PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JBSS vs. BRBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JBSS and BRBR 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.


-0.50.00.51.00.3

Performance

JBSS vs. BRBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John B. Sanfilippo & Son, Inc. (JBSS) and BellRing Brands, Inc. (BRBR). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-26.00%
41.77%
JBSS
BRBR

Key characteristics

Sharpe Ratio

JBSS:

-0.90

BRBR:

1.11

Sortino Ratio

JBSS:

-1.09

BRBR:

1.61

Omega Ratio

JBSS:

0.85

BRBR:

1.20

Calmar Ratio

JBSS:

-0.59

BRBR:

1.45

Martin Ratio

JBSS:

-2.01

BRBR:

4.06

Ulcer Index

JBSS:

12.70%

BRBR:

7.24%

Daily Std Dev

JBSS:

28.34%

BRBR:

26.61%

Max Drawdown

JBSS:

-92.26%

BRBR:

-39.96%

Current Drawdown

JBSS:

-40.83%

BRBR:

-4.07%

Fundamentals

Market Cap

JBSS:

$951.95M

BRBR:

$9.77B

EPS

JBSS:

$4.64

BRBR:

$2.12

PE Ratio

JBSS:

17.68

BRBR:

35.92

Total Revenue (TTM)

JBSS:

$1.12B

BRBR:

$2.10B

Gross Profit (TTM)

JBSS:

$197.21M

BRBR:

$754.70M

EBITDA (TTM)

JBSS:

$96.75M

BRBR:

$439.20M

Returns By Period

In the year-to-date period, JBSS achieves a -17.06% return, which is significantly lower than BRBR's 1.09% return.


JBSS

YTD

-17.06%

1M

-15.70%

6M

-26.00%

1Y

-27.61%

5Y*

1.35%

10Y*

10.77%

BRBR

YTD

1.09%

1M

7.25%

6M

41.77%

1Y

27.29%

5Y*

27.82%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JBSS vs. BRBR — Risk-Adjusted Performance Rank

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

JBSS
The Risk-Adjusted Performance Rank of JBSS is 77
Overall Rank
The Sharpe Ratio Rank of JBSS is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of JBSS is 99
Sortino Ratio Rank
The Omega Ratio Rank of JBSS is 88
Omega Ratio Rank
The Calmar Ratio Rank of JBSS is 1212
Calmar Ratio Rank
The Martin Ratio Rank of JBSS is 11
Martin Ratio Rank

BRBR
The Risk-Adjusted Performance Rank of BRBR is 7676
Overall Rank
The Sharpe Ratio Rank of BRBR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BRBR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BRBR is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BRBR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BRBR is 7777
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.

JBSS vs. BRBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John B. Sanfilippo & Son, Inc. (JBSS) and BellRing Brands, Inc. (BRBR). 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 JBSS, currently valued at -0.90, compared to the broader market-2.000.002.004.00-0.901.11
The chart of Sortino ratio for JBSS, currently valued at -1.09, compared to the broader market-6.00-4.00-2.000.002.004.00-1.091.61
The chart of Omega ratio for JBSS, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.20
The chart of Calmar ratio for JBSS, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.591.45
The chart of Martin ratio for JBSS, currently valued at -2.01, compared to the broader market0.0010.0020.0030.00-2.014.06
JBSS
BRBR

The current JBSS Sharpe Ratio is -0.90, which is lower than the BRBR Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JBSS and BRBR, 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-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-0.90
1.11
JBSS
BRBR

Dividends

JBSS vs. BRBR - Dividend Comparison

JBSS's dividend yield for the trailing twelve months is around 3.11%, while BRBR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JBSS
John B. Sanfilippo & Son, Inc.
3.11%2.58%2.23%3.07%5.32%3.61%2.85%0.99%3.95%7.10%3.70%3.30%
BRBR
BellRing Brands, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JBSS vs. BRBR - Drawdown Comparison

The maximum JBSS drawdown since its inception was -92.26%, which is greater than BRBR's maximum drawdown of -39.96%. Use the drawdown chart below to compare losses from any high point for JBSS and BRBR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.83%
-4.07%
JBSS
BRBR

Volatility

JBSS vs. BRBR - Volatility Comparison

John B. Sanfilippo & Son, Inc. (JBSS) has a higher volatility of 14.77% compared to BellRing Brands, Inc. (BRBR) at 9.32%. This indicates that JBSS's price experiences larger fluctuations and is considered to be riskier than BRBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
14.77%
9.32%
JBSS
BRBR

Financials

JBSS vs. BRBR - Financials Comparison

This section allows you to compare key financial metrics between John B. Sanfilippo & Son, Inc. and BellRing Brands, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab