SPY vs USFD: returns, Sharpe ratio and drawdown

Over the past year, USFD returned +33.68% against +13.70% for SPY. Over five years, USFD averaged +24.26% a year, compared with +10.77% for SPY. USFD had the higher Sharpe ratio over the past year (0.97 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -21.09% for USFD.