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

Correlation

The correlation between USFD and SYY is 0.64, 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.


-0.50.00.51.00.6

Performance

USFD vs. SYY - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
25.73%
5.28%
USFD
SYY

Key characteristics

Sharpe Ratio

USFD:

2.23

SYY:

0.35

Sortino Ratio

USFD:

2.82

SYY:

0.66

Omega Ratio

USFD:

1.40

SYY:

1.08

Calmar Ratio

USFD:

5.26

SYY:

0.37

Martin Ratio

USFD:

14.45

SYY:

0.99

Ulcer Index

USFD:

3.53%

SYY:

6.87%

Daily Std Dev

USFD:

22.95%

SYY:

19.20%

Max Drawdown

USFD:

-77.30%

SYY:

-70.08%

Current Drawdown

USFD:

-7.11%

SYY:

-9.31%

Fundamentals

Market Cap

USFD:

$15.92B

SYY:

$38.33B

EPS

USFD:

$2.33

SYY:

$3.89

PE Ratio

USFD:

29.33

SYY:

20.06

PEG Ratio

USFD:

0.24

SYY:

1.47

Total Revenue (TTM)

USFD:

$37.32B

SYY:

$79.71B

Gross Profit (TTM)

USFD:

$6.46B

SYY:

$14.65B

EBITDA (TTM)

USFD:

$1.53B

SYY:

$4.18B

Returns By Period

In the year-to-date period, USFD achieves a 47.96% return, which is significantly higher than SYY's 6.98% return.


USFD

YTD

47.96%

1M

1.02%

6M

26.85%

1Y

51.06%

5Y*

10.31%

10Y*

N/A

SYY

YTD

6.98%

1M

2.35%

6M

6.15%

1Y

6.80%

5Y*

0.36%

10Y*

9.24%

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

USFD vs. SYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Foods Holding Corp. (USFD) 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 USFD, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.230.35
The chart of Sortino ratio for USFD, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.820.66
The chart of Omega ratio for USFD, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.08
The chart of Calmar ratio for USFD, currently valued at 5.26, compared to the broader market0.002.004.006.005.260.37
The chart of Martin ratio for USFD, currently valued at 14.45, compared to the broader market0.0010.0020.0014.450.99
USFD
SYY

The current USFD Sharpe Ratio is 2.23, which is higher than the SYY Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of USFD 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.23
0.35
USFD
SYY

Dividends

USFD vs. SYY - Dividend Comparison

USFD has not paid dividends to shareholders, while SYY's dividend yield for the trailing twelve months is around 2.65%.


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%
SYY
Sysco Corporation
2.65%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%

Drawdowns

USFD vs. SYY - Drawdown Comparison

The maximum USFD drawdown since its inception was -77.30%, which is greater than SYY's maximum drawdown of -70.08%. Use the drawdown chart below to compare losses from any high point for USFD and SYY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.11%
-9.31%
USFD
SYY

Volatility

USFD vs. SYY - Volatility Comparison

US Foods Holding Corp. (USFD) and Sysco Corporation (SYY) have volatilities of 6.37% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
6.31%
USFD
SYY

Financials

USFD vs. SYY - Financials Comparison

This section allows you to compare key financial metrics between US Foods Holding Corp. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab