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JAZZ vs. SMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

JAZZ vs. SMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jazz Pharmaceuticals plc (JAZZ) and The Scotts Miracle-Gro Company (SMG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
579.41%
165.63%
JAZZ
SMG

Returns By Period

In the year-to-date period, JAZZ achieves a -2.07% return, which is significantly lower than SMG's 20.40% return. Over the past 10 years, JAZZ has underperformed SMG with an annualized return of -3.38%, while SMG has yielded a comparatively higher 5.36% annualized return.


JAZZ

YTD

-2.07%

1M

4.71%

6M

10.52%

1Y

-0.08%

5Y (annualized)

-2.82%

10Y (annualized)

-3.38%

SMG

YTD

20.40%

1M

-17.14%

6M

11.27%

1Y

36.57%

5Y (annualized)

-3.66%

10Y (annualized)

5.36%

Fundamentals


JAZZSMG
Market Cap$7.72B$4.18B
EPS$7.06-$0.61
PEG Ratio0.960.38
Total Revenue (TTM)$3.99B$3.55B
Gross Profit (TTM)$3.11B$936.30M
EBITDA (TTM)$1.22B$367.40M

Key characteristics


JAZZSMG
Sharpe Ratio-0.040.79
Sortino Ratio0.151.24
Omega Ratio1.021.18
Calmar Ratio-0.020.44
Martin Ratio-0.083.56
Ulcer Index14.07%9.49%
Daily Std Dev28.28%42.99%
Max Drawdown-96.90%-83.55%
Current Drawdown-37.59%-66.86%

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Correlation

-0.50.00.51.00.3

The correlation between JAZZ and SMG is 0.26, 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.

Risk-Adjusted Performance

JAZZ vs. SMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and The Scotts Miracle-Gro Company (SMG). 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 JAZZ, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.040.85
The chart of Sortino ratio for JAZZ, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.151.31
The chart of Omega ratio for JAZZ, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.19
The chart of Calmar ratio for JAZZ, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.48
The chart of Martin ratio for JAZZ, currently valued at -0.08, compared to the broader market0.0010.0020.0030.00-0.083.82
JAZZ
SMG

The current JAZZ Sharpe Ratio is -0.04, which is lower than the SMG Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JAZZ and SMG, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.04
0.85
JAZZ
SMG

Dividends

JAZZ vs. SMG - Dividend Comparison

JAZZ has not paid dividends to shareholders, while SMG's dividend yield for the trailing twelve months is around 3.55%.


TTM20232022202120202019201820172016201520142013
JAZZ
Jazz Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMG
The Scotts Miracle-Gro Company
3.55%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%2.45%

Drawdowns

JAZZ vs. SMG - Drawdown Comparison

The maximum JAZZ drawdown since its inception was -96.90%, which is greater than SMG's maximum drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for JAZZ and SMG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-37.59%
-66.86%
JAZZ
SMG

Volatility

JAZZ vs. SMG - Volatility Comparison

The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 10.68%, while The Scotts Miracle-Gro Company (SMG) has a volatility of 24.36%. This indicates that JAZZ experiences smaller price fluctuations and is considered to be less risky than SMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.68%
24.36%
JAZZ
SMG

Financials

JAZZ vs. SMG - Financials Comparison

This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and The Scotts Miracle-Gro 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