Performance Food Correlations

PFGC Stock

USD 97.31 1.52 1.59%

The current 90-days correlation between Performance Food and US Foods Holding is 0.59 (i.e., Very 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

Good diversification

The correlation between Performance Food Group and DJI is -0.05 (i.e., Good 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 census.

Moving together with Performance Stock

0.68

P5F

Performance Food

Pair Corr

Moving against Performance Stock

0.36	HITI	High Tide	Pair Corr
0.39	HITI	High Tide	Pair Corr

Related Correlations Analysis

	USFD	KOF	MKC	CELH	SGI	TSN	CLX	FMX	BG
USFD		0.88	0.36	0.28	0.34	0.81	0.94	0.88	0.9	USFD
KOF	0.88		0.19	0.55	0.44	0.9	0.85	0.96	0.9	KOF
MKC	0.36	0.19		-0.27	0.08	0.02	0.23	0.18	0.08	MKC
CELH	0.28	0.55	-0.27		0.36	0.53	0.3	0.43	0.48	CELH
SGI	0.34	0.44	0.08	0.36		0.51	0.37	0.46	0.34	SGI
TSN	0.81	0.9	0.02	0.53	0.51		0.79	0.87	0.84	TSN
CLX	0.94	0.85	0.23	0.3	0.37	0.79		0.84	0.95	CLX
FMX	0.88	0.96	0.18	0.43	0.46	0.87	0.84		0.86	FMX
BG	0.9	0.9	0.08	0.48	0.34	0.84	0.95	0.86		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	+ 0.96	KOF
BG	+ 0.95	CLX
CLX	+ 0.94	USFD
BG	+ 0.9	USFD
TSN	+ 0.9	KOF
BG	+ 0.9	KOF

High negative correlations

CELH

- 0.27

MKC

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	1.48	0.47	0.32	6.00	0.77	(2.01)	4.18	(2.02)	16.22
KOF	1.15	0.33	0.16	0.85	1.36	(1.30)	2.79	(2.12)	8.73
MKC	1.33	0.16	0.02	(0.42)	2.03	(1.29)	2.69	(2.42)	10.75
CELH	2.24	0.32	0.11	0.73	2.36	(2.48)	5.42	(4.31)	12.02
SGI	1.59	(0.03)	0.00	0.07	2.31	(1.57)	3.23	(2.52)	12.77
TSN	1.16	0.24	0.14	0.98	1.01	(1.27)	3.17	(1.65)	8.77
CLX	1.14	0.36	0.19	1.91	1.11	(1.26)	2.56	(2.20)	7.64
FMX	1.02	0.26	0.15	0.92	0.96	(1.10)	2.37	(1.86)	7.81
BG	1.22	0.33	0.24	0.71	0.82	(1.50)	3.19	(1.85)	8.12

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