Sysco Correlations

SYY Stock

USD 78.41 0.50 0.64%

The current 90-days correlation between Sysco and Performance Food Group is 0.47 (i.e., Very weak diversification). The correlation of Sysco 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Sysco Correlation With Market

Very weak diversification

The correlation between Sysco and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sysco and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Sysco Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sysco. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

For more information on how to buy Sysco Stock please use our How to Invest in Sysco guide.

Moving together with Sysco Stock

0.82	TGT	Target	Pair Corr
0.86	DG	Dollar General	Pair Corr
0.93	EL	Estee Lauder Companies Earnings Call This Week	Pair Corr
0.67	PM	Philip Morris Intern Earnings Call This Week	Pair Corr
0.68	TR	Tootsie Roll Industries Earnings Call This Week	Pair Corr
0.68	YQ	17 Education Technology	Pair Corr
0.91	DLTR	Dollar Tree	Pair Corr
0.79	DTCK	Davis Commodities	Pair Corr
0.69	EPSM	Epsium Enterprise	Pair Corr
0.9	WILC	G Willi Food	Pair Corr
0.66	EWCZ	European Wax Center	Pair Corr
0.64	CENTA	Central Garden Pet	Pair Corr

Moving against Sysco Stock

0.8	JZ	Jianzhi Education	Pair Corr
0.74	K	Kellanova Earnings Call This Week	Pair Corr
0.74	BJ	BJs Wholesale Club	Pair Corr
0.65	GO	Grocery Outlet Holding	Pair Corr
0.58	GV	Visionary Education	Pair Corr
0.51	UL	Unilever PLC ADR	Pair Corr
0.48	YI	111 Inc	Pair Corr
0.47	DNUT	Krispy Kreme	Pair Corr
0.45	PG	Procter Gamble	Pair Corr
0.42	DOLE	Dole PLC	Pair Corr
0.32	KO	Coca Cola Earnings Call This Week	Pair Corr
0.31	CL	Colgate Palmolive Earnings Call This Week	Pair Corr
0.84	WGRX	Wellgistics Health, Buyout Trend	Pair Corr
0.75	WVVI	Willamette Valley	Pair Corr
0.73	FARM	Farmer Bros	Pair Corr
0.71	EEIQ	Elite Education Group	Pair Corr
0.71	WYHG	Wing Yip Food	Pair Corr
0.55	EDTK	Skillful Craftsman	Pair Corr
0.49	XAGE	Longevity Health Hol Symbol Change	Pair Corr
0.41	VSTA	Vasta Platform	Pair Corr

Related Correlations Analysis

	PFGC	CHEF	UNFI	CVGW	USFD	SPTN	ANDE	AVO
PFGC		0.83	0.05	0.18	0.93	0.51	-0.1	0.63	PFGC
CHEF	0.83		0.11	0.12	0.92	0.37	-0.35	0.54	CHEF
UNFI	0.05	0.11		-0.05	0.02	-0.4	-0.51	-0.63	UNFI
CVGW	0.18	0.12	-0.05		0.16	0.21	0.27	0.37	CVGW
USFD	0.93	0.92	0.02	0.16		0.44	-0.21	0.67	USFD
SPTN	0.51	0.37	-0.4	0.21	0.44		0.47	0.58	SPTN
ANDE	-0.1	-0.35	-0.51	0.27	-0.21	0.47		0.32	ANDE
AVO	0.63	0.54	-0.63	0.37	0.67	0.58	0.32		AVO
	PFGC	CHEF	UNFI	CVGW	USFD	SPTN	ANDE	AVO

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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

USFD	+ 0.93	PFGC
USFD	+ 0.92	CHEF
CHEF	+ 0.83	PFGC
AVO	+ 0.67	USFD
AVO	+ 0.63	PFGC
AVO	+ 0.58	SPTN

High negative correlations

AVO	- 0.63	UNFI
ANDE	- 0.51	UNFI
SPTN	- 0.4	UNFI
ANDE	- 0.35	CHEF
ANDE	- 0.21	USFD
ANDE	- 0.1	PFGC

Risk-Adjusted Indicators

There is a big difference between Sysco Stock performing well and Sysco 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 Sysco'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
PFGC	1.20	0.28	0.22	0.44	0.77	(1.46)	3.37	(1.67)	6.95
CHEF	1.56	0.20	0.07	0.46	2.00	(1.63)	3.67	(2.59)	13.32
UNFI	2.39	0.06	0.02	0.19	3.06	(2.84)	5.36	(5.02)	17.78
CVGW	2.00	0.09	0.01	0.30	3.16	(2.30)	4.01	(2.84)	22.36
USFD	0.97	0.28	0.24	0.42	0.77	(1.15)	2.57	(1.67)	6.09
SPTN	2.33	0.48	0.23	0.56	1.58	(3.29)	3.78	(2.50)	51.08
ANDE	1.56	(0.16)	0.00	(0.07)	0.00	0.00	3.25	(2.82)	12.61
AVO	1.50	0.19	0.07	0.46	1.63	(1.60)	3.49	(2.65)	8.29

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