PortfoliosLab logo
SJM vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SJM and HRL is 0.34, 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.


Performance

SJM vs. HRL - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SJM:

0.08

HRL:

-0.52

Sortino Ratio

SJM:

0.39

HRL:

-0.51

Omega Ratio

SJM:

1.04

HRL:

0.93

Calmar Ratio

SJM:

0.10

HRL:

-0.26

Martin Ratio

SJM:

0.50

HRL:

-0.77

Ulcer Index

SJM:

6.72%

HRL:

14.72%

Daily Std Dev

SJM:

24.70%

HRL:

23.64%

Max Drawdown

SJM:

-45.66%

HRL:

-45.01%

Current Drawdown

SJM:

-23.86%

HRL:

-38.81%

Fundamentals

Market Cap

SJM:

$11.99B

HRL:

$16.59B

EPS

SJM:

-$2.40

HRL:

$1.38

PEG Ratio

SJM:

2.35

HRL:

3.12

PS Ratio

SJM:

1.36

HRL:

1.39

PB Ratio

SJM:

1.74

HRL:

2.00

Total Revenue (TTM)

SJM:

$6.58B

HRL:

$9.03B

Gross Profit (TTM)

SJM:

$2.56B

HRL:

$1.48B

EBITDA (TTM)

SJM:

$323.90M

HRL:

$980.35M

Returns By Period

In the year-to-date period, SJM achieves a 5.14% return, which is significantly higher than HRL's -0.78% return. Over the past 10 years, SJM has underperformed HRL with an annualized return of 2.48%, while HRL has yielded a comparatively higher 3.26% annualized return.


SJM

YTD

5.14%

1M

-0.22%

6M

8.28%

1Y

1.99%

5Y*

3.05%

10Y*

2.48%

HRL

YTD

-0.78%

1M

1.16%

6M

6.56%

1Y

-12.16%

5Y*

-6.13%

10Y*

3.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SJM vs. HRL — Risk-Adjusted Performance Rank

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

SJM
The Risk-Adjusted Performance Rank of SJM is 5252
Overall Rank
The Sharpe Ratio Rank of SJM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SJM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SJM is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SJM is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SJM is 5757
Martin Ratio Rank

HRL
The Risk-Adjusted Performance Rank of HRL is 2626
Overall Rank
The Sharpe Ratio Rank of HRL is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of HRL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of HRL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of HRL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of HRL is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SJM vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Hormel Foods Corporation (HRL). 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.


The current SJM Sharpe Ratio is 0.08, which is higher than the HRL Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of SJM and HRL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SJM vs. HRL - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 3.81%, more than HRL's 3.75% yield.


TTM20242023202220212020201920182017201620152014
SJM
The J. M. Smucker Company
3.81%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%
HRL
Hormel Foods Corporation
3.75%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%

Drawdowns

SJM vs. HRL - Drawdown Comparison

The maximum SJM drawdown since its inception was -45.66%, roughly equal to the maximum HRL drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for SJM and HRL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SJM vs. HRL - Volatility Comparison

The J. M. Smucker Company (SJM) and Hormel Foods Corporation (HRL) have volatilities of 5.46% and 5.72%, 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.


Loading data...

Financials

SJM vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between The J. M. Smucker Company and Hormel Foods Corporation. 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


2.00B2.50B3.00B3.50BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.19B
2.99B
(SJM) Total Revenue
(HRL) Total Revenue
Values in USD except per share items

SJM vs. HRL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
40.2%
15.9%
(SJM) Gross Margin
(HRL) Gross Margin
SJM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The J. M. Smucker Company reported a gross profit of 878.10M and revenue of 2.19B. Therefore, the gross margin over that period was 40.2%.

HRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported a gross profit of 475.23M and revenue of 2.99B. Therefore, the gross margin over that period was 15.9%.

SJM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The J. M. Smucker Company reported an operating income of -594.00M and revenue of 2.19B, resulting in an operating margin of -27.2%.

HRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported an operating income of 228.33M and revenue of 2.99B, resulting in an operating margin of 7.6%.

SJM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The J. M. Smucker Company reported a net income of -662.30M and revenue of 2.19B, resulting in a net margin of -30.3%.

HRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported a net income of 170.58M and revenue of 2.99B, resulting in a net margin of 5.7%.