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USFD vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USFD and SPY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

USFD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Foods Holding Corp. (USFD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
171.74%
226.53%
USFD
SPY

Key characteristics

Sharpe Ratio

USFD:

2.27

SPY:

2.21

Sortino Ratio

USFD:

2.86

SPY:

2.93

Omega Ratio

USFD:

1.41

SPY:

1.41

Calmar Ratio

USFD:

5.38

SPY:

3.26

Martin Ratio

USFD:

14.79

SPY:

14.43

Ulcer Index

USFD:

3.53%

SPY:

1.90%

Daily Std Dev

USFD:

22.97%

SPY:

12.41%

Max Drawdown

USFD:

-77.30%

SPY:

-55.19%

Current Drawdown

USFD:

-6.42%

SPY:

-2.74%

Returns By Period

In the year-to-date period, USFD achieves a 49.06% return, which is significantly higher than SPY's 25.54% return.


USFD

YTD

49.06%

1M

-0.34%

6M

26.67%

1Y

50.26%

5Y*

10.40%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

USFD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Foods Holding Corp. (USFD) and SPDR S&P 500 ETF (SPY). 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 USFD, currently valued at 2.27, compared to the broader market-4.00-2.000.002.002.272.21
The chart of Sortino ratio for USFD, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.862.93
The chart of Omega ratio for USFD, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.41
The chart of Calmar ratio for USFD, currently valued at 5.38, compared to the broader market0.002.004.006.005.383.26
The chart of Martin ratio for USFD, currently valued at 14.79, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.7914.43
USFD
SPY

The current USFD Sharpe Ratio is 2.27, which is comparable to the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of USFD and SPY, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.27
2.21
USFD
SPY

Dividends

USFD vs. SPY - Dividend Comparison

USFD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
USFD
US Foods Holding Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

USFD vs. SPY - Drawdown Comparison

The maximum USFD drawdown since its inception was -77.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USFD and SPY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.42%
-2.74%
USFD
SPY

Volatility

USFD vs. SPY - Volatility Comparison

US Foods Holding Corp. (USFD) has a higher volatility of 6.46% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that USFD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.46%
3.72%
USFD
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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