SJM vs. CHD
SJM (The J. M. Smucker Company) and CHD (Church & Dwight Co., Inc.) are both stocks. Both are in the Consumer Defensive sector — SJM in Packaged Foods, CHD in Household & Personal Products. Over the past 10 years, SJM returned -0.36%/yr vs 8.07%/yr for CHD. At a 0.34 correlation, their price movements are largely independent.
Performance
SJM vs. CHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SJM achieves a 6.26% return, which is significantly lower than CHD's 14.44% return. Over the past 10 years, SJM has underperformed CHD with an annualized return of -0.36%, while CHD has yielded a comparatively higher 8.07% annualized return.
SJM
- 1D
- -1.71%
- 1M
- 3.68%
- YTD
- 6.26%
- 6M
- 3.23%
- 1Y
- -4.38%
- 3Y*
- -9.42%
- 5Y*
- -2.33%
- 10Y*
- -0.36%
CHD
- 1D
- -1.44%
- 1M
- 2.38%
- YTD
- 14.44%
- 6M
- 17.59%
- 1Y
- -2.50%
- 3Y*
- 1.65%
- 5Y*
- 3.66%
- 10Y*
- 8.07%
SJM vs. CHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 6.26% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
CHD Church & Dwight Co., Inc. | 14.44% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
Correlation
The correlation between SJM and CHD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 1994 | 0.34 |
The correlation between SJM and CHD shifts across timeframes, from 0.34 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SJM:
$10.86B
CHD:
$22.70B
SJM:
-$11.77
CHD:
$3.02
SJM:
1.22
CHD:
3.73
SJM:
2.07
CHD:
5.42
SJM:
$8.93B
CHD:
$6.21B
SJM:
$3.00B
CHD:
$2.80B
SJM:
-$291.90M
CHD:
$1.22B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SJM vs. CHD — Risk / Return Rank
SJM
CHD
SJM vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Church & Dwight Co., Inc. (CHD). 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.
| SJM | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.14 | -0.05 |
| Martin ratioReturn relative to average drawdown | -0.44 | -0.26 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SJM | CHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -0.11 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.18 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.37 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.51 | -0.20 |
Drawdowns
SJM vs. CHD - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.67%, smaller than the maximum CHD drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for SJM and CHD.
Loading charts...
Drawdown Indicators
| SJM | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -51.52% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -17.41% | -5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -35.35% | -27.28% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -31.72% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -31.72% | -6.39% |
Current DrawdownCurrent decline from peak | -28.87% | -14.39% | -14.48% |
Average DrawdownAverage peak-to-trough decline | -13.48% | -12.01% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 9.51% | +0.53% |
Volatility
SJM vs. CHD - Volatility Comparison
The current volatility for The J. M. Smucker Company (SJM) is 6.74%, while Church & Dwight Co., Inc. (CHD) has a volatility of 8.06%. This indicates that SJM experiences smaller price fluctuations and is considered to be less risky than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SJM | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 8.06% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 16.21% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.94% | 21.90% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 20.64% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.21% | 21.84% | +2.37% |
Dividends
SJM vs. CHD - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 4.32%, more than CHD's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.26% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
SJM The J. M. Smucker Company | 4.32% | 4.46% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% |
Financials
SJM vs. CHD - Financials Comparison
This section allows you to compare key financial metrics between The J. M. Smucker Company and Church & Dwight Co., 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.
Total Revenue: Total amount of money received from sales and other business activities
SJM vs. CHD - Profitability Comparison
SJM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The J. M. Smucker Company reported a gross profit of 915.80M and revenue of 2.34B. Therefore, the gross margin over that period was 39.2%.
CHD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a gross profit of 681.40M and revenue of 1.47B. Therefore, the gross margin over that period was 46.4%.
SJM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The J. M. Smucker Company reported an operating income of -548.40M and revenue of 2.34B, resulting in an operating margin of -23.4%.
CHD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported an operating income of 291.00M and revenue of 1.47B, resulting in an operating margin of 19.8%.
SJM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The J. M. Smucker Company reported a net income of -724.20M and revenue of 2.34B, resulting in a net margin of -31.0%.
CHD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a net income of 216.30M and revenue of 1.47B, resulting in a net margin of 14.7%.
Frequently Asked Questions
SJM and CHD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHD has higher volatility (8.06%) compared to SJM (6.74%). In terms of maximum drawdown, SJM dropped -45.67% vs CHD's -51.52%.
CHD currently has the higher Sharpe Ratio (-0.11 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SJM and CHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer