PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SJM vs. NDSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SJMNDSN
YTD Return-9.35%-1.17%
1Y Return-23.76%21.87%
3Y Return (Ann)-1.77%7.83%
5Y Return (Ann)1.48%13.52%
10Y Return (Ann)4.47%14.55%
Sharpe Ratio-1.091.37
Daily Std Dev21.36%18.14%
Max Drawdown-62.94%-73.62%
Current Drawdown-27.37%-5.15%

Fundamentals


SJMNDSN
Market Cap$12.18B$14.85B
EPS-$0.81$8.56
PE Ratio3.3530.33
PEG Ratio1.562.25
Revenue (TTM)$8.21B$2.65B
Gross Profit (TTM)$2.72B$1.43B
EBITDA (TTM)$1.80B$815.39M

Correlation

-0.50.00.51.00.2

The correlation between SJM and NDSN is 0.22, 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. NDSN - Performance Comparison

In the year-to-date period, SJM achieves a -9.35% return, which is significantly lower than NDSN's -1.17% return. Over the past 10 years, SJM has underperformed NDSN with an annualized return of 4.47%, while NDSN has yielded a comparatively higher 14.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
2.59%
23.40%
SJM
NDSN

Compare stocks, funds, or ETFs

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


The J. M. Smucker Company

Nordson Corporation

Risk-Adjusted Performance

SJM vs. NDSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Nordson Corporation (NDSN). 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
Sharpe ratio
The chart of Sharpe ratio for SJM, currently valued at -1.09, compared to the broader market-2.00-1.000.001.002.003.004.00-1.09
Sortino ratio
The chart of Sortino ratio for SJM, currently valued at -1.49, compared to the broader market-4.00-2.000.002.004.006.00-1.49
Omega ratio
The chart of Omega ratio for SJM, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for SJM, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73
Martin ratio
The chart of Martin ratio for SJM, currently valued at -1.27, compared to the broader market0.0010.0020.0030.00-1.27
NDSN
Sharpe ratio
The chart of Sharpe ratio for NDSN, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for NDSN, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.006.002.11
Omega ratio
The chart of Omega ratio for NDSN, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for NDSN, currently valued at 1.21, compared to the broader market0.002.004.006.001.21
Martin ratio
The chart of Martin ratio for NDSN, currently valued at 4.21, compared to the broader market0.0010.0020.0030.004.21

SJM vs. NDSN - Sharpe Ratio Comparison

The current SJM Sharpe Ratio is -1.09, which is lower than the NDSN Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of SJM and NDSN.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
-1.09
1.37
SJM
NDSN

Dividends

SJM vs. NDSN - Dividend Comparison

SJM's dividend yield for the trailing twelve months is around 3.70%, more than NDSN's 1.03% yield.


TTM20232022202120202019201820172016201520142013
SJM
The J. M. Smucker Company
3.70%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%
NDSN
Nordson Corporation
1.03%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%

Drawdowns

SJM vs. NDSN - Drawdown Comparison

The maximum SJM drawdown since its inception was -62.94%, smaller than the maximum NDSN drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for SJM and NDSN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-27.37%
-5.15%
SJM
NDSN

Volatility

SJM vs. NDSN - Volatility Comparison

The J. M. Smucker Company (SJM) has a higher volatility of 7.75% compared to Nordson Corporation (NDSN) at 3.16%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than NDSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
7.75%
3.16%
SJM
NDSN

Financials

SJM vs. NDSN - Financials Comparison

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