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

Key characteristics


UNFITSLA
YTD Return21.38%-2.27%
1Y Return25.40%10.40%
3Y Return (Ann)-26.78%-15.92%
5Y Return (Ann)18.65%62.24%
10Y Return (Ann)-12.17%31.34%
Sharpe Ratio0.520.19
Sortino Ratio1.250.73
Omega Ratio1.161.09
Calmar Ratio0.340.17
Martin Ratio1.380.49
Ulcer Index22.05%22.86%
Daily Std Dev58.86%58.15%
Max Drawdown-93.50%-73.63%
Current Drawdown-76.42%-40.77%

Fundamentals


UNFITSLA
Market Cap$1.22B$799.27B
EPS-$1.81$3.57
PEG Ratio3.746.92
Total Revenue (TTM)$23.43B$97.15B
Gross Profit (TTM)$3.02B$17.71B
EBITDA (TTM)$362.00M$12.33B

Correlation

-0.50.00.51.00.2

The correlation between UNFI and TSLA is 0.21, 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.

Performance

UNFI vs. TSLA - Performance Comparison

In the year-to-date period, UNFI achieves a 21.38% return, which is significantly higher than TSLA's -2.27% return. Over the past 10 years, UNFI has underperformed TSLA with an annualized return of -12.17%, while TSLA has yielded a comparatively higher 31.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
103.31%
31.44%
UNFI
TSLA

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

UNFI vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Natural Foods, Inc. (UNFI) and Tesla, Inc. (TSLA). 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.


UNFI
Sharpe ratio
The chart of Sharpe ratio for UNFI, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.52
Sortino ratio
The chart of Sortino ratio for UNFI, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25
Omega ratio
The chart of Omega ratio for UNFI, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for UNFI, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for UNFI, currently valued at 1.38, compared to the broader market-10.000.0010.0020.0030.001.38
TSLA
Sharpe ratio
The chart of Sharpe ratio for TSLA, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.19
Sortino ratio
The chart of Sortino ratio for TSLA, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.73
Omega ratio
The chart of Omega ratio for TSLA, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for TSLA, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for TSLA, currently valued at 0.49, compared to the broader market-10.000.0010.0020.0030.000.49

UNFI vs. TSLA - Sharpe Ratio Comparison

The current UNFI Sharpe Ratio is 0.52, which is higher than the TSLA Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of UNFI and TSLA, 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
0.52
0.19
UNFI
TSLA

Dividends

UNFI vs. TSLA - Dividend Comparison

Neither UNFI nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNFI vs. TSLA - Drawdown Comparison

The maximum UNFI drawdown since its inception was -93.50%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for UNFI and TSLA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-76.42%
-40.77%
UNFI
TSLA

Volatility

UNFI vs. TSLA - Volatility Comparison

The current volatility for United Natural Foods, Inc. (UNFI) is 12.28%, while Tesla, Inc. (TSLA) has a volatility of 23.74%. This indicates that UNFI experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
12.28%
23.74%
UNFI
TSLA

Financials

UNFI vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between United Natural Foods, Inc. and Tesla, Inc.. 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