PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TSN vs. HSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TSN vs. HSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyson Foods, Inc. (TSN) and The Hershey Company (HSY). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.21%
-17.74%
TSN
HSY

Returns By Period

In the year-to-date period, TSN achieves a 23.16% return, which is significantly higher than HSY's -6.90% return. Over the past 10 years, TSN has underperformed HSY with an annualized return of 6.66%, while HSY has yielded a comparatively higher 8.25% annualized return.


TSN

YTD

23.16%

1M

7.55%

6M

8.21%

1Y

37.25%

5Y (annualized)

-3.85%

10Y (annualized)

6.66%

HSY

YTD

-6.90%

1M

-8.45%

6M

-17.74%

1Y

-11.45%

5Y (annualized)

4.86%

10Y (annualized)

8.25%

Fundamentals


TSNHSY
Market Cap$22.30B$36.73B
EPS-$0.06$8.69
PEG Ratio18.513.81
Total Revenue (TTM)$39.74B$10.97B
Gross Profit (TTM)$2.58B$4.77B
EBITDA (TTM)$2.01B$2.70B

Key characteristics


TSNHSY
Sharpe Ratio1.74-0.54
Sortino Ratio2.41-0.66
Omega Ratio1.320.93
Calmar Ratio0.77-0.31
Martin Ratio6.70-1.60
Ulcer Index5.73%7.09%
Daily Std Dev22.17%20.97%
Max Drawdown-81.50%-49.16%
Current Drawdown-29.07%-36.22%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between TSN and HSY is 0.25, 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

TSN vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) and The Hershey Company (HSY). 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 TSN, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.74-0.54
The chart of Sortino ratio for TSN, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.41-0.66
The chart of Omega ratio for TSN, currently valued at 1.32, compared to the broader market0.501.001.502.001.320.93
The chart of Calmar ratio for TSN, currently valued at 0.77, compared to the broader market0.002.004.006.000.77-0.31
The chart of Martin ratio for TSN, currently valued at 6.70, compared to the broader market-10.000.0010.0020.0030.006.70-1.60
TSN
HSY

The current TSN Sharpe Ratio is 1.74, which is higher than the HSY Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of TSN and HSY, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.74
-0.54
TSN
HSY

Dividends

TSN vs. HSY - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.04%, more than HSY's 2.42% yield.


TTM20232022202120202019201820172016201520142013
TSN
Tyson Foods, Inc.
3.04%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
HSY
The Hershey Company
2.42%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

TSN vs. HSY - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than HSY's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for TSN and HSY. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%JuneJulyAugustSeptemberOctoberNovember
-29.07%
-36.22%
TSN
HSY

Volatility

TSN vs. HSY - Volatility Comparison

Tyson Foods, Inc. (TSN) and The Hershey Company (HSY) have volatilities of 7.52% and 7.53%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.52%
7.53%
TSN
HSY

Financials

TSN vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between Tyson Foods, Inc. and The Hershey Company. 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