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LNC vs. SJM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNC and SJM is 0.23, 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

LNC vs. SJM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lincoln National Corporation (LNC) and The J. M. Smucker Company (SJM). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
239.74%
1,017.10%
LNC
SJM

Key characteristics

Sharpe Ratio

LNC:

0.62

SJM:

-0.30

Sortino Ratio

LNC:

1.09

SJM:

-0.29

Omega Ratio

LNC:

1.14

SJM:

0.97

Calmar Ratio

LNC:

0.35

SJM:

-0.22

Martin Ratio

LNC:

3.08

SJM:

-0.63

Ulcer Index

LNC:

7.07%

SJM:

10.76%

Daily Std Dev

LNC:

34.87%

SJM:

22.79%

Max Drawdown

LNC:

-92.87%

SJM:

-45.66%

Current Drawdown

LNC:

-52.52%

SJM:

-27.73%

Fundamentals

Market Cap

LNC:

$5.53B

SJM:

$12.19B

EPS

LNC:

$1.43

SJM:

$4.95

PE Ratio

LNC:

22.70

SJM:

23.14

PEG Ratio

LNC:

1.24

SJM:

1.68

Total Revenue (TTM)

LNC:

$12.66B

SJM:

$8.83B

Gross Profit (TTM)

LNC:

$14.08B

SJM:

$3.32B

EBITDA (TTM)

LNC:

$1.77B

SJM:

$1.62B

Returns By Period

In the year-to-date period, LNC achieves a 21.99% return, which is significantly higher than SJM's -9.80% return. Over the past 10 years, LNC has underperformed SJM with an annualized return of -3.00%, while SJM has yielded a comparatively higher 3.53% annualized return.


LNC

YTD

21.99%

1M

-9.54%

6M

-0.19%

1Y

19.73%

5Y*

-8.18%

10Y*

-3.00%

SJM

YTD

-9.80%

1M

-3.51%

6M

3.02%

1Y

-8.63%

5Y*

4.46%

10Y*

3.53%

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Risk-Adjusted Performance

LNC vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) and The J. M. Smucker Company (SJM). 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 LNC, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.62-0.30
The chart of Sortino ratio for LNC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09-0.29
The chart of Omega ratio for LNC, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.97
The chart of Calmar ratio for LNC, currently valued at 0.35, compared to the broader market0.002.004.006.000.35-0.22
The chart of Martin ratio for LNC, currently valued at 3.08, compared to the broader market-5.000.005.0010.0015.0020.0025.003.08-0.63
LNC
SJM

The current LNC Sharpe Ratio is 0.62, which is higher than the SJM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of LNC and SJM, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.62
-0.30
LNC
SJM

Dividends

LNC vs. SJM - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.81%, more than SJM's 3.89% yield.


TTM20232022202120202019201820172016201520142013
LNC
Lincoln National Corporation
5.81%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%
SJM
The J. M. Smucker Company
3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%

Drawdowns

LNC vs. SJM - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, which is greater than SJM's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for LNC and SJM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-52.52%
-27.73%
LNC
SJM

Volatility

LNC vs. SJM - Volatility Comparison

The current volatility for Lincoln National Corporation (LNC) is 7.76%, while The J. M. Smucker Company (SJM) has a volatility of 8.91%. This indicates that LNC experiences smaller price fluctuations and is considered to be less risky than SJM 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%JulyAugustSeptemberOctoberNovemberDecember
7.76%
8.91%
LNC
SJM

Financials

LNC vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between Lincoln National Corporation and The J. M. Smucker 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
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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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