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

Correlation

The correlation between SJM and CAG is 0.37, 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

SJM vs. CAG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-14.33%
-11.45%
SJM
CAG

Key characteristics

Sharpe Ratio

SJM:

-0.73

CAG:

-0.23

Sortino Ratio

SJM:

-0.97

CAG:

-0.18

Omega Ratio

SJM:

0.89

CAG:

0.98

Calmar Ratio

SJM:

-0.50

CAG:

-0.16

Martin Ratio

SJM:

-1.48

CAG:

-0.61

Ulcer Index

SJM:

11.42%

CAG:

8.29%

Daily Std Dev

SJM:

23.09%

CAG:

21.69%

Max Drawdown

SJM:

-45.66%

CAG:

-56.94%

Current Drawdown

SJM:

-32.98%

CAG:

-30.55%

Fundamentals

Market Cap

SJM:

$10.84B

CAG:

$12.43B

EPS

SJM:

$4.95

CAG:

$1.03

PE Ratio

SJM:

20.59

CAG:

25.29

PEG Ratio

SJM:

1.40

CAG:

0.33

Total Revenue (TTM)

SJM:

$8.83B

CAG:

$11.93B

Gross Profit (TTM)

SJM:

$3.32B

CAG:

$3.27B

EBITDA (TTM)

SJM:

$1.62B

CAG:

$1.36B

Returns By Period

In the year-to-date period, SJM achieves a -7.46% return, which is significantly lower than CAG's -6.13% return. Over the past 10 years, SJM has outperformed CAG with an annualized return of 2.91%, while CAG has yielded a comparatively lower 2.35% annualized return.


SJM

YTD

-7.46%

1M

-10.24%

6M

-11.62%

1Y

-18.36%

5Y*

2.58%

10Y*

2.91%

CAG

YTD

-6.13%

1M

-7.62%

6M

-8.00%

1Y

-5.71%

5Y*

-0.61%

10Y*

2.35%

*Annualized

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Risk-Adjusted Performance

SJM vs. CAG — Risk-Adjusted Performance Rank

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

SJM
The Risk-Adjusted Performance Rank of SJM is 1313
Overall Rank
The Sharpe Ratio Rank of SJM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SJM is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SJM is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SJM is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SJM is 77
Martin Ratio Rank

CAG
The Risk-Adjusted Performance Rank of CAG is 3535
Overall Rank
The Sharpe Ratio Rank of CAG is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CAG is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CAG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CAG is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CAG is 3737
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.

SJM vs. CAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Conagra Brands, Inc. (CAG). 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 SJM, currently valued at -0.73, compared to the broader market-2.000.002.00-0.73-0.23
The chart of Sortino ratio for SJM, currently valued at -0.97, compared to the broader market-4.00-2.000.002.004.00-0.97-0.18
The chart of Omega ratio for SJM, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.98
The chart of Calmar ratio for SJM, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.16
The chart of Martin ratio for SJM, currently valued at -1.48, compared to the broader market0.0010.0020.00-1.48-0.61
SJM
CAG

The current SJM Sharpe Ratio is -0.73, which is lower than the CAG Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SJM and CAG, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.73
-0.23
SJM
CAG

Dividends

SJM vs. CAG - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 4.20%, less than CAG's 5.37% yield.


TTM20242023202220212020201920182017201620152014
SJM
The J. M. Smucker Company
4.20%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%
CAG
Conagra Brands, Inc.
5.37%5.05%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%

Drawdowns

SJM vs. CAG - Drawdown Comparison

The maximum SJM drawdown since its inception was -45.66%, smaller than the maximum CAG drawdown of -56.94%. Use the drawdown chart below to compare losses from any high point for SJM and CAG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-32.98%
-30.55%
SJM
CAG

Volatility

SJM vs. CAG - Volatility Comparison

The J. M. Smucker Company (SJM) has a higher volatility of 7.23% compared to Conagra Brands, Inc. (CAG) at 5.70%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than CAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.23%
5.70%
SJM
CAG

Financials

SJM vs. CAG - Financials Comparison

This section allows you to compare key financial metrics between The J. M. Smucker Company and Conagra Brands, Inc.. 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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