SJM vs. PG
Compare and contrast key facts about The J. M. Smucker Company (SJM) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJM or PG.
Performance
SJM vs. PG - Performance Comparison
Returns By Period
In the year-to-date period, SJM achieves a -8.14% return, which is significantly lower than PG's 19.43% return. Over the past 10 years, SJM has underperformed PG with an annualized return of 3.94%, while PG has yielded a comparatively higher 9.85% annualized return.
SJM
-8.14%
-7.16%
1.77%
3.41%
4.69%
3.94%
PG
19.43%
-0.30%
2.64%
16.46%
9.96%
9.85%
Fundamentals
| SJM | PG | |
|---|---|---|
| Market Cap | $12.09B | $390.56B |
| EPS | $7.08 | $5.79 |
| PE Ratio | 16.05 | 28.64 |
| PEG Ratio | 1.60 | 3.50 |
| Total Revenue (TTM) | $6.56B | $83.91B |
| Gross Profit (TTM) | $2.43B | $43.14B |
| EBITDA (TTM) | $1.35B | $22.32B |
Key characteristics
| SJM | PG | |
|---|---|---|
| Sharpe Ratio | 0.18 | 1.03 |
| Sortino Ratio | 0.42 | 1.48 |
| Omega Ratio | 1.05 | 1.20 |
| Calmar Ratio | 0.13 | 1.78 |
| Martin Ratio | 0.38 | 5.61 |
| Ulcer Index | 10.25% | 2.82% |
| Daily Std Dev | 22.27% | 15.37% |
| Max Drawdown | -45.66% | -54.23% |
| Current Drawdown | -26.40% | -3.39% |
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Correlation
The correlation between SJM and PG is 0.31, 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. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and The Procter & Gamble Company (PG). 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. PG - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.82%, more than PG's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PG The Procter & Gamble Company | 2.32% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
SJM vs. PG - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.66%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for SJM and PG. For additional features, visit the drawdowns tool.
Volatility
SJM vs. PG - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 6.19% compared to The Procter & Gamble Company (PG) at 5.09%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SJM vs. PG - Financials Comparison
This section allows you to compare key financial metrics between The J. M. Smucker Company and The Procter & Gamble Company. 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