Performance Food Correlations

PFGC Stock

USD 90.91 2.49 2.82%

The current 90-days correlation between Performance Food and US Foods Holding is 0.37 (i.e., Weak diversification). The correlation of Performance Food 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.

Performance Food Correlation With Market

Modest diversification

The correlation between Performance Food Group and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Performance Food Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Performance Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Performance Food Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Performance Stock

0.81	KR	Kroger Company	Pair Corr
0.74	COST	Costco Wholesale Corp	Pair Corr
0.76	PLUG	Plug Power	Pair Corr
0.77	GRAB	Grab Holdings	Pair Corr
0.82	NIO	Nio Class A	Pair Corr
0.75	RXRX	Recursion Pharmaceuticals Aggressive Push	Pair Corr
0.68	AUR	Aurora Innovation Aggressive Push	Pair Corr
0.77	HD	Home Depot	Pair Corr
0.76	MSFT	Microsoft	Pair Corr
0.67	T	ATT Inc	Pair Corr

Moving against Performance Stock

0.85	RIVN	Rivian Automotive	Pair Corr
0.85	ACR-PC	ACRES Commercial Realty	Pair Corr
0.83	DLTR	Dollar Tree	Pair Corr
0.79	DG	Dollar General	Pair Corr
0.74	F	Ford Motor Aggressive Push	Pair Corr
0.73	ACN	Accenture plc	Pair Corr
0.71	INFY	Infosys Ltd ADR Earnings Call This Week	Pair Corr
0.64	TGT	Target	Pair Corr
0.62	WMT	Walmart Common Stock	Pair Corr
0.39	PSMT	PriceSmart	Pair Corr
0.36	CASY	Caseys General Stores	Pair Corr
0.9	ATI	Allegheny Technologies	Pair Corr
0.85	MRK	Merck Company Aggressive Push	Pair Corr
0.82	AA	Alcoa Corp	Pair Corr
0.75	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.73	BOF	BranchOut Food Common	Pair Corr
0.73	JNJ	Johnson Johnson	Pair Corr
0.69	WSFS	WSFS Financial	Pair Corr
0.68	TRV	The Travelers Companies	Pair Corr
0.64	ASXSF	Elysee Development Corp	Pair Corr
0.53	PFE	Pfizer Inc	Pair Corr
0.49	IBM	International Business	Pair Corr
0.39	MCD	McDonalds	Pair Corr
0.32	KO	Coca Cola	Pair Corr
0.32	MMM	3M Company	Pair Corr
0.31	GE	GE Aerospace	Pair Corr

Related Correlations Analysis

	USFD	KOF	MKC	CELH	SGI	TSN	CLX	FMX	BG
USFD		0.18	0.39	0.03	0.36	0.56	0.07	0.37	-0.18	USFD
KOF	0.18		0.43	-0.56	0.65	0.79	-0.82	0.88	0.21	KOF
MKC	0.39	0.43		-0.14	0.25	0.47	-0.25	0.33	-0.01	MKC
CELH	0.03	-0.56	-0.14		-0.71	-0.66	0.85	-0.46	-0.23	CELH
SGI	0.36	0.65	0.25	-0.71		0.81	-0.6	0.66	0.11	SGI
TSN	0.56	0.79	0.47	-0.66	0.81		-0.71	0.81	0.04	TSN
CLX	0.07	-0.82	-0.25	0.85	-0.6	-0.71		-0.66	-0.2	CLX
FMX	0.37	0.88	0.33	-0.46	0.66	0.81	-0.66		0.15	FMX
BG	-0.18	0.21	-0.01	-0.23	0.11	0.04	-0.2	0.15		BG
	USFD	KOF	MKC	CELH	SGI	TSN	CLX	FMX	BG

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

FMX	+ 0.88	KOF
CLX	+ 0.85	CELH
TSN	+ 0.81	SGI
FMX	+ 0.81	TSN
TSN	+ 0.79	KOF
FMX	+ 0.66	SGI

High negative correlations

CLX	- 0.82	KOF
CLX	- 0.71	TSN
SGI	- 0.71	CELH
FMX	- 0.66	CLX
TSN	- 0.66	CELH
CLX	- 0.6	SGI

Risk-Adjusted Indicators

There is a big difference between Performance Stock performing well and Performance Food 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 Performance Food'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	1.00	(0.07)	(0.08)	(0.01)	1.18	(1.23)	2.12	(2.02)	9.81
KOF	1.16	0.29	0.21	1.10	0.84	(1.51)	2.93	(1.76)	7.73
MKC	1.03	0.07	(0.01)	31.97	1.31	(0.99)	2.50	(1.95)	5.79
CELH	2.58	(0.29)	0.00	(0.07)	0.00	0.00	5.33	(5.54)	27.83
SGI	1.47	0.12	0.07	0.23	1.30	(1.86)	2.71	(2.39)	15.47
TSN	1.21	0.08	0.02	0.28	1.33	(1.30)	2.98	(2.25)	8.77
CLX	1.08	(0.21)	0.00	(0.40)	0.00	0.00	1.80	(2.49)	7.63
FMX	1.20	0.14	0.06	0.86	1.10	(1.39)	2.78	(1.88)	7.81
BG	1.35	0.24	0.17	0.53	0.96	(1.88)	3.21	(1.88)	16.07

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