PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NDSN vs. SJM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NDSNSJM
YTD Return-2.01%-8.35%
1Y Return20.03%-24.50%
3Y Return (Ann)7.99%-1.40%
5Y Return (Ann)13.32%1.68%
10Y Return (Ann)14.42%4.56%
Sharpe Ratio1.15-1.09
Daily Std Dev18.08%21.37%
Max Drawdown-73.62%-62.94%
Current Drawdown-5.96%-26.57%

Fundamentals


NDSNSJM
Market Cap$14.89B$12.06B
EPS$8.54-$0.82
PE Ratio30.493.35
PEG Ratio2.251.56
Revenue (TTM)$2.65B$8.21B
Gross Profit (TTM)$1.43B$2.72B
EBITDA (TTM)$815.39M$1.80B

Correlation

-0.50.00.51.00.2

The correlation between NDSN and SJM 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.

Performance

NDSN vs. SJM - Performance Comparison

In the year-to-date period, NDSN achieves a -2.01% return, which is significantly higher than SJM's -8.35% return. Over the past 10 years, NDSN has outperformed SJM with an annualized return of 14.42%, while SJM has yielded a comparatively lower 4.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%December2024FebruaryMarchApril
28,316.24%
3,340.27%
NDSN
SJM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Nordson Corporation

The J. M. Smucker Company

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.


NDSN
Sharpe ratio
The chart of Sharpe ratio for NDSN, currently valued at 1.15, compared to the broader market-2.00-1.000.001.002.003.001.15
Sortino ratio
The chart of Sortino ratio for NDSN, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for NDSN, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for NDSN, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for NDSN, currently valued at 3.49, compared to the broader market-10.000.0010.0020.0030.003.49
SJM
Sharpe ratio
The chart of Sharpe ratio for SJM, currently valued at -1.09, compared to the broader market-2.00-1.000.001.002.003.00-1.09
Sortino ratio
The chart of Sortino ratio for SJM, currently valued at -1.48, compared to the broader market-4.00-2.000.002.004.006.00-1.48
Omega ratio
The chart of Omega ratio for SJM, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for SJM, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.72
Martin ratio
The chart of Martin ratio for SJM, currently valued at -1.25, compared to the broader market-10.000.0010.0020.0030.00-1.25

NDSN vs. SJM - Sharpe Ratio Comparison

The current NDSN Sharpe Ratio is 1.15, which is higher than the SJM Sharpe Ratio of -1.09. The chart below compares the 12-month rolling Sharpe Ratio of NDSN and SJM.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00December2024FebruaryMarchApril
1.15
-1.09
NDSN
SJM

Dividends

NDSN vs. SJM - Dividend Comparison

NDSN's dividend yield for the trailing twelve months is around 1.04%, less than SJM's 3.66% yield.


TTM20232022202120202019201820172016201520142013
NDSN
Nordson Corporation
1.04%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
3.66%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 -62.94%. Use the drawdown chart below to compare losses from any high point for NDSN and SJM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-5.96%
-26.57%
NDSN
SJM

Volatility

NDSN vs. SJM - Volatility Comparison

The current volatility for Nordson Corporation (NDSN) is 3.50%, while The J. M. Smucker Company (SJM) has a volatility of 7.86%. This indicates that NDSN 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%December2024FebruaryMarchApril
3.50%
7.86%
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