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

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.99%
-14.63%
SJM
HRL

Returns By Period

In the year-to-date period, SJM achieves a -8.14% return, which is significantly lower than HRL's -4.08% return. Over the past 10 years, SJM has outperformed HRL with an annualized return of 3.94%, while HRL has yielded a comparatively lower 3.23% annualized return.


SJM

YTD

-8.14%

1M

-7.16%

6M

1.77%

1Y

3.41%

5Y (annualized)

4.69%

10Y (annualized)

3.94%

HRL

YTD

-4.08%

1M

-7.64%

6M

-16.88%

1Y

-4.31%

5Y (annualized)

-4.63%

10Y (annualized)

3.23%

Fundamentals


SJMHRL
Market Cap$12.09B$16.12B
EPS$7.08$1.43
PE Ratio16.0520.56
PEG Ratio1.602.46
Total Revenue (TTM)$6.56B$8.78B
Gross Profit (TTM)$2.43B$1.52B
EBITDA (TTM)$1.35B$1.02B

Key characteristics


SJMHRL
Sharpe Ratio0.18-0.20
Sortino Ratio0.42-0.10
Omega Ratio1.050.99
Calmar Ratio0.13-0.12
Martin Ratio0.38-0.51
Ulcer Index10.25%10.42%
Daily Std Dev22.27%26.98%
Max Drawdown-45.66%-45.01%
Current Drawdown-26.40%-41.55%

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Correlation

-0.50.00.51.00.4

The correlation between SJM and HRL is 0.39, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for SJM, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.18-0.20
The chart of Sortino ratio for SJM, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42-0.10
The chart of Omega ratio for SJM, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.99
The chart of Calmar ratio for SJM, currently valued at 0.13, compared to the broader market0.002.004.006.000.13-0.12
The chart of Martin ratio for SJM, currently valued at 0.38, compared to the broader market-10.000.0010.0020.0030.000.38-0.51
SJM
HRL

The current SJM Sharpe Ratio is 0.18, which is higher than the HRL Sharpe Ratio of -0.20. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.18
-0.20
SJM
HRL

Dividends

SJM vs. HRL - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 3.82%, which matches HRL's 3.81% yield.


TTM20232022202120202019201820172016201520142013
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%
HRL
Hormel Foods Corporation
3.81%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%

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.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-26.40%
-41.55%
SJM
HRL

Volatility

SJM vs. HRL - Volatility Comparison

The J. M. Smucker Company (SJM) has a higher volatility of 6.19% compared to Hormel Foods Corporation (HRL) at 5.14%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than HRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.19%
5.14%
SJM
HRL

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


Values in USD except per share items