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

Correlation

The correlation between MKC and SJM is 0.38, 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.


-0.50.00.51.00.4

Performance

MKC vs. SJM - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,855.13%
1,004.54%
MKC
SJM

Key characteristics

Sharpe Ratio

MKC:

0.79

SJM:

-0.35

Sortino Ratio

MKC:

1.38

SJM:

-0.36

Omega Ratio

MKC:

1.16

SJM:

0.96

Calmar Ratio

MKC:

0.48

SJM:

-0.26

Martin Ratio

MKC:

3.03

SJM:

-0.73

Ulcer Index

MKC:

5.72%

SJM:

10.76%

Daily Std Dev

MKC:

22.01%

SJM:

22.78%

Max Drawdown

MKC:

-41.18%

SJM:

-45.66%

Current Drawdown

MKC:

-20.94%

SJM:

-28.54%

Fundamentals

Market Cap

MKC:

$21.56B

SJM:

$12.19B

EPS

MKC:

$2.94

SJM:

$4.95

PE Ratio

MKC:

27.32

SJM:

23.14

PEG Ratio

MKC:

2.65

SJM:

1.68

Total Revenue (TTM)

MKC:

$4.93B

SJM:

$8.83B

Gross Profit (TTM)

MKC:

$1.87B

SJM:

$3.32B

EBITDA (TTM)

MKC:

$940.10M

SJM:

$1.62B

Returns By Period

In the year-to-date period, MKC achieves a 16.28% return, which is significantly higher than SJM's -10.81% return. Over the past 10 years, MKC has outperformed SJM with an annualized return of 9.38%, while SJM has yielded a comparatively lower 3.44% annualized return.


MKC

YTD

16.28%

1M

3.89%

6M

15.40%

1Y

19.58%

5Y*

0.35%

10Y*

9.38%

SJM

YTD

-10.81%

1M

-2.91%

6M

0.94%

1Y

-7.86%

5Y*

4.15%

10Y*

3.44%

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Risk-Adjusted Performance

MKC vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) 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 MKC, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.89-0.35
The chart of Sortino ratio for MKC, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.54-0.36
The chart of Omega ratio for MKC, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.96
The chart of Calmar ratio for MKC, currently valued at 0.55, compared to the broader market0.002.004.006.000.55-0.26
The chart of Martin ratio for MKC, currently valued at 3.41, compared to the broader market0.0010.0020.003.41-0.73
MKC
SJM

The current MKC Sharpe Ratio is 0.79, which is higher than the SJM Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of MKC 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.89
-0.35
MKC
SJM

Dividends

MKC vs. SJM - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 2.15%, less than SJM's 3.94% yield.


TTM20232022202120202019201820172016201520142013
MKC
McCormick & Company, Incorporated
2.15%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%
SJM
The J. M. Smucker Company
3.94%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%

Drawdowns

MKC vs. SJM - Drawdown Comparison

The maximum MKC drawdown since its inception was -41.18%, smaller than the maximum SJM drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for MKC and SJM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-20.94%
-28.54%
MKC
SJM

Volatility

MKC vs. SJM - Volatility Comparison

The current volatility for McCormick & Company, Incorporated (MKC) is 5.17%, while The J. M. Smucker Company (SJM) has a volatility of 8.86%. This indicates that MKC 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
8.86%
MKC
SJM

Financials

MKC vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between McCormick & Company, Incorporated 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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