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JJSF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JJSF and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

JJSF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J & J Snack Foods Corp. (JJSF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-14.08%
7.98%
JJSF
VOO

Key characteristics

Sharpe Ratio

JJSF:

-0.36

VOO:

2.04

Sortino Ratio

JJSF:

-0.41

VOO:

2.72

Omega Ratio

JJSF:

0.95

VOO:

1.38

Calmar Ratio

JJSF:

-0.38

VOO:

3.09

Martin Ratio

JJSF:

-1.16

VOO:

13.04

Ulcer Index

JJSF:

8.56%

VOO:

2.00%

Daily Std Dev

JJSF:

27.66%

VOO:

12.79%

Max Drawdown

JJSF:

-51.51%

VOO:

-33.99%

Current Drawdown

JJSF:

-19.95%

VOO:

-2.15%

Returns By Period

In the year-to-date period, JJSF achieves a -7.85% return, which is significantly lower than VOO's 1.16% return. Over the past 10 years, JJSF has underperformed VOO with an annualized return of 3.97%, while VOO has yielded a comparatively higher 13.46% annualized return.


JJSF

YTD

-7.85%

1M

-14.34%

6M

-14.85%

1Y

-9.66%

5Y*

-3.66%

10Y*

3.97%

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

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Risk-Adjusted Performance

JJSF vs. VOO — Risk-Adjusted Performance Rank

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

JJSF
The Risk-Adjusted Performance Rank of JJSF is 2424
Overall Rank
The Sharpe Ratio Rank of JJSF is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of JJSF is 2323
Sortino Ratio Rank
The Omega Ratio Rank of JJSF is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JJSF is 2525
Calmar Ratio Rank
The Martin Ratio Rank of JJSF is 1919
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

JJSF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J & J Snack Foods Corp. (JJSF) and Vanguard S&P 500 ETF (VOO). 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 -0.36, compared to the broader market-2.000.002.00-0.362.04
The chart of Sortino ratio for JJSF, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.412.72
The chart of Omega ratio for JJSF, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.38
The chart of Calmar ratio for JJSF, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.383.09
The chart of Martin ratio for JJSF, currently valued at -1.16, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.1613.04
JJSF
VOO

The current JJSF Sharpe Ratio is -0.36, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of JJSF and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.36
2.04
JJSF
VOO

Dividends

JJSF vs. VOO - Dividend Comparison

JJSF's dividend yield for the trailing twelve months is around 2.12%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
JJSF
J & J Snack Foods Corp.
2.12%1.95%1.72%1.78%1.57%1.48%1.13%1.28%1.13%1.19%1.26%1.21%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JJSF vs. VOO - Drawdown Comparison

The maximum JJSF drawdown since its inception was -51.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JJSF and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.95%
-2.15%
JJSF
VOO

Volatility

JJSF vs. VOO - Volatility Comparison

J & J Snack Foods Corp. (JJSF) has a higher volatility of 5.96% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that JJSF's price experiences larger fluctuations and is considered to be riskier than VOO 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%AugustSeptemberOctoberNovemberDecember2025
5.96%
4.96%
JJSF
VOO
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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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