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SJM vs. CPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SJM vs. CPB - Performance Comparison

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

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Returns By Period

In the year-to-date period, SJM achieves a 6.26% return, which is significantly higher than CPB's -20.34% return. Over the past 10 years, SJM has outperformed CPB with an annualized return of -0.36%, while CPB has yielded a comparatively lower -7.06% 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%

CPB

1D
-0.88%
1M
3.12%
YTD
-20.34%
6M
-26.10%
1Y
-34.01%
3Y*
-19.10%
5Y*
-10.79%
10Y*
-7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJM vs. CPB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CPB
Campbell Soup Company
-20.34%-30.47%0.09%-21.45%34.84%-7.19%0.72%55.19%-29.12%-18.30%

Correlation

The correlation between SJM and CPB is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 1, 1994

0.42

The correlation between SJM and CPB shifts across timeframes, from 0.42 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SJM:

$10.86B

CPB:

$6.43B

EPS

SJM:

-$11.77

CPB:

$2.03

PS Ratio

SJM:

1.22

CPB:

0.65

PB Ratio

SJM:

2.07

CPB:

1.60

Total Revenue (TTM)

SJM:

$8.93B

CPB:

$9.93B

Gross Profit (TTM)

SJM:

$3.00B

CPB:

$2.86B

EBITDA (TTM)

SJM:

-$291.90M

CPB:

$1.42B

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Return for Risk

SJM vs. CPB — Risk / Return Rank

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

SJM
SJM Risk / Return Rank: 3434
Overall Rank
SJM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SJM Sortino Ratio Rank: 3131
Sortino Ratio Rank
SJM Omega Ratio Rank: 3131
Omega Ratio Rank
SJM Calmar Ratio Rank: 3636
Calmar Ratio Rank
SJM Martin Ratio Rank: 3434
Martin Ratio Rank

CPB
CPB Risk / Return Rank: 44
Overall Rank
CPB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CPB Sortino Ratio Rank: 44
Sortino Ratio Rank
CPB Omega Ratio Rank: 66
Omega Ratio Rank
CPB Calmar Ratio Rank: 77
Calmar Ratio Rank
CPB Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SJM vs. CPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Campbell Soup Company (CPB). 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.


SJMCPBDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.00

0.80

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.19

-0.89

+0.69

Martin ratioReturn relative to average drawdown

-0.44

-1.65

+1.22

SJM vs. CPB - Sharpe Ratio Comparison

The current SJM Sharpe Ratio is -0.15, which is higher than the CPB Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of SJM and CPB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SJMCPBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-1.18

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.45

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.28

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.25

+0.05

Drawdowns

SJM vs. CPB - Drawdown Comparison

The maximum SJM drawdown since its inception was -45.67%, smaller than the maximum CPB drawdown of -64.65%. Use the drawdown chart below to compare losses from any high point for SJM and CPB.


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Drawdown Indicators


SJMCPBDifference

Max Drawdown

Largest peak-to-trough decline

-45.67%

-64.65%

+18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-38.53%

+15.71%

Max Drawdown (3Y)

Largest decline over 3 years

-35.35%

-58.07%

+22.72%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-60.04%

+21.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-60.04%

+21.93%

Current Drawdown

Current decline from peak

-28.87%

-57.06%

+28.19%

Average Drawdown

Average peak-to-trough decline

-13.48%

-22.18%

+8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.04%

20.66%

-10.62%

Volatility

SJM vs. CPB - Volatility Comparison

The J. M. Smucker Company (SJM) and Campbell Soup Company (CPB) have volatilities of 6.74% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJMCPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.45%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.90%

21.92%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.94%

28.98%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

24.10%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

25.53%

-1.32%

Dividends

SJM vs. CPB - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 4.32%, less than CPB's 7.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CPB
Campbell Soup Company
7.26%5.60%3.53%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%
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. CPB - Financials Comparison

This section allows you to compare key financial metrics between The J. M. Smucker Company and Campbell Soup 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


1.80B2.00B2.20B2.40B2.60B2.80B20222023202420252026
2.34B
2.37B
(SJM) Total Revenue
(CPB) Total Revenue
Values in USD except per share items

SJM vs. CPB - Profitability Comparison

The chart below illustrates the profitability comparison between The J. M. Smucker Company and Campbell Soup Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%20222023202420252026
39.2%
27.5%
Portfolio components
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%.

CPB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported a gross profit of 650.00M and revenue of 2.37B. Therefore, the gross margin over that period was 27.5%.

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%.

CPB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported an operating income of 239.00M and revenue of 2.37B, resulting in an operating margin of 10.1%.

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%.

CPB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported a net income of 124.00M and revenue of 2.37B, resulting in a net margin of 5.2%.


Frequently Asked Questions


SJM and CPB have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SJM has higher volatility (6.74%) compared to CPB (6.45%). In terms of maximum drawdown, SJM dropped -45.67% vs CPB's -64.65%.

SJM currently has the higher Sharpe Ratio (-0.15 vs -1.18), 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.

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