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SYY vs. UNFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SYY vs. UNFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sysco Corporation (SYY) and United Natural Foods, Inc. (UNFI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
99.75%
SYY
UNFI

Returns By Period

In the year-to-date period, SYY achieves a 5.48% return, which is significantly lower than UNFI's 45.47% return. Over the past 10 years, SYY has outperformed UNFI with an annualized return of 9.46%, while UNFI has yielded a comparatively lower -10.88% annualized return.


SYY

YTD

5.48%

1M

0.41%

6M

4.49%

1Y

7.09%

5Y (annualized)

1.65%

10Y (annualized)

9.46%

UNFI

YTD

45.47%

1M

14.33%

6M

96.42%

1Y

54.62%

5Y (annualized)

22.10%

10Y (annualized)

-10.88%

Fundamentals


SYYUNFI
Market Cap$36.17B$1.37B
EPS$3.89-$1.89
PEG Ratio1.393.74
Total Revenue (TTM)$79.71B$23.43B
Gross Profit (TTM)$14.65B$3.02B
EBITDA (TTM)$4.18B$366.00M

Key characteristics


SYYUNFI
Sharpe Ratio0.440.94
Sortino Ratio0.761.79
Omega Ratio1.101.23
Calmar Ratio0.450.62
Martin Ratio1.202.53
Ulcer Index6.80%22.04%
Daily Std Dev18.67%59.05%
Max Drawdown-70.08%-93.50%
Current Drawdown-10.59%-71.73%

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Correlation

-0.50.00.51.00.3

The correlation between SYY and UNFI is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

SYY vs. UNFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and United Natural Foods, Inc. (UNFI). 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 0.44, compared to the broader market-4.00-2.000.002.004.000.440.94
The chart of Sortino ratio for SYY, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.761.79
The chart of Omega ratio for SYY, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.23
The chart of Calmar ratio for SYY, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.62
The chart of Martin ratio for SYY, currently valued at 1.20, compared to the broader market0.0010.0020.0030.001.202.53
SYY
UNFI

The current SYY Sharpe Ratio is 0.44, which is lower than the UNFI Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SYY and UNFI, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.44
0.94
SYY
UNFI

Dividends

SYY vs. UNFI - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.69%, while UNFI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SYY
Sysco Corporation
2.69%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
UNFI
United Natural Foods, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SYY vs. UNFI - Drawdown Comparison

The maximum SYY drawdown since its inception was -70.08%, smaller than the maximum UNFI drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for SYY and UNFI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.59%
-71.73%
SYY
UNFI

Volatility

SYY vs. UNFI - Volatility Comparison

The current volatility for Sysco Corporation (SYY) is 5.10%, while United Natural Foods, Inc. (UNFI) has a volatility of 13.03%. This indicates that SYY experiences smaller price fluctuations and is considered to be less risky than UNFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
13.03%
SYY
UNFI

Financials

SYY vs. UNFI - Financials Comparison

This section allows you to compare key financial metrics between Sysco Corporation and United Natural Foods, 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