Sysco Stock Volatility

SYY Stock

USD 84.70 -0.53 -0.62%

Sysco continues to exhibit a low volatility profile over the designated horizon. Its Sharpe Ratio (Efficiency) stands at 0.15, indicating risk-adjusted returns over the last 3 months. We found 29 technical indicators contributing to the current risk picture.

Sharpe Ratio = 0.1538

High Returns	Best Equity
Good Returns
Average Returns
Small Returns		SYY
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns

Sysco posted a Market Risk Adjusted Performance of 1.4%, a Risk of 1.83, and a Risk Adjusted Performance of 0.1% for the reported period. Based on monthly moving average positioning, Sysco is operating near 12% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.

Key indicators related to Sysco's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Low

90 Days Economic Sensitivity

Moves indifferently to market moves

Sysco Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Sysco daily returns, and it is calculated using variance and standard deviation.

Build AI portfolio with Sysco Stock

Sysco Volatility Strategy

Sysco price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 1.83% with a beta coefficient of 0.14, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.15, evaluates return per unit of total risk. An alpha value of 0.19 reflects performance relative to systematic market exposure. Expected return estimates near 0.28% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.

Main indicators related to Sysco's market risk premium analysis include:

Beta

0.14

Alpha

0.19

Risk

1.83

Sharpe Ratio

0.15

Expected Return

0.28

Moving together with Sysco Stock

0.86	TGT	Target	Pair Corr
0.9	WMT	Walmart Common Stock	Pair Corr
0.89	HKU	H2O Retailing	Pair Corr
0.95	SLIGR	Sligro Food Group	Pair Corr
0.86	COST	Costco Wholesale Corp	Pair Corr
0.86	SMTC	Semtech	Pair Corr
0.79	CUB	Lionheart Holdings	Pair Corr
0.77	ATO	Atmos Energy Sell-off Trend	Pair Corr
0.8	ROST	Ross Stores	Pair Corr
0.95	SUBCY	Subsea 7 SA	Pair Corr
0.84	SEB	Seaboard	Pair Corr
0.96	SDVKY	Sandvik AB ADR	Pair Corr
0.77	KW	Kennedy Wilson Holdings Sell-off Trend	Pair Corr
0.93	VOD	Vodafone Group PLC	Pair Corr
0.75	VALN	Valneva SE ADR Downward Rally	Pair Corr
0.91	WASH	Washington Trust Bancorp	Pair Corr
0.62	KPTI	Karyopharm Therapeutics	Pair Corr
0.72	EFIN	Eastern Michigan Fin	Pair Corr
0.89	IVSXF	Investor AB	Pair Corr
0.85	MPLX	MPLX LP Sell-off Trend	Pair Corr

Moving against Sysco Stock

0.85	JKHY	Jack Henry Associates	Pair Corr
0.76	DOX	Amdocs	Pair Corr
0.34	XCH	XCHG Limited American	Pair Corr

Sysco Sensitivity To Market

Sysco'sSysco beta coefficient measures the volatility of Sysco stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Sysco returns against market returns. A beta of 0.14 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.83%.Sysco has shown noticeable price swings over the selected period. Downside deviation is about 1.08% and standard deviation is about 1.79%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 44.0%. This indicates expectations for moderate future movement relative to historical averages. For Sysco, price swings may be influenced by sector movement and company-specific headlines.

Check current 90 days Sysco correlation with market (Dow Jones Industrial)

0.19

0.14

Competition

3 Months Beta |Analyze Sysco Demand Trend

Check current 90 days Sysco correlation with market (Dow Jones Industrial)

Sysco Downside Risk

Sysco standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.

Standard Deviation

1.83

It is essential to understand the difference between upside risk (as represented by Sysco's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sysco's daily returns or price. Sysco posted a Downside Deviation of 1.08, a Downside Variance of 1.16, and a Maximum Drawdown of 13.69 for the reported period.

Using Sysco Put Option to Manage Risk Based on 2026-05-15 Contracts

Sysco posted an Option Implied Volatility of 0.44 and an Option Max Pain Price of 85 for the reported period. Put options written on Sysco grant holders of the option the right to sell a specified amount of Sysco at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Sysco Stock cannot fall below.

Sysco's PUT expiring on 2026-05-15

Profit

Sysco Price At Expiration

Current Sysco Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	SYY260515P00040000	-0.052361	0.00221	1	2026-05-15	0.0 - 1.35	0.0	View
Put	SYY260515P00042500	-0.056356	0.002514	1	2026-05-15	0.0 - 1.35	0.0	View
Put	SYY260515P00045000	-0.049455	0.002662	1	2026-05-15	0.0 - 0.95	0.0	View
Put	SYY260515P00047500	-0.059578	0.003164	3	2026-05-15	0.0 - 1.15	0.0	View
Put	SYY260515P00050000	-0.057397	0.003479	6	2026-05-15	0.0 - 0.95	0.0	View
Put	SYY260515P00055000	-0.066971	0.004602	4	2026-05-15	0.0 - 0.95	0.0	View
Put	SYY260515P00060000	-0.078926	0.006211	74	2026-05-15	0.0 - 0.95	0.0	View
Put	SYY260515P00065000	-0.094561	0.008656	136	2026-05-15	0.0 - 0.95	0.0	View
Put	SYY260515P00067500	-0.074032	0.009479	64	2026-05-15	0.2 - 0.85	0.0	View
Put	SYY260515P00070000	-0.134187	0.012812	218	2026-05-15	0.0 - 1.25	0.0	View
Put	SYY260515P00072500	-0.11775	0.01568	251	2026-05-15	0.55 - 1.0	0.0	View

View All Sysco Options

Sysco Stock Volatility Analysis

Volatility refers to the frequency at which Sysco stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sysco's price changes.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. Sysco Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Sysco Projected Return Density Against Market

Considering the 90-day investment horizon Sysco has a beta of 0.1407 . This usually implies as returns on the market go up, Sysco average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Sysco will be expected to be much smaller as well.

Sysco is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Sysco posted a Downside Deviation of 1.08, a Mean Deviation of 1.06, and an Option Implied Volatility of 0.44 for the reported period.

Sysco has an alpha of 0.1921, implying that it can generate a 0.19 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

Sysco's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how sysco stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Sysco Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Sysco Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of Sysco is 650.03. The daily returns are distributed with a variance of 3.34 and standard deviation of 1.83. The mean deviation of Sysco is currently at 1.09. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78

α	Alpha over Dow Jones	0.19	Details
β	Beta against Dow Jones	0.14	Details
σ	Overall volatility	1.83	Details
Ir	Information ratio	0.11	Details

Sysco Stock Return Volatility

Sysco historical daily return volatility represents how much of Sysco stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of 1.827% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7974% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	HSY	KDP	KMB	ABEV	K	CCEP	KVUE	EL	KR	USFD
HSY		0.66	0.74	0.9	0.56	0.88	0.92	-0.12	0.83	0.93	HSY
KDP	0.66		0.86	0.57	-0.01	0.79	0.77	-0.16	0.63	0.64	KDP
KMB	0.74	0.86		0.68	0.09	0.88	0.87	-0.25	0.83	0.75	KMB
ABEV	0.9	0.57	0.68		0.64	0.81	0.91	0.16	0.74	0.95	ABEV
K	0.56	-0.01	0.09	0.64		0.38	0.47	0.33	0.33	0.57	K
CCEP	0.88	0.79	0.88	0.81	0.38		0.93	-0.14	0.81	0.86	CCEP
KVUE	0.92	0.77	0.87	0.91	0.47	0.93		-0.01	0.83	0.93	KVUE
EL	-0.12	-0.16	-0.25	0.16	0.33	-0.14	-0.01		-0.37	0.08	EL
KR	0.83	0.63	0.83	0.74	0.33	0.81	0.83	-0.37		0.81	KR
USFD	0.93	0.64	0.75	0.95	0.57	0.86	0.93	0.08	0.81		USFD
	HSY	KDP	KMB	ABEV	K	CCEP	KVUE	EL	KR	USFD

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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	+ 0.95	ABEV
USFD	+ 0.93	HSY
KVUE	+ 0.93	CCEP
USFD	+ 0.93	KVUE
KVUE	+ 0.92	HSY
KVUE	+ 0.91	ABEV

High negative correlations

KR	- 0.37	EL
EL	- 0.25	KMB
EL	- 0.16	KDP
EL	- 0.14	CCEP
EL	- 0.12	HSY
EL	- 0.01	KVUE

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
HSY	1.27	0.31	0.25	-6.59	1.00	-1.50	2.59	-1.99	11.39
KDP	1.02	0.02	0.01	0.09	1.41	-0.99	1.97	-2.37	7.07
KMB	0.96	-0.02	0.00	0.09	0.00	0.00	2.17	-1.70	7.07
ABEV	1.33	0.28	0.15	1.10	1.45	-1.71	3.04	-2.54	9.46
K	0.26	0.09	0.23	-4.78	0.00	-0.31	0.54	-0.48	5.34
CCEP	0.91	0.12	0.09	-1.28	1.06	-0.87	1.92	-2.11	7.71
KVUE	0.86	0.11	0.09	-0.99	1.11	-0.87	2.29	-1.55	6.47
EL	2.05	0.02	0.01	0.01	4.15	-1.97	4.03	-3.29	24.40
KR	1.51	0.16	0.09	-0.34	1.62	-1.77	3.55	-2.97	7.21
USFD	1.35	0.24	0.19	-10.55	1.08	-1.72	4.01	-2.31	16.22

Sysco Price Volatility and Risk

Volatility for Sysco measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. This analysis is framed at the portfolio level, focusing on risk-adjusted characteristics and diversification effects.

Methodology

Unless otherwise specified, financial data for Sysco is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Sysco (USA Stocks:SYY) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.

Assumptions

Inputs are aggregated from public filings and market reference sources and public institutions such as U.S. Securities and Exchange Commission (SEC) via EDGAR. Certain values may not reflect real-time changes. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.

Analyst Sources

Sysco is covered by 19 analysts. 9 analysts have submitted revenue and/or earnings estimates that may be incorporated into Macroaxis consensus inputs where available. Representative analyst firms may include RBC Capital Markets, Barclays, HSBC Global Research, Wells Fargo Securities, Bank of America Securities, Jefferies, Deutsche Bank, Stifel, among others. Updates may occur throughout the day.

Sysco Investment Opportunity

Measured over the selected horizon, Sysco carries roughly 2.29 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Sysco to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of Sysco to be traded at $83.01 in 90 days.

Very weak diversification

Across the chosen horizon, SYY and DJI show a correlation of 0.54 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

View Details

Sysco Additional Risk Indicators

Risk analysis around Sysco becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.

	Risk Adjusted Performance	0.0933
	Market Risk Adjusted Performance	1.37
	Mean Deviation	1.06
	Semi Deviation	0.8665
	Downside Deviation	1.08
	Coefficient Of Variation	886.24
	Standard Deviation	1.79

Sysco Suggested Diversification Pairs

Pair trading with Sysco can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.

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	Bank of America vs. Sysco
	Visa vs. Sysco
	Salesforce vs. Sysco
	Microsoft vs. Sysco
	Spotify Technology vs. Sysco

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Sysco as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Sysco's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Sysco's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Sysco.

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