SJM vs. EL
SJM (The J. M. Smucker Company) and EL (The Estee Lauder Companies Inc.) are both stocks. Both are in the Consumer Defensive sector — SJM in Packaged Foods, EL in Household & Personal Products. Over the past 10 years, SJM returned 1.01%/yr vs 1.09%/yr for EL. At a 0.23 correlation, their price movements are largely independent.
Performance
SJM vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, SJM achieves a 21.63% return, which is significantly higher than EL's -13.76% return. Over the past 10 years, SJM has underperformed EL with an annualized return of 1.01%, while EL has yielded a comparatively higher 1.09% annualized return.
SJM
- 1D
- -0.29%
- 1M
- 16.77%
- YTD
- 21.63%
- 6M
- 17.12%
- 1Y
- 24.64%
- 3Y*
- -4.77%
- 5Y*
- 0.30%
- 10Y*
- 1.01%
EL
- 1D
- 1.89%
- 1M
- 9.61%
- YTD
- -13.76%
- 6M
- -13.25%
- 1Y
- 30.01%
- 3Y*
- -19.92%
- 5Y*
- -20.28%
- 10Y*
- 1.09%
SJM vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 21.63% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
EL The Estee Lauder Companies Inc. | -13.76% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between SJM and EL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 1995 | 0.23 |
Fundamentals
SJM:
$12.43B
EL:
$32.77B
SJM:
-$1.30
EL:
-$0.68
SJM:
1.37
EL:
2.20
SJM:
2.24
EL:
8.21
SJM:
$9.05B
EL:
$14.84B
SJM:
$3.03B
EL:
$11.09B
SJM:
$360.20M
EL:
$1.30B
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Return for Risk
SJM vs. EL — Risk / Return Rank
SJM
EL
SJM vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and The Estee Lauder Companies Inc. (EL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SJM | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.69 | +0.39 |
| Martin ratioReturn relative to average drawdown | 2.64 | 1.66 | +0.98 |
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Drawdowns
SJM vs. EL - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.67%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for SJM and EL.
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Drawdown Indicators
| SJM | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -85.82% | +40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -43.62% | +20.80% |
Max Drawdown (3Y)Largest decline over 3 years | -35.16% | -74.55% | +39.39% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -85.82% | +47.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -85.82% | +47.71% |
Current DrawdownCurrent decline from peak | -18.58% | -74.09% | +55.51% |
Average DrawdownAverage peak-to-trough decline | -13.48% | -20.74% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.36% | 18.12% | -8.76% |
Volatility
SJM vs. EL - Volatility Comparison
The current volatility for The J. M. Smucker Company (SJM) is 12.38%, while The Estee Lauder Companies Inc. (EL) has a volatility of 15.86%. This indicates that SJM experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJM | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 15.86% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 38.87% | -18.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.74% | 48.31% | -20.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.31% | 43.35% | -19.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 36.60% | -12.14% |
Dividends
SJM vs. EL - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.78%, more than EL's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.56% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
SJM The J. M. Smucker Company | 3.78% | 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. EL - Financials Comparison
This section allows you to compare key financial metrics between The J. M. Smucker Company and The Estee Lauder Companies 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. EL - 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 941.10M and revenue of 2.27B. Therefore, the gross margin over that period was 41.5%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
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 -542.70M and revenue of 2.27B, resulting in an operating margin of -23.9%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
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 388.10M and revenue of 2.27B, resulting in a net margin of 17.1%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
Frequently Asked Questions
SJM and EL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (15.86%) compared to SJM (12.38%). In terms of maximum drawdown, SJM dropped -45.67% vs EL's -85.82%.
SJM currently has the higher Sharpe Ratio (0.89 vs 0.62), 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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