SJM vs. FENY
Compare and contrast key facts about The J. M. Smucker Company (SJM) and Fidelity MSCI Energy Index ETF (FENY).
FENY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Energy Index. It was launched on Oct 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJM or FENY.
Performance
SJM vs. FENY - Performance Comparison
Returns By Period
In the year-to-date period, SJM achieves a -8.00% return, which is significantly lower than FENY's 17.73% return. Both investments have delivered pretty close results over the past 10 years, with SJM having a 3.95% annualized return and FENY not far ahead at 4.09%.
SJM
-8.00%
-5.63%
2.14%
3.64%
3.88%
3.95%
FENY
17.73%
7.33%
6.30%
17.43%
16.06%
4.09%
Key characteristics
| SJM | FENY | |
|---|---|---|
| Sharpe Ratio | 0.16 | 0.95 |
| Sortino Ratio | 0.40 | 1.38 |
| Omega Ratio | 1.04 | 1.17 |
| Calmar Ratio | 0.11 | 1.27 |
| Martin Ratio | 0.35 | 3.06 |
| Ulcer Index | 10.28% | 5.56% |
| Daily Std Dev | 22.27% | 17.93% |
| Max Drawdown | -45.66% | -74.35% |
| Current Drawdown | -26.29% | 0.00% |
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Correlation
The correlation between SJM and FENY is 0.16, 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.
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.
Dividends
SJM vs. FENY - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.82%, more than FENY's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 3.82% | 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 | 2.89% | 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.
Volatility
SJM vs. FENY - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 5.97% compared to Fidelity MSCI Energy Index ETF (FENY) at 5.30%. 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.