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SYF vs. CM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SYF vs. CM - Performance Comparison

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

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Returns By Period

In the year-to-date period, SYF achieves a -14.75% return, which is significantly lower than CM's 21.87% return. Over the past 10 years, SYF has underperformed CM with an annualized return of 11.21%, while CM has yielded a comparatively higher 16.80% annualized return.


SYF

1D
-0.41%
1M
-3.54%
YTD
-14.75%
6M
-10.85%
1Y
21.12%
3Y*
30.70%
5Y*
9.51%
10Y*
11.21%

CM

1D
0.62%
1M
-0.45%
YTD
21.87%
6M
23.43%
1Y
64.86%
3Y*
43.70%
5Y*
19.00%
10Y*
16.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYF vs. CM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYF
Synchrony Financial
-14.75%30.64%74.01%19.76%-27.43%36.40%-0.08%57.48%-37.84%8.35%
CM
Canadian Imperial Bank of Commerce
21.87%49.02%37.83%27.23%-25.71%42.29%9.25%19.22%-19.75%26.58%

Correlation

The correlation between SYF and CM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2014

0.48

The correlation between SYF and CM shifts across timeframes, from 0.43 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SYF:

$24.41B

CM:

$74.47B

EPS

SYF:

$9.85

CM:

$12.14

PE Ratio

SYF:

7.16

CM:

9.02

PEG Ratio

SYF:

0.68

CM:

1.11

PS Ratio

SYF:

1.30

CM:

1.43

PB Ratio

SYF:

1.60

CM:

1.28

Total Revenue (TTM)

SYF:

$19.92B

CM:

$61.84B

Gross Profit (TTM)

SYF:

$12.16B

CM:

$28.74B

EBITDA (TTM)

SYF:

$4.94B

CM:

$13.01B

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Return for Risk

SYF vs. CM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYF
SYF Risk / Return Rank: 6060
Overall Rank
SYF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SYF Sortino Ratio Rank: 5757
Sortino Ratio Rank
SYF Omega Ratio Rank: 5858
Omega Ratio Rank
SYF Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYF Martin Ratio Rank: 5959
Martin Ratio Rank

CM
CM Risk / Return Rank: 9696
Overall Rank
CM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CM Sortino Ratio Rank: 9696
Sortino Ratio Rank
CM Omega Ratio Rank: 9696
Omega Ratio Rank
CM Calmar Ratio Rank: 9494
Calmar Ratio Rank
CM Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SYF vs. CM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) and Canadian Imperial Bank of Commerce (CM). 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.


SYFCMDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.20

Omega ratioGain probability vs. loss probability

1.15

1.58

-0.44

Calmar ratioReturn relative to maximum drawdown

0.77

6.04

-5.27

Martin ratioReturn relative to average drawdown

1.73

24.16

-22.44

SYF vs. CM - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 0.73, which is lower than the CM Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of SYF and CM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SYFCMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

3.46

-2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.89

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.75

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.50

-0.18

Drawdowns

SYF vs. CM - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, smaller than the maximum CM drawdown of -71.70%. Use the drawdown chart below to compare losses from any high point for SYF and CM.


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Drawdown Indicators


SYFCMDifference

Max Drawdown

Largest peak-to-trough decline

-66.37%

-71.70%

+5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-27.61%

-10.79%

-16.82%

Max Drawdown (3Y)

Largest decline over 3 years

-37.75%

-19.47%

-18.28%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

-40.61%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.37%

-47.82%

-18.55%

Current Drawdown

Current decline from peak

-19.61%

-5.41%

-14.20%

Average Drawdown

Average peak-to-trough decline

-16.99%

-14.66%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.27%

2.69%

+9.58%

Volatility

SYF vs. CM - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 8.21% compared to Canadian Imperial Bank of Commerce (CM) at 7.65%. This indicates that SYF's price experiences larger fluctuations and is considered to be riskier than CM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYFCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

7.65%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

23.13%

15.89%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

18.91%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.74%

21.40%

+15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

22.61%

+16.91%

Dividends

SYF vs. CM - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.70%, less than CM's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
CM
Canadian Imperial Bank of Commerce
2.71%3.17%4.21%5.88%7.77%4.08%5.06%6.47%5.48%5.28%5.93%6.71%
SYF
Synchrony Financial
1.70%1.38%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%

Financials

SYF vs. CM - Financials Comparison

This section allows you to compare key financial metrics between Synchrony Financial and Canadian Imperial Bank of Commerce. 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


5.00B10.00B15.00B20222023202420252026
5.60B
15.22B
(SYF) Total Revenue
(CM) Total Revenue
Values in USD except per share items

SYF vs. CM - Profitability Comparison

The chart below illustrates the profitability comparison between Synchrony Financial and Canadian Imperial Bank of Commerce over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
82.7%
48.4%
Portfolio components
SYF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synchrony Financial reported a gross profit of 4.64B and revenue of 5.60B. Therefore, the gross margin over that period was 82.7%.

CM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported a gross profit of 7.36B and revenue of 15.22B. Therefore, the gross margin over that period was 48.4%.

SYF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synchrony Financial reported an operating income of 914.00M and revenue of 5.60B, resulting in an operating margin of 16.3%.

CM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported an operating income of 3.20B and revenue of 15.22B, resulting in an operating margin of 21.0%.

SYF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synchrony Financial reported a net income of 805.00M and revenue of 5.60B, resulting in a net margin of 14.4%.

CM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported a net income of 2.46B and revenue of 15.22B, resulting in a net margin of 16.1%.


Frequently Asked Questions


SYF and CM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYF has higher volatility (8.21%) compared to CM (7.65%). In terms of maximum drawdown, SYF dropped -66.37% vs CM's -71.70%.

CM currently has the higher Sharpe Ratio (3.46 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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