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UNFI vs. WBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNFI vs. WBA - Performance Comparison

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

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Returns By Period


UNFI

1D
1.06%
1M
-0.36%
YTD
49.66%
6M
53.58%
1Y
136.57%
3Y*
32.54%
5Y*
7.31%
10Y*
1.70%

WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNFI vs. WBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNFI
United Natural Foods, Inc.
49.66%23.29%68.27%-58.07%-21.13%207.33%82.31%-17.28%-78.51%3.25%
WBA
Walgreens Boots Alliance, Inc.
0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-3.65%-10.51%

Correlation

The correlation between UNFI and WBA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 1, 1996

0.25

Over the past year, the correlation between UNFI and WBA has dropped to 0.05 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

UNFI:

$31.21B

WBA:

$154.58B

Gross Profit (TTM)

UNFI:

$4.18B

WBA:

$26.47B

EBITDA (TTM)

UNFI:

$342.00M

WBA:

-$2.92B

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Return for Risk

UNFI vs. WBA — Risk / Return Rank

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

UNFI
UNFI Risk / Return Rank: 9292
Overall Rank
UNFI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
UNFI Sortino Ratio Rank: 9292
Sortino Ratio Rank
UNFI Omega Ratio Rank: 9292
Omega Ratio Rank
UNFI Calmar Ratio Rank: 9292
Calmar Ratio Rank
UNFI Martin Ratio Rank: 9292
Martin Ratio Rank

WBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

UNFI vs. WBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Natural Foods, Inc. (UNFI) and Walgreens Boots Alliance, Inc. (WBA). 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.


UNFIWBADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

4.98

Martin ratioReturn relative to average drawdown

12.81

UNFI vs. WBA - Sharpe Ratio Comparison


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Drawdowns

UNFI vs. WBA - Drawdown Comparison


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Drawdown Indicators


UNFIWBADifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

Max Drawdown (1Y)

Largest decline over 1 year

-27.00%

Max Drawdown (3Y)

Largest decline over 3 years

-58.28%

Max Drawdown (5Y)

Largest decline over 5 years

-84.14%

Max Drawdown (10Y)

Largest decline over 10 years

-89.66%

Current Drawdown

Current decline from peak

-39.67%

Average Drawdown

Average peak-to-trough decline

-37.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.47%

Volatility

UNFI vs. WBA - Volatility Comparison


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Volatility by Period


UNFIWBADifference

Volatility (1M)

Calculated over the trailing 1-month period

18.04%

Volatility (6M)

Calculated over the trailing 6-month period

30.73%

Volatility (1Y)

Calculated over the trailing 1-year period

48.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.64%

Dividends

UNFI vs. WBA - Dividend Comparison

Neither UNFI nor WBA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WBA
Walgreens Boots Alliance, Inc.
0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Financials

UNFI vs. WBA - Financials Comparison

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


5.00B10.00B15.00B20.00B25.00B30.00B35.00B40.00B20222023202420252026
7.72B
38.99B
(UNFI) Total Revenue
(WBA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UNFI and WBA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for UNFI and WBA

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