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JJSF vs. TSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

JJSF vs. TSN - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.22%
8.21%
JJSF
TSN

Returns By Period

In the year-to-date period, JJSF achieves a 0.36% return, which is significantly lower than TSN's 23.16% return. Both investments have delivered pretty close results over the past 10 years, with JJSF having a 6.35% annualized return and TSN not far ahead at 6.66%.


JJSF

YTD

0.36%

1M

-1.90%

6M

2.22%

1Y

1.17%

5Y (annualized)

-0.83%

10Y (annualized)

6.35%

TSN

YTD

23.16%

1M

7.55%

6M

8.21%

1Y

37.25%

5Y (annualized)

-3.85%

10Y (annualized)

6.66%

Fundamentals


JJSFTSN
Market Cap$3.40B$22.30B
EPS$4.50-$0.06
PEG Ratio5.2518.51
Total Revenue (TTM)$1.15B$39.74B
Gross Profit (TTM)$346.99M$2.58B
EBITDA (TTM)$130.10M$2.01B

Key characteristics


JJSFTSN
Sharpe Ratio0.001.74
Sortino Ratio0.232.41
Omega Ratio1.031.32
Calmar Ratio0.000.77
Martin Ratio0.016.70
Ulcer Index9.58%5.73%
Daily Std Dev27.50%22.17%
Max Drawdown-51.52%-81.50%
Current Drawdown-7.82%-29.07%

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Correlation

-0.50.00.51.00.2

The correlation between JJSF and TSN 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. TSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J & J Snack Foods Corp. (JJSF) and Tyson Foods, Inc. (TSN). 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-4.00-2.000.002.004.000.001.74
The chart of Sortino ratio for JJSF, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.232.41
The chart of Omega ratio for JJSF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.32
The chart of Calmar ratio for JJSF, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.77
The chart of Martin ratio for JJSF, currently valued at 0.01, compared to the broader market-10.000.0010.0020.0030.000.016.70
JJSF
TSN

The current JJSF Sharpe Ratio is 0.00, which is lower than the TSN Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JJSF and TSN, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.00
1.74
JJSF
TSN

Dividends

JJSF vs. TSN - Dividend Comparison

JJSF's dividend yield for the trailing twelve months is around 1.80%, less than TSN's 3.04% 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%
TSN
Tyson Foods, Inc.
3.04%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%

Drawdowns

JJSF vs. TSN - Drawdown Comparison

The maximum JJSF drawdown since its inception was -51.52%, smaller than the maximum TSN drawdown of -81.50%. Use the drawdown chart below to compare losses from any high point for JJSF and TSN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.82%
-29.07%
JJSF
TSN

Volatility

JJSF vs. TSN - Volatility Comparison

J & J Snack Foods Corp. (JJSF) has a higher volatility of 8.96% compared to Tyson Foods, Inc. (TSN) at 7.52%. This indicates that JJSF's price experiences larger fluctuations and is considered to be riskier than TSN 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%16.00%JuneJulyAugustSeptemberOctoberNovember
8.96%
7.52%
JJSF
TSN

Financials

JJSF vs. TSN - Financials Comparison

This section allows you to compare key financial metrics between J & J Snack Foods Corp. and Tyson Foods, 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