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

Correlation

The correlation between NDSN and SJM is 0.26, 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.


-0.50.00.51.00.3

Performance

NDSN vs. SJM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-9.40%
1.86%
NDSN
SJM

Key characteristics

Sharpe Ratio

NDSN:

-0.76

SJM:

-0.35

Sortino Ratio

NDSN:

-0.91

SJM:

-0.36

Omega Ratio

NDSN:

0.87

SJM:

0.96

Calmar Ratio

NDSN:

-0.71

SJM:

-0.26

Martin Ratio

NDSN:

-1.78

SJM:

-0.73

Ulcer Index

NDSN:

9.92%

SJM:

10.76%

Daily Std Dev

NDSN:

23.22%

SJM:

22.78%

Max Drawdown

NDSN:

-73.62%

SJM:

-45.66%

Current Drawdown

NDSN:

-24.67%

SJM:

-28.54%

Fundamentals

Market Cap

NDSN:

$12.81B

SJM:

$12.19B

EPS

NDSN:

$8.11

SJM:

$4.95

PE Ratio

NDSN:

27.62

SJM:

23.14

PEG Ratio

NDSN:

1.78

SJM:

1.68

Total Revenue (TTM)

NDSN:

$2.69B

SJM:

$8.83B

Gross Profit (TTM)

NDSN:

$1.49B

SJM:

$3.32B

EBITDA (TTM)

NDSN:

$776.30M

SJM:

$1.62B

Returns By Period

In the year-to-date period, NDSN achieves a -20.26% return, which is significantly lower than SJM's -10.81% return. Over the past 10 years, NDSN has outperformed SJM with an annualized return of 11.43%, while SJM has yielded a comparatively lower 3.44% annualized return.


NDSN

YTD

-20.26%

1M

-16.38%

6M

-9.59%

1Y

-17.41%

5Y*

5.90%

10Y*

11.43%

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

NDSN vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordson Corporation (NDSN) 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 NDSN, currently valued at -0.75, compared to the broader market-4.00-2.000.002.00-0.75-0.35
The chart of Sortino ratio for NDSN, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.90-0.36
The chart of Omega ratio for NDSN, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.96
The chart of Calmar ratio for NDSN, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.71-0.26
The chart of Martin ratio for NDSN, currently valued at -1.73, compared to the broader market0.0010.0020.00-1.73-0.73
NDSN
SJM

The current NDSN Sharpe Ratio is -0.76, which is lower than the SJM Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of NDSN 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
-0.35
NDSN
SJM

Dividends

NDSN vs. SJM - Dividend Comparison

NDSN's dividend yield for the trailing twelve months is around 1.02%, less than SJM's 3.94% yield.


TTM20232022202120202019201820172016201520142013
NDSN
Nordson Corporation
1.02%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
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

NDSN vs. SJM - Drawdown Comparison

The maximum NDSN drawdown since its inception was -73.62%, which is greater than SJM's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for NDSN and SJM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-24.67%
-28.54%
NDSN
SJM

Volatility

NDSN vs. SJM - Volatility Comparison

Nordson Corporation (NDSN) has a higher volatility of 10.42% compared to The J. M. Smucker Company (SJM) at 8.86%. This indicates that NDSN's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
10.42%
8.86%
NDSN
SJM

Financials

NDSN vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between Nordson 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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