SYY vs. SCHD

Last updated Jun 3, 2026

SYY (Sysco Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, SYY returned 6.96%/yr vs 12.77%/yr for SCHD. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

SYY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sysco Corporation (SYY) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SYY achieves a 2.06% return, which is significantly lower than SCHD's 19.01% return. Over the past 10 years, SYY has underperformed SCHD with an annualized return of 6.96%, while SCHD has yielded a comparatively higher 12.77% annualized return.

SYY

• 1D: 0.52%
• 1M: 0.07%
• YTD: 2.06%
• 6M: 1.03%
• 1Y: 4.34%
• 3Y*: 3.50%
• 5Y*: 1.04%
• 10Y*: 6.96%

SCHD

• 1D: 0.59%
• 1M: 1.60%
• YTD: 19.01%
• 6M: 20.36%
• 1Y: 28.08%
• 3Y*: 15.09%
• 5Y*: 8.49%
• 10Y*: 12.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SYY vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SYY Sysco Corporation	2.06%	-0.98%	7.41%	-1.70%	-0.33%	8.29%	-10.40%	39.64%	5.48%	12.47%
SCHD Schwab U.S. Dividend Equity ETF	19.01%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between SYY and SCHD is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.57

The correlation between SYY and SCHD has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

Return for Risk

SYY vs. SCHD — Risk / Return Rank

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

SYY

SYY Risk / Return Rank: 43
SYY Sharpe Ratio Rank: 46
SYY Sortino Ratio Rank: 39
SYY Omega Ratio Rank: 40
SYY Calmar Ratio Rank: 44
SYY Martin Ratio Rank: 45

SCHD

SCHD Risk / Return Rank: 82
SCHD Sharpe Ratio Rank: 78
SCHD Sortino Ratio Rank: 87
SCHD Omega Ratio Rank: 76
SCHD Calmar Ratio Rank: 92
SCHD Martin Ratio Rank: 77

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.

SYY vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

	SYY	SCHD	Difference
Sharpe ratio Return per unit of total volatility	0.16	2.57	-2.41
Sortino ratio Return per unit of downside risk	0.40	3.98	-3.58
Omega ratio Gain probability vs. loss probability	1.06	1.46	-0.40
Calmar ratio Return relative to maximum drawdown	0.18	6.17	-5.99
Martin ratio Return relative to average drawdown	0.47	15.20	-14.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYY vs. SCHD - Sharpe Ratio Comparison

The current SYY Sharpe Ratio is 0.16, which is lower than the SCHD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SYY and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SYY	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	2.57	-2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.59	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.77	-0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.86	-0.40

Drawdowns

SYY vs. SCHD - Drawdown Comparison

The maximum SYY drawdown since its inception was -69.98%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SYY and SCHD.

Drawdown Indicators

	SYY	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-69.98%	-33.37%	-36.61%
Max Drawdown (1Y) Largest decline over 1 year	-23.98%	-4.61%	-19.37%
Max Drawdown (3Y) Largest decline over 3 years	-23.98%	-16.13%	-7.85%
Max Drawdown (5Y) Largest decline over 5 years	-27.33%	-16.85%	-10.48%
Max Drawdown (10Y) Largest decline over 10 years	-63.40%	-33.37%	-30.03%
Current Drawdown Current decline from peak	-18.10%	-1.40%	-16.70%
Average Drawdown Average peak-to-trough decline	-12.60%	-3.32%	-9.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.45%	1.87%	+7.58%

Volatility

SYY vs. SCHD - Volatility Comparison

Sysco Corporation (SYY) has a higher volatility of 5.54% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.92%. This indicates that SYY's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYY	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	2.92%	+2.62%
Volatility (6M) Calculated over the trailing 6-month period	24.09%	7.66%	+16.43%
Volatility (1Y) Calculated over the trailing 1-year period	26.75%	10.96%	+15.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.93%	14.38%	+9.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.33%	16.72%	+13.61%

Dividends

SYY vs. SCHD - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.91%, less than SCHD's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.26%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SYY Sysco Corporation	2.91%	2.85%	2.64%	2.71%	2.51%	2.34%	2.42%	1.82%	2.30%	2.17%	2.24%	2.20%

Frequently Asked Questions

Can I hold both SYY and SCHD in my portfolio?

SYY and SCHD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYY or SCHD?

SYY has higher volatility (5.54%) compared to SCHD (2.92%). In terms of maximum drawdown, SYY dropped -69.98% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.57 vs 0.16), 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.