SJM vs. PG
SJM (The J. M. Smucker Company) and PG (The Procter & Gamble Company) are both stocks. Both are in the Consumer Defensive sector — SJM in Packaged Foods, PG in Household & Personal Products. Over the past 10 years, SJM returned 0.53%/yr vs 8.14%/yr for PG. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
SJM vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SJM achieves a 24.52% return, which is significantly higher than PG's 3.07% return. Over the past 10 years, SJM has underperformed PG with an annualized return of 0.53%, while PG has yielded a comparatively higher 8.14% annualized return.
SJM
- 1D
- -2.41%
- 1M
- 2.56%
- 6M
- 16.15%
- YTD
- 24.52%
- 1Y
- 14.77%
- 3Y*
- -3.68%
- 5Y*
- 1.55%
- 10Y*
- 0.53%
- ALL TIME*
- 8.24%
PG
- 1D
- 0.37%
- 1M
- -3.86%
- 6M
- -3.36%
- YTD
- 3.07%
- 1Y
- -1.27%
- 3Y*
- 0.02%
- 5Y*
- 2.93%
- 10Y*
- 8.14%
- ALL TIME*
- 10.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.25B | $1.28B | $1.30B | |
| $193.55M | $180.38M | $188.18M |
SJM vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 24.52% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
PG The Procter & Gamble Company | 3.07% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SJM and PG is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 1994 | 0.32 |
The correlation between SJM and PG shifts across timeframes, from 0.32 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SJM:
$12.75B
PG:
$336.46B
SJM:
-$1.30
PG:
$6.62
SJM:
1.41
PG:
4.03
SJM:
2.30
PG:
6.44
SJM:
$9.05B
PG:
$87.03B
SJM:
$3.03B
PG:
$43.67B
SJM:
$360.20M
PG:
$21.25B
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Return for Risk
SJM vs. PG — Risk / Return Rank
SJM
PG
SJM vs. PG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SJM | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.01 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.07 | +0.77 |
| Martin ratioReturn relative to average drawdown | 1.67 | -0.13 | +1.80 |
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Drawdowns
SJM vs. PG - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.67%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SJM and PG.
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Drawdown Indicators
| SJM | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -54.25% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -15.52% | -7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -33.43% | -21.15% | -12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -23.77% | -14.34% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -23.77% | -14.34% |
Current DrawdownCurrent decline from peak | -16.65% | -15.63% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -12.17% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.45% | 9.06% | +0.39% |
Volatility
SJM vs. PG - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 10.31% compared to The Procter & Gamble Company (PG) at 6.95%. 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.
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Volatility by Period
| SJM | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 6.95% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 22.95% | 15.72% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.83% | 19.64% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.84% | 18.08% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.74% | 19.18% | +5.56% |
Dividends
SJM vs. PG - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.69%, more than PG's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.97% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
SJM The J. M. Smucker Company | 3.69% | 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. 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
SJM vs. PG - Profitability Comparison
SJM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The J. M. Smucker Company reported a gross profit of 941.10M and revenue of 2.27B. Therefore, the gross margin over that period was 41.5%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.
SJM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The J. M. Smucker Company reported an operating income of -542.70M and revenue of 2.27B, resulting in an operating margin of -23.9%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.
SJM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The J. M. Smucker Company reported a net income of 388.10M and revenue of 2.27B, resulting in a net margin of 17.1%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.
Frequently Asked Questions
SJM and PG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJM has higher volatility (10.31%) compared to PG (6.95%). In terms of maximum drawdown, SJM dropped -45.67% vs PG's -54.25%.
SJM currently has the higher Sharpe Ratio (0.55 vs -0.06), 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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