SYCL standard has been released with the conviction to increase code portability in heterogeneous environments. On its side, Intel has launched the oneAPI toolkit, which includes the Data Parallel C++ language, the Intel implementation of SYCL. SYCL is designed to use a single source code to target multiple accelerators, such as multi-core CPUs, GPUs, or even FPGAs. Additionally, the C/C++ oneAPI compiler also supports OpenMP which also allows targeting CPU and GPU devices. In this paper, a performance evaluation of SYCL and OpenMP is carried out using the well-known, Non-negative Matrix Factorization (NMF) algorithm. Three different NMF implementations (baseline, SYCL and OpenMP) are developed to analyze the speedups on both CPU and GPU devices. Experimental results show that while on CPUs both programming models report almost the same performance, on GPUs, SYCL slightly outperforms OpenMP counterpart.