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

Correlation

The correlation between TSN and SYY is 0.27, 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.


-0.50.00.51.00.3

Performance

TSN vs. SYY - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.87%
5.28%
TSN
SYY

Key characteristics

Sharpe Ratio

TSN:

0.82

SYY:

0.35

Sortino Ratio

TSN:

1.25

SYY:

0.66

Omega Ratio

TSN:

1.16

SYY:

1.08

Calmar Ratio

TSN:

0.39

SYY:

0.37

Martin Ratio

TSN:

2.92

SYY:

0.99

Ulcer Index

TSN:

5.98%

SYY:

6.87%

Daily Std Dev

TSN:

21.27%

SYY:

19.20%

Max Drawdown

TSN:

-81.50%

SYY:

-70.08%

Current Drawdown

TSN:

-35.61%

SYY:

-9.31%

Fundamentals

Market Cap

TSN:

$21.14B

SYY:

$38.33B

EPS

TSN:

$2.25

SYY:

$3.89

PE Ratio

TSN:

26.40

SYY:

20.06

PEG Ratio

TSN:

0.50

SYY:

1.47

Total Revenue (TTM)

TSN:

$53.31B

SYY:

$79.71B

Gross Profit (TTM)

TSN:

$3.64B

SYY:

$14.65B

EBITDA (TTM)

TSN:

$3.07B

SYY:

$4.18B

Returns By Period

In the year-to-date period, TSN achieves a 11.81% return, which is significantly higher than SYY's 6.98% return. Over the past 10 years, TSN has underperformed SYY with an annualized return of 5.92%, while SYY has yielded a comparatively higher 9.24% annualized return.


TSN

YTD

11.81%

1M

-6.87%

6M

5.21%

1Y

17.47%

5Y*

-5.91%

10Y*

5.92%

SYY

YTD

6.98%

1M

2.35%

6M

6.15%

1Y

6.80%

5Y*

0.36%

10Y*

9.24%

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Risk-Adjusted Performance

TSN vs. SYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) and Sysco Corporation (SYY). 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 0.82, compared to the broader market-4.00-2.000.002.000.820.35
The chart of Sortino ratio for TSN, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.250.66
The chart of Omega ratio for TSN, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.08
The chart of Calmar ratio for TSN, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.37
The chart of Martin ratio for TSN, currently valued at 2.92, compared to the broader market-5.000.005.0010.0015.0020.0025.002.920.99
TSN
SYY

The current TSN Sharpe Ratio is 0.82, which is higher than the SYY Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of TSN and SYY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.82
0.35
TSN
SYY

Dividends

TSN vs. SYY - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.39%, more than SYY's 2.65% yield.


TTM20232022202120202019201820172016201520142013
TSN
Tyson Foods, Inc.
3.39%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
SYY
Sysco Corporation
2.65%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%

Drawdowns

TSN vs. SYY - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than SYY's maximum drawdown of -70.08%. Use the drawdown chart below to compare losses from any high point for TSN and SYY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.61%
-9.31%
TSN
SYY

Volatility

TSN vs. SYY - Volatility Comparison

The current volatility for Tyson Foods, Inc. (TSN) is 3.40%, while Sysco Corporation (SYY) has a volatility of 6.31%. This indicates that TSN experiences smaller price fluctuations and is considered to be less risky than SYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
6.31%
TSN
SYY

Financials

TSN vs. SYY - Financials Comparison

This section allows you to compare key financial metrics between Tyson Foods, Inc. and Sysco Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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