare losses from any high point for SNX and OXY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.94%
-29.99%
SNX
OXY

Volatility

SNX vs. OXY - Volatility Comparison

TD SYNNEX Corporation (SNX) has a higher volatility of 8.85% compared to Occidental Petroleum Corporation (OXY) at 5.55%. This indicates that SNX's price experiences larger fluctuations and is considered to be riskier than OXY 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
8.85%
5.55%
SNX
OXY

Financials

SNX vs. OXY - Financials Comparison

This section allows you to compare key financial metrics between TD SYNNEX Corporation and Occidental Petroleum 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items