UNF vs. CTAS
UNF (UniFirst Corporation) and CTAS (Cintas Corporation) are both stocks. Both operate in the Specialty Business Services industry within the Industrials sector. Over the past 10 years, UNF returned 10.34%/yr vs 25.11%/yr for CTAS. At a 0.35 correlation, their price movements are largely independent.
Performance
UNF vs. CTAS - Performance Comparison
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Returns By Period
In the year-to-date period, UNF achieves a 52.15% return, which is significantly higher than CTAS's 10.22% return. Over the past 10 years, UNF has underperformed CTAS with an annualized return of 10.34%, while CTAS has yielded a comparatively higher 25.11% annualized return.
UNF
- 1D
- 4.06%
- 1M
- 10.07%
- 6M
- 38.17%
- YTD
- 52.15%
- 1Y
- 65.90%
- 3Y*
- 24.69%
- 5Y*
- 6.98%
- 10Y*
- 10.34%
CTAS
- 1D
- 7.22%
- 1M
- 16.72%
- 6M
- 5.99%
- YTD
- 10.22%
- 1Y
- -2.72%
- 3Y*
- 18.92%
- 5Y*
- 17.48%
- 10Y*
- 25.11%
UNF vs. CTAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNF UniFirst Corporation | 52.15% | 13.60% | -5.75% | -4.56% | -7.65% | -0.14% | 5.37% | 41.65% | -13.04% | 14.91% |
CTAS Cintas Corporation | 10.22% | 3.78% | 22.24% | 34.82% | 2.97% | 26.51% | 32.74% | 61.73% | 9.04% | 36.32% |
Correlation
The correlation between UNF and CTAS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.35 |
Over the past year, UNF and CTAS have become more correlated (0.58) than their long-term average of 0.35, meaning their price movements have been converging.
Fundamentals
UNF:
$5.32B
CTAS:
$82.53B
UNF:
$8.45
CTAS:
$4.92
UNF:
34.64
CTAS:
41.94
UNF:
10.70
CTAS:
3.07
UNF:
1.61
CTAS:
7.45
UNF:
$2.49B
CTAS:
$11.26B
UNF:
$914.27M
CTAS:
$5.71B
UNF:
$295.16M
CTAS:
$2.99B
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Return for Risk
UNF vs. CTAS — Risk / Return Rank
UNF
CTAS
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UNF | CTAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.00 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | -0.10 | +4.22 |
| Martin ratioReturn relative to average drawdown | 11.73 | -0.16 | +11.89 |
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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.
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Drawdown Indicators
| UNF | CTAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.02% | -65.32% | -8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.08% | -27.23% | +11.15% |
Max Drawdown (3Y)Largest decline over 3 years | -34.56% | -27.68% | -6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -27.68% | -6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | -48.38% | +7.53% |
Current DrawdownCurrent decline from peak | 0.00% | -8.54% | +8.54% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -15.05% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 16.81% | -11.17% |
Volatility
UNF vs. CTAS - Volatility Comparison
The current volatility for UniFirst Corporation (UNF) is 6.27%, while Cintas Corporation (CTAS) has a volatility of 11.21%. This indicates that UNF experiences smaller price fluctuations and is considered to be less risky than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UNF | CTAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 11.21% | -4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 25.06% | 18.89% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.40% | 22.88% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.05% | 22.93% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 26.90% | +3.26% |
Dividends
UNF vs. CTAS - Dividend Comparison
UNF's dividend yield for the trailing twelve months is around 0.49%, less than CTAS's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 0.87% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
UNF UniFirst Corporation | 0.49% | 0.73% | 0.78% | 0.69% | 0.63% | 0.50% | 0.47% | 0.29% | 0.26% | 0.09% | 0.10% | 0.14% |
Financials
UNF vs. CTAS - Financials Comparison
This section allows you to compare key financial metrics between UniFirst Corporation and Cintas 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.
Total Revenue: Total amount of money received from sales and other business activities
UNF vs. CTAS - Profitability Comparison
UNF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, UniFirst Corporation reported a gross profit of 234.73M and revenue of 634.40M. Therefore, the gross margin over that period was 37.0%.
CTAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Cintas Corporation reported a gross profit of 1.48B and revenue of 2.91B. Therefore, the gross margin over that period was 51.0%.
UNF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, UniFirst Corporation reported an operating income of 23.03M and revenue of 634.40M, resulting in an operating margin of 3.6%.
CTAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Cintas Corporation reported an operating income of 673.04M and revenue of 2.91B, 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 Jul 2026, UniFirst Corporation reported a net income of 19.92M and revenue of 634.40M, resulting in a net margin of 3.1%.
CTAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Cintas Corporation reported a net income of 510.99M and revenue of 2.91B, resulting in a net margin of 17.6%.
Frequently Asked Questions
UNF and CTAS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (11.21%) compared to UNF (6.27%). In terms of maximum drawdown, UNF dropped -74.02% vs CTAS's -65.32%.
UNF currently has the higher Sharpe Ratio (1.87 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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