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JBSS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

JBSS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John B. Sanfilippo & Son, Inc. (JBSS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
739.03%
2,301.81%
JBSS
SPY

Key characteristics

Sharpe Ratio

JBSS:

-0.65

SPY:

2.21

Sortino Ratio

JBSS:

-0.74

SPY:

2.93

Omega Ratio

JBSS:

0.90

SPY:

1.41

Calmar Ratio

JBSS:

-0.50

SPY:

3.26

Martin Ratio

JBSS:

-1.64

SPY:

14.43

Ulcer Index

JBSS:

10.10%

SPY:

1.90%

Daily Std Dev

JBSS:

25.38%

SPY:

12.41%

Max Drawdown

JBSS:

-92.26%

SPY:

-55.19%

Current Drawdown

JBSS:

-29.99%

SPY:

-2.74%

Returns By Period

In the year-to-date period, JBSS achieves a -15.17% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, JBSS has underperformed SPY with an annualized return of 9.98%, while SPY has yielded a comparatively higher 12.97% annualized return.


JBSS

YTD

-15.17%

1M

4.19%

6M

-10.90%

1Y

-15.97%

5Y*

1.39%

10Y*

9.98%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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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.


Sharpe ratio
The chart of Sharpe ratio for JBSS, currently valued at -0.65, compared to the broader market-4.00-2.000.002.00-0.652.21
The chart of Sortino ratio for JBSS, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.742.93
The chart of Omega ratio for JBSS, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.41
The chart of Calmar ratio for JBSS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.26
The chart of Martin ratio for JBSS, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6414.43
JBSS
SPY

The current JBSS Sharpe Ratio is -0.65, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of JBSS and SPY, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
2.21
JBSS
SPY

Dividends

JBSS vs. SPY - Dividend Comparison

JBSS's dividend yield for the trailing twelve months is around 2.63%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
JBSS
John B. Sanfilippo & Son, Inc.
2.63%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
0.86%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.99%
-2.74%
JBSS
SPY

Volatility

JBSS vs. SPY - Volatility Comparison

John B. Sanfilippo & Son, Inc. (JBSS) has a higher volatility of 6.91% compared to SPDR S&P 500 ETF (SPY) at 3.72%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.91%
3.72%
JBSS
SPY
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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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