UNF vs. CTAS

Last updated Apr 1, 2026

Compare and contrast key facts about UniFirst Corporation (UNF) and Cintas Corporation (CTAS).

Performance

UNF vs. CTAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UniFirst Corporation (UNF) and Cintas Corporation (CTAS). The values are adjusted to include any dividend payments, if applicable.

UNF vs. CTAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UNF UniFirst Corporation	30.61%	13.60%	-5.75%	-4.56%	-7.65%	-0.14%	5.37%	41.65%	-13.04%	14.91%
CTAS Cintas Corporation	-9.86%	3.78%	22.24%	34.82%	2.97%	26.51%	32.74%	61.73%	9.04%	36.32%

Fundamentals

EPS UNF : $11.30 CTAS : $4.75
PE Ratio UNF : 22.27 CTAS : 35.63
PEG Ratio UNF : 6.88 CTAS : 2.50
PS Ratio UNF : 1.27 CTAS : 6.26
Total Revenue (TTM) UNF : $2.45B CTAS : $11.03B
Gross Profit (TTM) UNF : $894.39M CTAS : $1.33B
EBITDA (TTM) UNF : $325.88M CTAS : $2.66B

Returns By Period

In the year-to-date period, UNF achieves a 30.61% return, which is significantly higher than CTAS's -9.86% return. Over the past 10 years, UNF has underperformed CTAS with an annualized return of 9.08%, while CTAS has yielded a comparatively higher 23.61% annualized return.

UNF

• 1D: 0.91%
• 1M: 7.29%
• YTD: 30.61%
• 6M: 51.00%
• 1Y: 45.65%
• 3Y*: 13.43%
• 5Y*: 2.96%
• 10Y*: 9.08%

CTAS

• 1D: 0.28%
• 1M: -15.91%
• YTD: -9.86%
• 6M: -17.21%
• 1Y: -17.00%
• 3Y*: 14.50%
• 5Y*: 15.26%
• 10Y*: 23.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UNF vs. CTAS — Risk / Return Rank

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

UNF

UNF Risk / Return Rank: 80
UNF Sharpe Ratio Rank: 79
UNF Sortino Ratio Rank: 82
UNF Omega Ratio Rank: 80
UNF Calmar Ratio Rank: 79
UNF Martin Ratio Rank: 78

CTAS

CTAS Risk / Return Rank: 14
CTAS Sharpe Ratio Rank: 9
CTAS Sortino Ratio Rank: 11
CTAS Omega Ratio Rank: 12
CTAS Calmar Ratio Rank: 23
CTAS Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UNF vs. CTAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UniFirst Corporation (UNF) and Cintas Corporation (CTAS). 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.

	UNF	CTAS	Difference
Sharpe ratio Return per unit of total volatility	1.21	-0.80	+2.01
Sortino ratio Return per unit of downside risk	2.21	-1.02	+3.23
Omega ratio Gain probability vs. loss probability	1.29	0.87	+0.42
Calmar ratio Return relative to maximum drawdown	2.17	-0.60	+2.77
Martin ratio Return relative to average drawdown	5.52	-1.31	+6.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UNF vs. CTAS - Sharpe Ratio Comparison

The current UNF Sharpe Ratio is 1.21, which is higher than the CTAS Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of UNF and CTAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UNF	CTAS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	-0.80	+2.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.68	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.89	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.52	-0.17

Correlation

The correlation between UNF and CTAS is 0.35, 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.

Dividends

UNF vs. CTAS - Dividend Comparison

UNF's dividend yield for the trailing twelve months is around 0.57%, less than CTAS's 1.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UNF UniFirst Corporation	0.57%	0.73%	0.78%	0.69%	0.63%	0.50%	0.47%	0.29%	0.26%	0.09%	0.10%	0.14%
CTAS Cintas Corporation	1.03%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%

Drawdowns

UNF vs. CTAS - Drawdown Comparison

The maximum UNF drawdown since its inception was -74.02%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for UNF and CTAS.

Drawdown Indicators

	UNF	CTAS	Difference
Max Drawdown Largest peak-to-trough decline	-74.02%	-65.32%	-8.70%
Max Drawdown (1Y) Largest decline over 1 year	-21.06%	-26.72%	+5.66%
Max Drawdown (5Y) Largest decline over 5 years	-36.62%	-26.72%	-9.90%
Max Drawdown (10Y) Largest decline over 10 years	-40.85%	-48.38%	+7.53%
Current Drawdown Current decline from peak	-8.48%	-25.20%	+16.72%
Average Drawdown Average peak-to-trough decline	-17.16%	-14.99%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.29%	12.22%	-3.93%

Volatility

UNF vs. CTAS - Volatility Comparison

UniFirst Corporation (UNF) has a higher volatility of 15.94% compared to Cintas Corporation (CTAS) at 7.96%. This indicates that UNF's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UNF	CTAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.94%	7.96%	+7.98%
Volatility (6M) Calculated over the trailing 6-month period	31.23%	14.35%	+16.88%
Volatility (1Y) Calculated over the trailing 1-year period	37.92%	21.38%	+16.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	22.49%	+8.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.27%	26.52%	+3.75%

Financials

UNF vs. CTAS - Profitability Comparison

The chart below illustrates the profitability comparison between UniFirst Corporation and Cintas Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

UNF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, UniFirst Corporation reported a gross profit of 228.29M and revenue of 621.32M. Therefore, the gross margin over that period was 36.7%.

CTAS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Cintas Corporation reported a gross profit of -2.78B and revenue of 2.84B. Therefore, the gross margin over that period was -97.8%.

UNF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, UniFirst Corporation reported an operating income of 45.31M and revenue of 621.32M, resulting in an operating margin of 7.3%.

CTAS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Cintas Corporation reported an operating income of 659.90M and revenue of 2.84B, resulting in an operating margin of 23.2%.

UNF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, UniFirst Corporation reported a net income of 34.36M and revenue of 621.32M, resulting in a net margin of 5.5%.

CTAS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Cintas Corporation reported a net income of 502.50M and revenue of 2.84B, resulting in a net margin of 17.7%.