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

Correlation

The correlation between HRL and SJM is 0.39, 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

HRL vs. SJM - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,784.48%
1,017.10%
HRL
SJM

Key characteristics

Sharpe Ratio

HRL:

0.17

SJM:

-0.30

Sortino Ratio

HRL:

0.43

SJM:

-0.29

Omega Ratio

HRL:

1.06

SJM:

0.97

Calmar Ratio

HRL:

0.10

SJM:

-0.22

Martin Ratio

HRL:

0.41

SJM:

-0.63

Ulcer Index

HRL:

10.90%

SJM:

10.76%

Daily Std Dev

HRL:

26.33%

SJM:

22.79%

Max Drawdown

HRL:

-45.01%

SJM:

-45.66%

Current Drawdown

HRL:

-37.72%

SJM:

-27.73%

Fundamentals

Market Cap

HRL:

$17.65B

SJM:

$12.19B

EPS

HRL:

$1.47

SJM:

$4.95

PE Ratio

HRL:

21.87

SJM:

23.14

PEG Ratio

HRL:

2.72

SJM:

1.68

Total Revenue (TTM)

HRL:

$11.92B

SJM:

$8.83B

Gross Profit (TTM)

HRL:

$2.04B

SJM:

$3.32B

EBITDA (TTM)

HRL:

$1.37B

SJM:

$1.62B

Returns By Period

In the year-to-date period, HRL achieves a 2.21% return, which is significantly higher than SJM's -9.80% return. Over the past 10 years, HRL has outperformed SJM with an annualized return of 4.02%, while SJM has yielded a comparatively lower 3.53% annualized return.


HRL

YTD

2.21%

1M

4.83%

6M

5.30%

1Y

3.63%

5Y*

-4.39%

10Y*

4.02%

SJM

YTD

-9.80%

1M

-3.51%

6M

3.02%

1Y

-8.63%

5Y*

4.46%

10Y*

3.53%

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Risk-Adjusted Performance

HRL vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hormel Foods Corporation (HRL) 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 HRL, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.17-0.30
The chart of Sortino ratio for HRL, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43-0.29
The chart of Omega ratio for HRL, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.97
The chart of Calmar ratio for HRL, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.22
The chart of Martin ratio for HRL, currently valued at 0.41, compared to the broader market-5.000.005.0010.0015.0020.0025.000.41-0.63
HRL
SJM

The current HRL Sharpe Ratio is 0.17, which is higher than the SJM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of HRL 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.17
-0.30
HRL
SJM

Dividends

HRL vs. SJM - Dividend Comparison

HRL's dividend yield for the trailing twelve months is around 3.57%, less than SJM's 3.89% yield.


TTM20232022202120202019201820172016201520142013
HRL
Hormel Foods Corporation
3.57%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%1.51%
SJM
The J. M. Smucker Company
3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%

Drawdowns

HRL vs. SJM - Drawdown Comparison

The maximum HRL drawdown since its inception was -45.01%, roughly equal to the maximum SJM drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for HRL and SJM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.72%
-27.73%
HRL
SJM

Volatility

HRL vs. SJM - Volatility Comparison

The current volatility for Hormel Foods Corporation (HRL) is 5.95%, while The J. M. Smucker Company (SJM) has a volatility of 8.91%. This indicates that HRL 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%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
8.91%
HRL
SJM

Financials

HRL vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between Hormel Foods Corporation 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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