SYF vs. ALLY

In the year-to-date period, SYF achieves a -20.60% return, which is significantly lower than ALLY's -7.89% return. Over the past 10 years, SYF has outperformed ALLY with an annualized return of 7.55%, while ALLY has yielded a comparatively lower 6.85% annualized return.

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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.

The current SYF Sharpe Ratio is 0.51, which is higher than the ALLY Sharpe Ratio of -0.39. 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.

SYF's dividend yield for the trailing twelve months is around 1.94%, less than ALLY's 3.65% yield.

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.

Synchrony Financial (SYF) has a higher volatility of 26.35% compared to Ally Financial Inc. (ALLY) at 19.08%. 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.

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.