SJM vs. MDLZ
SJM (The J. M. Smucker Company) and MDLZ (Mondelez International, Inc.) are both stocks. Both are in the Consumer Defensive sector — SJM in Packaged Foods, MDLZ in Confectioners. Over the past 10 years, SJM returned -0.36%/yr vs 5.61%/yr for MDLZ. At a 0.45 correlation, their price movements are largely independent.
Performance
SJM vs. MDLZ - Performance Comparison
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Returns By Period
In the year-to-date period, SJM achieves a 6.26% return, which is significantly lower than MDLZ's 15.43% return. Over the past 10 years, SJM has underperformed MDLZ with an annualized return of -0.36%, while MDLZ has yielded a comparatively higher 5.61% annualized return.
SJM
- 1D
- -1.71%
- 1M
- 3.68%
- YTD
- 6.26%
- 6M
- 3.23%
- 1Y
- -4.38%
- 3Y*
- -9.42%
- 5Y*
- -2.33%
- 10Y*
- -0.36%
MDLZ
- 1D
- -0.71%
- 1M
- 0.08%
- YTD
- 15.43%
- 6M
- 14.51%
- 1Y
- -3.78%
- 3Y*
- -2.81%
- 5Y*
- 2.06%
- 10Y*
- 5.61%
SJM vs. MDLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 6.26% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
MDLZ Mondelez International, Inc. | 15.43% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
Correlation
The correlation between SJM and MDLZ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2001 | 0.45 |
The correlation between SJM and MDLZ has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
Fundamentals
SJM:
-$11.77
MDLZ:
$2.68
SJM:
1.22
MDLZ:
1.53
SJM:
$8.93B
MDLZ:
$39.30B
SJM:
$3.00B
MDLZ:
$11.31B
SJM:
-$291.90M
MDLZ:
$4.67B
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Return for Risk
SJM vs. MDLZ — Risk / Return Rank
SJM
MDLZ
SJM vs. MDLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Mondelez International, Inc. (MDLZ). 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.
| SJM | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.99 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.15 | -0.05 |
| Martin ratioReturn relative to average drawdown | -0.44 | -0.26 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SJM | MDLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -0.17 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.11 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.27 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.34 | -0.03 |
Drawdowns
SJM vs. MDLZ - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.67%, which is greater than MDLZ's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SJM and MDLZ.
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Drawdown Indicators
| SJM | MDLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -42.52% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -25.93% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -35.35% | -29.00% | -6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -29.14% | -8.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -29.74% | -8.37% |
Current DrawdownCurrent decline from peak | -28.87% | -14.52% | -14.35% |
Average DrawdownAverage peak-to-trough decline | -13.48% | -11.03% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 14.66% | -4.62% |
Volatility
SJM vs. MDLZ - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 6.74% compared to Mondelez International, Inc. (MDLZ) at 4.44%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJM | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 4.44% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 16.13% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.94% | 22.10% | +7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 19.48% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.21% | 21.03% | +3.18% |
Dividends
SJM vs. MDLZ - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 4.32%, more than MDLZ's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 3.20% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
SJM The J. M. Smucker Company | 4.32% | 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. MDLZ - Financials Comparison
This section allows you to compare key financial metrics between The J. M. Smucker Company and Mondelez International, 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. MDLZ - 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 915.80M and revenue of 2.34B. Therefore, the gross margin over that period was 39.2%.
MDLZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a gross profit of 2.80B and revenue of 10.08B. Therefore, the gross margin over that period was 27.8%.
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 -548.40M and revenue of 2.34B, resulting in an operating margin of -23.4%.
MDLZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported an operating income of 808.00M and revenue of 10.08B, resulting in an operating margin of 8.0%.
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 -724.20M and revenue of 2.34B, resulting in a net margin of -31.0%.
MDLZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a net income of 560.00M and revenue of 10.08B, resulting in a net margin of 5.6%.
Frequently Asked Questions
SJM and MDLZ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJM has higher volatility (6.74%) compared to MDLZ (4.44%). In terms of maximum drawdown, SJM dropped -45.67% vs MDLZ's -42.52%.
SJM currently has the higher Sharpe Ratio (-0.15 vs -0.17), 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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