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

Performance

JJSF vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J & J Snack Foods Corp. (JJSF) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.22%
3.27%
JJSF
PG

Returns By Period

In the year-to-date period, JJSF achieves a 0.36% return, which is significantly lower than PG's 19.42% return. Over the past 10 years, JJSF has underperformed PG with an annualized return of 6.35%, while PG has yielded a comparatively higher 9.85% annualized return.


JJSF

YTD

0.36%

1M

-1.90%

6M

2.22%

1Y

1.17%

5Y (annualized)

-0.83%

10Y (annualized)

6.35%

PG

YTD

19.42%

1M

-0.31%

6M

3.27%

1Y

15.84%

5Y (annualized)

9.61%

10Y (annualized)

9.85%

Fundamentals


JJSFPG
Market Cap$3.40B$390.56B
EPS$4.50$5.79
PE Ratio38.8828.64
PEG Ratio5.253.50
Total Revenue (TTM)$1.15B$83.91B
Gross Profit (TTM)$346.99M$43.14B
EBITDA (TTM)$130.10M$22.32B

Key characteristics


JJSFPG
Sharpe Ratio0.000.94
Sortino Ratio0.231.37
Omega Ratio1.031.19
Calmar Ratio0.001.63
Martin Ratio0.015.15
Ulcer Index9.58%2.82%
Daily Std Dev27.50%15.40%
Max Drawdown-51.52%-54.23%
Current Drawdown-7.82%-3.40%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

The correlation between JJSF and PG is 0.22, 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

JJSF vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J & J Snack Foods Corp. (JJSF) and The Procter & Gamble Company (PG). 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 JJSF, currently valued at 0.00, compared to the broader market-4.00-2.000.002.004.000.000.94
The chart of Sortino ratio for JJSF, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.231.37
The chart of Omega ratio for JJSF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.19
The chart of Calmar ratio for JJSF, currently valued at 0.00, compared to the broader market0.002.004.006.000.001.63
The chart of Martin ratio for JJSF, currently valued at 0.01, compared to the broader market-10.000.0010.0020.0030.000.015.15
JJSF
PG

The current JJSF Sharpe Ratio is 0.00, which is lower than the PG Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JJSF and PG, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.00
0.94
JJSF
PG

Dividends

JJSF vs. PG - Dividend Comparison

JJSF's dividend yield for the trailing twelve months is around 1.80%, less than PG's 2.32% yield.


TTM20232022202120202019201820172016201520142013
JJSF
J & J Snack Foods Corp.
1.80%1.72%1.78%1.57%1.48%1.13%1.28%1.13%1.19%1.26%1.21%0.90%
PG
The Procter & Gamble Company
2.32%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%2.91%

Drawdowns

JJSF vs. PG - Drawdown Comparison

The maximum JJSF drawdown since its inception was -51.52%, roughly equal to the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for JJSF and PG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.82%
-3.40%
JJSF
PG

Volatility

JJSF vs. PG - Volatility Comparison

J & J Snack Foods Corp. (JJSF) has a higher volatility of 8.96% compared to The Procter & Gamble Company (PG) at 5.20%. This indicates that JJSF's price experiences larger fluctuations and is considered to be riskier than PG 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%16.00%JuneJulyAugustSeptemberOctoberNovember
8.96%
5.20%
JJSF
PG

Financials

JJSF vs. PG - Financials Comparison

This section allows you to compare key financial metrics between J & J Snack Foods Corp. and The Procter & Gamble 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