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

Correlation

The correlation between SYY and VTI is 0.52, 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.


Performance

SYY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sysco Corporation (SYY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SYY:

-0.10

VTI:

0.60

Sortino Ratio

SYY:

0.05

VTI:

1.11

Omega Ratio

SYY:

1.01

VTI:

1.16

Calmar Ratio

SYY:

-0.09

VTI:

0.73

Martin Ratio

SYY:

-0.22

VTI:

2.76

Ulcer Index

SYY:

7.17%

VTI:

5.10%

Daily Std Dev

SYY:

21.72%

VTI:

20.25%

Max Drawdown

SYY:

-69.94%

VTI:

-55.45%

Current Drawdown

SYY:

-12.66%

VTI:

-3.80%

Returns By Period

In the year-to-date period, SYY achieves a -4.08% return, which is significantly lower than VTI's 0.62% return. Over the past 10 years, SYY has underperformed VTI with an annualized return of 9.63%, while VTI has yielded a comparatively higher 12.10% annualized return.


SYY

YTD

-4.08%

1M

1.50%

6M

-2.17%

1Y

-2.10%

5Y*

11.64%

10Y*

9.63%

VTI

YTD

0.62%

1M

10.20%

6M

-0.51%

1Y

12.13%

5Y*

16.89%

10Y*

12.10%

*Annualized

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Risk-Adjusted Performance

SYY vs. VTI — Risk-Adjusted Performance Rank

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

SYY
The Risk-Adjusted Performance Rank of SYY is 4242
Overall Rank
The Sharpe Ratio Rank of SYY is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SYY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SYY is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SYY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SYY is 4747
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6868
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and Vanguard Total Stock Market ETF (VTI). 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 SYY Sharpe Ratio is -0.10, which is lower than the VTI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SYY and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SYY vs. VTI - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.82%, more than VTI's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SYY
Sysco Corporation
2.82%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SYY vs. VTI - Drawdown Comparison

The maximum SYY drawdown since its inception was -69.94%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SYY and VTI. For additional features, visit the drawdowns tool.


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Volatility

SYY vs. VTI - Volatility Comparison

Sysco Corporation (SYY) and Vanguard Total Stock Market ETF (VTI) have volatilities of 6.11% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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