Chefs Warehouse Correlations
| CHEF Stock | USD 61.50 0.59 0.97% |
The current 90-days correlation between Chefs Warehouse and United Natural Foods is 0.6 (i.e., Poor diversification). The correlation of Chefs Warehouse is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Chefs Warehouse Correlation With Market
Poor diversification
The correlation between The Chefs Warehouse and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Chefs Warehouse and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Chefs Stock
| 0.68 | DLTR | Dollar Tree | PairCorr |
| 0.81 | WBUY | WEBUY GLOBAL LTD | PairCorr |
| 0.65 | WILC | G Willi Food | PairCorr |
| 0.76 | WBA | Walgreens Boots Alliance Earnings Call This Week | PairCorr |
| 0.64 | WMT | Walmart Aggressive Push | PairCorr |
| 0.86 | PFGC | Performance Food | PairCorr |
| 0.72 | PSMT | PriceSmart | PairCorr |
| 0.89 | CART | Maplebear | PairCorr |
| 0.83 | COST | Costco Wholesale Corp | PairCorr |
| 0.94 | USFD | US Foods Holding | PairCorr |
| 0.84 | DADA | Dada Nexus | PairCorr |
Moving against Chefs Stock
| 0.59 | MSS | Maison Solutions | PairCorr |
| 0.44 | IMKTA | Ingles Markets | PairCorr |
| 0.5 | ANDE | Andersons | PairCorr |
| 0.46 | SPTN | SpartanNash | PairCorr |
| 0.38 | HFFG | Hf Foods Group Downward Rally | PairCorr |
| 0.35 | WMK | Weis Markets | PairCorr |
| 0.34 | CL | Colgate Palmolive | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Chefs Stock performing well and Chefs Warehouse Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Chefs Warehouse's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| USFD | 1.33 | 0.23 | 0.12 | 0.27 | 1.57 | 3.10 | 10.41 | |||
| SYY | 1.18 | 0.00 | 0.00 | 0.03 | 1.55 | 2.00 | 7.98 | |||
| SPTN | 1.68 | (0.13) | 0.00 | (0.38) | 0.00 | 3.12 | 19.34 | |||
| CVGW | 2.19 | 0.33 | 0.09 | 1.61 | 3.01 | 4.09 | 22.38 | |||
| AVO | 1.64 | 0.34 | 0.16 | 0.86 | 1.66 | 4.26 | 9.44 | |||
| UNFI | 2.40 | (0.29) | 0.00 | (0.24) | 0.00 | 4.81 | 17.78 | |||
| ANDE | 1.84 | (0.25) | 0.00 | (0.23) | 0.00 | 3.51 | 16.31 | |||
| PFGC | 1.44 | 0.16 | 0.08 | 0.18 | 1.76 | 3.32 | 12.04 | |||
| DIT | 2.45 | (0.28) | 0.00 | (1.24) | 0.00 | 5.13 | 18.70 |
Chefs Warehouse Corporate Management
| Christina Polychroni | Chief Officer | Profile | |
| Alexandros JD | Chief Counsel | Profile | |
| Alexandros Aldous | General Counsel and Corporate Secretary | Profile | |
| Timothy McCauley | Chief Officer | Profile |