SJM vs. NOBL
Compare and contrast key facts about The J. M. Smucker Company (SJM) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL).
NOBL is a passively managed fund by ProShares that tracks the performance of the S&P 500 Dividend Aristocrats Index. It was launched on Oct 9, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJM or NOBL.
Performance
SJM vs. NOBL - Performance Comparison
Returns By Period
In the year-to-date period, SJM achieves a -9.32% return, which is significantly lower than NOBL's 12.47% return. Over the past 10 years, SJM has underperformed NOBL with an annualized return of 3.80%, while NOBL has yielded a comparatively higher 10.07% annualized return.
SJM
-9.32%
-8.36%
-1.52%
2.60%
4.16%
3.80%
NOBL
12.47%
-2.25%
6.86%
19.96%
9.71%
10.07%
Key characteristics
| SJM | NOBL | |
|---|---|---|
| Sharpe Ratio | 0.13 | 2.00 |
| Sortino Ratio | 0.36 | 2.80 |
| Omega Ratio | 1.04 | 1.35 |
| Calmar Ratio | 0.10 | 2.92 |
| Martin Ratio | 0.29 | 8.97 |
| Ulcer Index | 10.21% | 2.27% |
| Daily Std Dev | 22.28% | 10.19% |
| Max Drawdown | -45.66% | -35.43% |
| Current Drawdown | -27.35% | -2.25% |
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Correlation
The correlation between SJM and NOBL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SJM vs. NOBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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. NOBL - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.87%, more than NOBL's 2.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 3.87% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.00% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.60% | 0.30% |
Drawdowns
SJM vs. NOBL - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.66%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for SJM and NOBL. For additional features, visit the drawdowns tool.
Volatility
SJM vs. NOBL - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 6.07% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.02%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.