US Foods Correlations

USFD Stock

USD 69.77 0.08 0.11%

The current 90-days correlation between US Foods Holding and Sysco is 0.33 (i.e., Weak 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

Very weak diversification

The correlation between US Foods Holding 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 US Foods Holding and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with USFD Stock

0.92	WMT	Walmart Aggressive Push	Pair Corr
0.74	K	Kellanova	Pair Corr
0.87	BJ	BJs Wholesale Club	Pair Corr
0.92	KR	Kroger Company Earnings Call This Week	Pair Corr
0.73	LW	Lamb Weston Holdings	Pair Corr
0.64	MO	Altria Group	Pair Corr
0.73	EEIQ	Elite Education Group	Pair Corr

Moving against USFD Stock

0.83	UL	Unilever PLC ADR	Pair Corr
0.78	KO	Coca Cola Aggressive Push	Pair Corr
0.78	DTCK	Davis Commodities	Pair Corr
0.77	UG	United Guardian	Pair Corr
0.76	CL	Colgate Palmolive Sell-off Trend	Pair Corr
0.69	EL	Estee Lauder Companies	Pair Corr
0.62	BG	Bunge Limited	Pair Corr
0.54	TGT	Target	Pair Corr
0.5	FC	Franklin Covey	Pair Corr
0.47	DG	Dollar General Earnings Call This Week	Pair Corr
0.4	GV	Visionary Education	Pair Corr
0.39	DLTR	Dollar Tree Earnings Call This Week	Pair Corr
0.79	WVVI	Willamette Valley	Pair Corr
0.78	ADM	Archer Daniels Midland	Pair Corr
0.77	BGS	BG Foods	Pair Corr
0.63	EDBL	Edible Garden AG	Pair Corr
0.57	EDTK	Skillful Craftsman	Pair Corr
0.54	BRBMF	Big Rock Brewery	Pair Corr
0.52	EAST	Eastside Distilling	Pair Corr
0.48	WAFU	Wah Fu Education	Pair Corr
0.42	FARM	Farmer Bros	Pair Corr
0.34	FEDU	Four Seasons Education	Pair Corr

Related Correlations Analysis

	CHEF	SYY	SPTN	CVGW	PFGC	UNFI	ANDE	AVO	DIT
CHEF		0.38	-0.42	-0.11	0.47	0.39	0.24	0.18	-0.21	CHEF
SYY	0.38		0.15	-0.29	-0.26	-0.3	0.19	-0.1	0.35	SYY
SPTN	-0.42	0.15		-0.08	-0.61	-0.55	0.2	-0.42	0.68	SPTN
CVGW	-0.11	-0.29	-0.08		0.41	0.37	-0.03	0.83	-0.08	CVGW
PFGC	0.47	-0.26	-0.61	0.41		0.92	-0.15	0.48	-0.65	PFGC
UNFI	0.39	-0.3	-0.55	0.37	0.92		-0.2	0.37	-0.63	UNFI
ANDE	0.24	0.19	0.2	-0.03	-0.15	-0.2		-0.09	0.42	ANDE
AVO	0.18	-0.1	-0.42	0.83	0.48	0.37	-0.09		-0.26	AVO
DIT	-0.21	0.35	0.68	-0.08	-0.65	-0.63	0.42	-0.26		DIT
	CHEF	SYY	SPTN	CVGW	PFGC	UNFI	ANDE	AVO	DIT

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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

UNFI	+ 0.92	PFGC
AVO	+ 0.83	CVGW
DIT	+ 0.68	SPTN
AVO	+ 0.48	PFGC
PFGC	+ 0.47	CHEF
DIT	+ 0.42	ANDE

High negative correlations

DIT	- 0.65	PFGC
DIT	- 0.63	UNFI
PFGC	- 0.61	SPTN
UNFI	- 0.55	SPTN
AVO	- 0.42	SPTN
SPTN	- 0.42	CHEF

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	1.45	0.00	0.01	0.12	1.67	(1.50)	3.32	(2.71)	8.59
SYY	0.83	(0.03)	(0.08)	0.04	1.29	(0.76)	1.44	(1.80)	5.28
SPTN	1.34	(0.24)	0.00	(0.23)	0.00	0.00	2.26	(3.34)	16.02
CVGW	1.54	0.17	0.08	0.39	1.29	(1.92)	4.84	(2.39)	14.87
PFGC	0.95	0.09	0.12	0.18	0.79	(1.15)	2.42	(1.54)	9.40
UNFI	2.77	0.81	0.26	0.95	2.49	(3.41)	5.68	(4.28)	40.04
ANDE	1.45	(0.25)	0.00	(0.03)	0.00	0.00	2.61	(2.78)	15.56
AVO	1.50	0.23	0.17	0.37	0.99	(1.99)	2.21	(2.01)	24.92
DIT	2.44	(0.15)	0.00	(0.03)	0.00	0.00	7.69	(5.43)	20.23

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