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SYF vs. ALLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SYF vs. ALLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SYF) and Ally Financial Inc. (ALLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
51.86%
-2.67%
SYF
ALLY

Returns By Period

In the year-to-date period, SYF achieves a 74.39% return, which is significantly higher than ALLY's 9.85% return. Over the past 10 years, SYF has outperformed ALLY with an annualized return of 10.74%, while ALLY has yielded a comparatively lower 7.08% annualized return.


SYF

YTD

74.39%

1M

17.54%

6M

53.53%

1Y

124.39%

5Y (annualized)

15.09%

10Y (annualized)

10.74%

ALLY

YTD

9.85%

1M

8.04%

6M

-1.56%

1Y

41.55%

5Y (annualized)

6.26%

10Y (annualized)

7.08%

Fundamentals


SYFALLY
Market Cap$25.07B$11.33B
EPS$7.70$2.50
PE Ratio8.3614.88
PEG Ratio1.770.59
Total Revenue (TTM)$18.32B$12.77B
Gross Profit (TTM)$14.40B$9.38B
EBITDA (TTM)$8.80B$1.96B

Key characteristics


SYFALLY
Sharpe Ratio3.561.16
Sortino Ratio4.661.69
Omega Ratio1.581.25
Calmar Ratio3.110.88
Martin Ratio26.153.99
Ulcer Index4.82%10.63%
Daily Std Dev35.38%36.53%
Max Drawdown-66.37%-66.24%
Current Drawdown-3.51%-25.44%

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Correlation

-0.50.00.51.00.7

The correlation between SYF and ALLY is 0.69, 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

SYF vs. ALLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) and Ally Financial Inc. (ALLY). 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 SYF, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.003.561.16
The chart of Sortino ratio for SYF, currently valued at 4.66, compared to the broader market-4.00-2.000.002.004.004.661.69
The chart of Omega ratio for SYF, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.25
The chart of Calmar ratio for SYF, currently valued at 3.11, compared to the broader market0.002.004.006.003.110.88
The chart of Martin ratio for SYF, currently valued at 26.15, compared to the broader market0.0010.0020.0030.0026.153.99
SYF
ALLY

The current SYF Sharpe Ratio is 3.56, which is higher than the ALLY Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SYF and ALLY, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.56
1.16
SYF
ALLY

Dividends

SYF vs. ALLY - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.54%, less than ALLY's 3.23% yield.


TTM20232022202120202019201820172016
SYF
Synchrony Financial
1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%
ALLY
Ally Financial Inc.
3.23%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%

Drawdowns

SYF vs. ALLY - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, roughly equal to the maximum ALLY drawdown of -66.24%. Use the drawdown chart below to compare losses from any high point for SYF and ALLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.51%
-25.44%
SYF
ALLY

Volatility

SYF vs. ALLY - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 19.03% compared to Ally Financial Inc. (ALLY) at 10.76%. This indicates that SYF's price experiences larger fluctuations and is considered to be riskier than ALLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.03%
10.76%
SYF
ALLY

Financials

SYF vs. ALLY - Financials Comparison

This section allows you to compare key financial metrics between Synchrony Financial and Ally Financial 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