JBSS vs. SPY
Compare and contrast key facts about John B. Sanfilippo & Son, Inc. (JBSS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JBSS or SPY.
Performance
JBSS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, JBSS achieves a -17.98% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, JBSS has underperformed SPY with an annualized return of 12.04%, while SPY has yielded a comparatively higher 13.10% annualized return.
JBSS
-17.98%
-11.60%
-16.31%
-10.37%
-0.34%
12.04%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| JBSS | SPY | |
|---|---|---|
| Sharpe Ratio | -0.33 | 2.70 |
| Sortino Ratio | -0.28 | 3.60 |
| Omega Ratio | 0.96 | 1.50 |
| Calmar Ratio | -0.26 | 3.90 |
| Martin Ratio | -0.96 | 17.52 |
| Ulcer Index | 8.85% | 1.87% |
| Daily Std Dev | 25.54% | 12.14% |
| Max Drawdown | -92.26% | -55.19% |
| Current Drawdown | -32.31% | -0.85% |
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Correlation
The correlation between JBSS and SPY is 0.18, 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
JBSS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John B. Sanfilippo & Son, Inc. (JBSS) and SPDR S&P 500 ETF (SPY). 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.
Dividends
JBSS vs. SPY - Dividend Comparison
JBSS's dividend yield for the trailing twelve months is around 2.72%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | 2.72% | 2.23% | 3.07% | 5.32% | 3.61% | 2.85% | 0.99% | 3.95% | 7.10% | 3.70% | 3.30% | 6.08% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
JBSS vs. SPY - Drawdown Comparison
The maximum JBSS drawdown since its inception was -92.26%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JBSS and SPY. For additional features, visit the drawdowns tool.
Volatility
JBSS vs. SPY - Volatility Comparison
John B. Sanfilippo & Son, Inc. (JBSS) has a higher volatility of 12.85% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that JBSS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.