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

Performance

SYY vs. WM - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.26%
5.29%
SYY
WM

Returns By Period

In the year-to-date period, SYY achieves a 5.29% return, which is significantly lower than WM's 23.00% return. Over the past 10 years, SYY has underperformed WM with an annualized return of 9.55%, while WM has yielded a comparatively higher 18.51% annualized return.


SYY

YTD

5.29%

1M

-1.08%

6M

0.13%

1Y

8.96%

5Y (annualized)

0.97%

10Y (annualized)

9.55%

WM

YTD

23.00%

1M

2.23%

6M

4.31%

1Y

29.02%

5Y (annualized)

16.17%

10Y (annualized)

18.51%

Fundamentals


SYYWM
Market Cap$37.97B$90.22B
EPS$3.89$6.54
PE Ratio19.8734.37
PEG Ratio1.472.38
Total Revenue (TTM)$79.71B$21.39B
Gross Profit (TTM)$14.65B$7.35B
EBITDA (TTM)$4.37B$6.17B

Key characteristics


SYYWM
Sharpe Ratio0.501.63
Sortino Ratio0.852.14
Omega Ratio1.111.35
Calmar Ratio0.512.47
Martin Ratio1.377.11
Ulcer Index6.73%4.11%
Daily Std Dev18.42%17.97%
Max Drawdown-70.08%-77.85%
Current Drawdown-10.74%-3.45%

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Correlation

-0.50.00.51.00.3

The correlation between SYY and WM is 0.26, 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. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and Waste Management, Inc. (WM). 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 0.50, compared to the broader market-4.00-2.000.002.004.000.501.63
The chart of Sortino ratio for SYY, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.852.14
The chart of Omega ratio for SYY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.35
The chart of Calmar ratio for SYY, currently valued at 0.51, compared to the broader market0.002.004.006.000.512.47
The chart of Martin ratio for SYY, currently valued at 1.37, compared to the broader market0.0010.0020.0030.001.377.11
SYY
WM

The current SYY Sharpe Ratio is 0.50, which is lower than the WM Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SYY and WM, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.50
1.63
SYY
WM

Dividends

SYY vs. WM - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.70%, more than WM's 1.35% yield.


TTM20232022202120202019201820172016201520142013
SYY
Sysco Corporation
2.70%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
WM
Waste Management, Inc.
1.35%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Drawdowns

SYY vs. WM - Drawdown Comparison

The maximum SYY drawdown since its inception was -70.08%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for SYY and WM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.74%
-3.45%
SYY
WM

Volatility

SYY vs. WM - Volatility Comparison

The current volatility for Sysco Corporation (SYY) is 4.19%, while Waste Management, Inc. (WM) has a volatility of 6.99%. This indicates that SYY experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
6.99%
SYY
WM

Financials

SYY vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Sysco Corporation and Waste Management, 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