US Foods Correlations
| USFD Stock | USD 64.41 1.03 1.63% |
The current 90-days correlation between US Foods Holding and Sysco is 0.03 (i.e., Significant diversification). The correlation of US Foods 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.
US Foods Correlation With Market
Good diversification
The correlation between US Foods Holding and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding US Foods Holding and DJI in the same portfolio, assuming nothing else is changed.
USFD |
Moving together with USFD Stock
| 0.69 | SFM | Sprouts Farmers Market | PairCorr |
| 0.87 | WMT | Walmart Aggressive Push | PairCorr |
| 0.8 | NGVC | Natural Grocers by | PairCorr |
| 0.79 | COST | Costco Wholesale Corp | PairCorr |
| 0.61 | UG | United Guardian | PairCorr |
| 0.64 | DLTR | Dollar Tree | PairCorr |
Moving against USFD Stock
| 0.75 | GV | Visionary Education | PairCorr |
| 0.56 | TR | Tootsie Roll Industries | PairCorr |
| 0.43 | DG | Dollar General | PairCorr |
| 0.38 | MO | Altria Group | PairCorr |
| 0.34 | CL | Colgate Palmolive | PairCorr |
| 0.32 | BG | Bunge Limited | PairCorr |
| 0.31 | UL | Unilever PLC ADR | PairCorr |
| 0.63 | BGS | BG Foods | PairCorr |
| 0.38 | CAG | ConAgra Foods | PairCorr |
| 0.36 | BUD | Anheuser Busch Inbev | 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 USFD Stock performing well and US Foods 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 US Foods' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CHEF | 1.42 | 0.14 | 0.09 | 0.58 | 2.02 | 2.85 | 16.12 | |||
| SYY | 0.98 | (0.14) | 0.00 | (0.57) | 0.00 | 1.99 | 8.75 | |||
| SPTN | 1.31 | 0.07 | 0.07 | 0.71 | 1.79 | 2.12 | 14.21 | |||
| CVGW | 1.86 | (0.09) | 0.00 | 4.92 | 0.00 | 4.15 | 12.71 | |||
| PFGC | 1.22 | (0.15) | 0.00 | (0.22) | 0.00 | 2.19 | 6.86 | |||
| UNFI | 2.23 | (0.01) | 0.00 | (0.08) | 0.00 | 4.52 | 16.03 | |||
| ANDE | 1.70 | 0.02 | 0.00 | (0.04) | 0.00 | 3.13 | 20.70 | |||
| AVO | 1.79 | (0.31) | 0.00 | (0.43) | 0.00 | 2.81 | 30.50 | |||
| DIT | 3.00 | (0.14) | 0.00 | (0.52) | 0.00 | 7.08 | 23.72 |