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

Performance

UNFI vs. SYY - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
99.75%
4.37%
UNFI
SYY

Returns By Period

In the year-to-date period, UNFI achieves a 45.47% return, which is significantly higher than SYY's 5.48% return. Over the past 10 years, UNFI has underperformed SYY with an annualized return of -10.88%, while SYY has yielded a comparatively higher 9.46% annualized return.


UNFI

YTD

45.47%

1M

14.33%

6M

96.42%

1Y

54.62%

5Y (annualized)

22.10%

10Y (annualized)

-10.88%

SYY

YTD

5.48%

1M

0.41%

6M

4.49%

1Y

7.09%

5Y (annualized)

1.65%

10Y (annualized)

9.46%

Fundamentals


UNFISYY
Market Cap$1.37B$36.17B
EPS-$1.89$3.89
PEG Ratio3.741.39
Total Revenue (TTM)$23.43B$79.71B
Gross Profit (TTM)$3.02B$14.65B
EBITDA (TTM)$366.00M$4.18B

Key characteristics


UNFISYY
Sharpe Ratio0.940.44
Sortino Ratio1.790.76
Omega Ratio1.231.10
Calmar Ratio0.620.45
Martin Ratio2.531.20
Ulcer Index22.04%6.80%
Daily Std Dev59.05%18.67%
Max Drawdown-93.50%-70.08%
Current Drawdown-71.73%-10.59%

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 UNFI and SYY is 0.29, 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

UNFI vs. SYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Natural Foods, Inc. (UNFI) 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 UNFI, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.940.44
The chart of Sortino ratio for UNFI, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.790.76
The chart of Omega ratio for UNFI, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.10
The chart of Calmar ratio for UNFI, currently valued at 0.62, compared to the broader market0.002.004.006.000.620.45
The chart of Martin ratio for UNFI, currently valued at 2.53, compared to the broader market0.0010.0020.0030.002.531.20
UNFI
SYY

The current UNFI Sharpe Ratio is 0.94, which is higher than the SYY Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of UNFI 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.94
0.44
UNFI
SYY

Dividends

UNFI vs. SYY - Dividend Comparison

UNFI has not paid dividends to shareholders, while SYY's dividend yield for the trailing twelve months is around 2.69%.


TTM20232022202120202019201820172016201520142013
UNFI
United Natural Foods, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYY
Sysco Corporation
2.69%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%

Drawdowns

UNFI vs. SYY - Drawdown Comparison

The maximum UNFI drawdown since its inception was -93.50%, which is greater than SYY's maximum drawdown of -70.08%. Use the drawdown chart below to compare losses from any high point for UNFI and SYY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-71.73%
-10.59%
UNFI
SYY

Volatility

UNFI vs. SYY - Volatility Comparison

United Natural Foods, Inc. (UNFI) has a higher volatility of 13.03% compared to Sysco Corporation (SYY) at 5.10%. This indicates that UNFI's price experiences larger fluctuations and is considered to be riskier than SYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.03%
5.10%
UNFI
SYY

Financials

UNFI vs. SYY - Financials Comparison

This section allows you to compare key financial metrics between United Natural 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