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CAG vs. SJM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAG and SJM is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CAG vs. SJM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conagra Brands, Inc. (CAG) and The J. M. Smucker Company (SJM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.78%
-11.78%
CAG
SJM

Key characteristics

Sharpe Ratio

CAG:

-0.30

SJM:

-0.82

Sortino Ratio

CAG:

-0.26

SJM:

-1.12

Omega Ratio

CAG:

0.97

SJM:

0.88

Calmar Ratio

CAG:

-0.20

SJM:

-0.56

Martin Ratio

CAG:

-0.75

SJM:

-1.63

Ulcer Index

CAG:

8.59%

SJM:

11.65%

Daily Std Dev

CAG:

21.71%

SJM:

23.06%

Max Drawdown

CAG:

-56.94%

SJM:

-45.66%

Current Drawdown

CAG:

-31.16%

SJM:

-32.83%

Fundamentals

Market Cap

CAG:

$12.32B

SJM:

$10.91B

EPS

CAG:

$1.03

SJM:

$4.95

PE Ratio

CAG:

25.07

SJM:

20.63

PEG Ratio

CAG:

5.33

SJM:

1.40

Total Revenue (TTM)

CAG:

$11.93B

SJM:

$8.83B

Gross Profit (TTM)

CAG:

$3.27B

SJM:

$3.32B

EBITDA (TTM)

CAG:

$1.36B

SJM:

$1.62B

Returns By Period

The year-to-date returns for both stocks are quite close, with CAG having a -6.95% return and SJM slightly lower at -7.25%. Over the past 10 years, CAG has underperformed SJM with an annualized return of 2.25%, while SJM has yielded a comparatively higher 2.70% annualized return.


CAG

YTD

-6.95%

1M

-3.69%

6M

-10.78%

1Y

-5.46%

5Y*

-1.41%

10Y*

2.25%

SJM

YTD

-7.25%

1M

-7.34%

6M

-11.78%

1Y

-18.05%

5Y*

2.35%

10Y*

2.70%

*Annualized

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Risk-Adjusted Performance

CAG vs. SJM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAG
The Risk-Adjusted Performance Rank of CAG is 2929
Overall Rank
The Sharpe Ratio Rank of CAG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CAG is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CAG is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CAG is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CAG is 3030
Martin Ratio Rank

SJM
The Risk-Adjusted Performance Rank of SJM is 99
Overall Rank
The Sharpe Ratio Rank of SJM is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SJM is 99
Sortino Ratio Rank
The Omega Ratio Rank of SJM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SJM is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SJM is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAG vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and The J. M. Smucker Company (SJM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CAG, currently valued at -0.30, compared to the broader market-2.000.002.004.00-0.30-0.82
The chart of Sortino ratio for CAG, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.26-1.12
The chart of Omega ratio for CAG, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.88
The chart of Calmar ratio for CAG, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20-0.56
The chart of Martin ratio for CAG, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75-1.63
CAG
SJM

The current CAG Sharpe Ratio is -0.30, which is higher than the SJM Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of CAG and SJM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.30
-0.82
CAG
SJM

Dividends

CAG vs. SJM - Dividend Comparison

CAG's dividend yield for the trailing twelve months is around 5.42%, more than SJM's 4.19% yield.


TTM20242023202220212020201920182017201620152014
CAG
Conagra Brands, Inc.
5.42%5.05%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%
SJM
The J. M. Smucker Company
4.19%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%

Drawdowns

CAG vs. SJM - Drawdown Comparison

The maximum CAG drawdown since its inception was -56.94%, which is greater than SJM's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for CAG and SJM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-31.16%
-32.83%
CAG
SJM

Volatility

CAG vs. SJM - Volatility Comparison

The current volatility for Conagra Brands, Inc. (CAG) is 5.85%, while The J. M. Smucker Company (SJM) has a volatility of 7.66%. This indicates that CAG experiences smaller price fluctuations and is considered to be less risky than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.85%
7.66%
CAG
SJM

Financials

CAG vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between Conagra Brands, Inc. and The J. M. Smucker Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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