PortfoliosLab logo
SYY vs. XLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYY and XLP is 0.48, 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. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sysco Corporation (SYY) and Consumer Staples Select Sector SPDR Fund (XLP). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
894.11%
466.86%
SYY
XLP

Key characteristics

Sharpe Ratio

SYY:

-0.18

XLP:

0.77

Sortino Ratio

SYY:

-0.10

XLP:

1.16

Omega Ratio

SYY:

0.99

XLP:

1.15

Calmar Ratio

SYY:

-0.21

XLP:

1.22

Martin Ratio

SYY:

-0.55

XLP:

3.25

Ulcer Index

SYY:

6.95%

XLP:

3.13%

Daily Std Dev

SYY:

21.58%

XLP:

13.24%

Max Drawdown

SYY:

-69.94%

XLP:

-35.89%

Current Drawdown

SYY:

-14.88%

XLP:

-2.02%

Returns By Period

In the year-to-date period, SYY achieves a -6.52% return, which is significantly lower than XLP's 4.20% return. Over the past 10 years, SYY has outperformed XLP with an annualized return of 9.60%, while XLP has yielded a comparatively lower 8.03% annualized return.


SYY

YTD

-6.52%

1M

1.51%

6M

-7.19%

1Y

-4.39%

5Y*

8.59%

10Y*

9.60%

XLP

YTD

4.20%

1M

5.07%

6M

3.74%

1Y

8.92%

5Y*

9.89%

10Y*

8.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SYY vs. XLP — 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 3838
Overall Rank
The Sharpe Ratio Rank of SYY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SYY is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SYY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SYY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SYY is 4040
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 7373
Overall Rank
The Sharpe Ratio Rank of XLP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7575
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. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) and Consumer Staples Select Sector SPDR Fund (XLP). 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 -0.18, which is lower than the XLP Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SYY and XLP, 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-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.20
0.68
SYY
XLP

Dividends

SYY vs. XLP - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.89%, more than XLP's 2.50% yield.


TTM20242023202220212020201920182017201620152014
SYY
Sysco Corporation
2.89%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%
XLP
Consumer Staples Select Sector SPDR Fund
2.50%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%

Drawdowns

SYY vs. XLP - Drawdown Comparison

The maximum SYY drawdown since its inception was -69.94%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for SYY and XLP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.88%
-2.02%
SYY
XLP

Volatility

SYY vs. XLP - Volatility Comparison

Sysco Corporation (SYY) has a higher volatility of 7.74% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 5.89%. This indicates that SYY's price experiences larger fluctuations and is considered to be riskier than XLP 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%December2025FebruaryMarchAprilMay
7.74%
5.89%
SYY
XLP