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SJM vs. FENY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SJM and FENY is 0.17, 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.


-0.50.00.51.00.2

Performance

SJM vs. FENY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The J. M. Smucker Company (SJM) and Fidelity MSCI Energy Index ETF (FENY). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%JulyAugustSeptemberOctoberNovemberDecember
37.43%
36.73%
SJM
FENY

Key characteristics

Sharpe Ratio

SJM:

-0.30

FENY:

0.17

Sortino Ratio

SJM:

-0.29

FENY:

0.35

Omega Ratio

SJM:

0.97

FENY:

1.04

Calmar Ratio

SJM:

-0.22

FENY:

0.22

Martin Ratio

SJM:

-0.63

FENY:

0.51

Ulcer Index

SJM:

10.76%

FENY:

5.92%

Daily Std Dev

SJM:

22.79%

FENY:

18.08%

Max Drawdown

SJM:

-45.66%

FENY:

-74.35%

Current Drawdown

SJM:

-27.73%

FENY:

-13.29%

Returns By Period

In the year-to-date period, SJM achieves a -9.80% return, which is significantly lower than FENY's 3.62% return. Both investments have delivered pretty close results over the past 10 years, with SJM having a 3.53% annualized return and FENY not far ahead at 3.68%.


SJM

YTD

-9.80%

1M

-3.51%

6M

3.02%

1Y

-8.63%

5Y*

4.46%

10Y*

3.53%

FENY

YTD

3.62%

1M

-11.98%

6M

-3.83%

1Y

2.47%

5Y*

12.15%

10Y*

3.68%

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Risk-Adjusted Performance

SJM vs. FENY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Fidelity MSCI Energy Index ETF (FENY). 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 -0.30, compared to the broader market-4.00-2.000.002.00-0.300.17
The chart of Sortino ratio for SJM, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.290.35
The chart of Omega ratio for SJM, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.04
The chart of Calmar ratio for SJM, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.220.22
The chart of Martin ratio for SJM, currently valued at -0.63, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.630.51
SJM
FENY

The current SJM Sharpe Ratio is -0.30, which is lower than the FENY Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of SJM and FENY, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
0.17
SJM
FENY

Dividends

SJM vs. FENY - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 3.89%, more than FENY's 3.14% yield.


TTM20232022202120202019201820172016201520142013
SJM
The J. M. Smucker Company
3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%
FENY
Fidelity MSCI Energy Index ETF
3.14%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%1.91%0.32%

Drawdowns

SJM vs. FENY - Drawdown Comparison

The maximum SJM drawdown since its inception was -45.66%, smaller than the maximum FENY drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for SJM and FENY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.73%
-13.29%
SJM
FENY

Volatility

SJM vs. FENY - Volatility Comparison

The J. M. Smucker Company (SJM) has a higher volatility of 8.91% compared to Fidelity MSCI Energy Index ETF (FENY) at 5.10%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than FENY 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%JulyAugustSeptemberOctoberNovemberDecember
8.91%
5.10%
SJM
FENY
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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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