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SYY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYY and SCHD is 0.57, 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.


-0.50.00.51.00.6

Performance

SYY vs. SCHD - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
6.68%
SYY
SCHD

Key characteristics

Sharpe Ratio

SYY:

0.39

SCHD:

1.15

Sortino Ratio

SYY:

0.71

SCHD:

1.70

Omega Ratio

SYY:

1.09

SCHD:

1.20

Calmar Ratio

SYY:

0.41

SCHD:

1.63

Martin Ratio

SYY:

1.08

SCHD:

5.55

Ulcer Index

SYY:

6.88%

SCHD:

2.33%

Daily Std Dev

SYY:

19.24%

SCHD:

11.24%

Max Drawdown

SYY:

-70.08%

SCHD:

-33.37%

Current Drawdown

SYY:

-8.43%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, SYY achieves a 8.02% return, which is significantly lower than SCHD's 11.86% return. Over the past 10 years, SYY has underperformed SCHD with an annualized return of 9.44%, while SCHD has yielded a comparatively higher 10.89% annualized return.


SYY

YTD

8.02%

1M

1.45%

6M

4.55%

1Y

7.43%

5Y*

0.57%

10Y*

9.44%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

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Risk-Adjusted Performance

SYY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and Schwab US 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.


Sharpe ratio
The chart of Sharpe ratio for SYY, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.391.15
The chart of Sortino ratio for SYY, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.70
The chart of Omega ratio for SYY, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.20
The chart of Calmar ratio for SYY, currently valued at 0.41, compared to the broader market0.002.004.006.000.411.63
The chart of Martin ratio for SYY, currently valued at 1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.001.085.55
SYY
SCHD

The current SYY Sharpe Ratio is 0.39, which is lower than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SYY and SCHD, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.39
1.15
SYY
SCHD

Dividends

SYY vs. SCHD - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.63%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
SYY
Sysco Corporation
2.63%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SYY vs. SCHD - Drawdown Comparison

The maximum SYY drawdown since its inception was -70.08%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.43%
-6.45%
SYY
SCHD

Volatility

SYY vs. SCHD - Volatility Comparison

Sysco Corporation (SYY) has a higher volatility of 6.01% compared to Schwab US Dividend Equity ETF (SCHD) at 3.73%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
3.73%
SYY
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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