SJM vs. QAT
SJM (The J. M. Smucker Company) is a stock, while QAT (iShares MSCI Qatar ETF) is Emerging Markets Equities fund tracking the MSCI All Qatar Capped Index. Over the past 10 years, SJM returned 0.53%/yr vs 2.88%/yr for QAT. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
SJM vs. QAT - 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 QAT's -4.44% return. Over the past 10 years, SJM has underperformed QAT with an annualized return of 0.53%, while QAT has yielded a comparatively higher 2.88% 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%
QAT
- 1D
- -0.46%
- 1M
- -3.26%
- 6M
- -8.76%
- YTD
- -4.44%
- 1Y
- -7.45%
- 3Y*
- 1.12%
- 5Y*
- 2.65%
- 10Y*
- 2.88%
- ALL TIME*
- 0.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $941.21K | $596.55K | $1.10M | |
| $193.55M | $180.38M | $188.18M |
SJM vs. QAT - 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% |
QAT iShares MSCI Qatar ETF | -4.44% | 8.81% | 5.20% | 2.72% | -7.23% | 14.42% | 6.94% | -0.44% | 20.03% | -11.66% |
Correlation
The correlation between SJM and QAT is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 1, 2014 | 0.08 |
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Return for Risk
SJM vs. QAT — Risk / Return Rank
SJM
QAT
SJM vs. QAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and iShares MSCI Qatar ETF (QAT). 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 | QAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.91 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.65 | +1.34 |
| Martin ratioReturn relative to average drawdown | 1.67 | -1.14 | +2.81 |
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Drawdowns
SJM vs. QAT - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.67%, roughly equal to the maximum QAT drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for SJM and QAT.
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Drawdown Indicators
| SJM | QAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -45.21% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -11.48% | -11.34% |
Max Drawdown (3Y)Largest decline over 3 years | -33.43% | -15.47% | -17.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -33.17% | -4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -34.04% | -4.07% |
Current DrawdownCurrent decline from peak | -16.65% | -16.32% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -19.10% | +5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.45% | 6.53% | +2.92% |
Volatility
SJM vs. QAT - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 10.31% compared to iShares MSCI Qatar ETF (QAT) at 3.27%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than QAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJM | QAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 3.27% | +7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 22.95% | 10.99% | +11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.83% | 13.33% | +15.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.84% | 15.08% | +9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.74% | 17.49% | +7.25% |
Dividends
SJM vs. QAT - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.69%, less than QAT's 4.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QAT iShares MSCI Qatar ETF | 4.89% | 3.51% | 5.90% | 3.92% | 4.78% | 2.33% | 2.63% | 3.57% | 4.63% | 4.10% | 3.51% | 4.49% |
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% |
Frequently Asked Questions
SJM and QAT have a correlation of 0.01, 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 QAT (3.27%). In terms of maximum drawdown, SJM dropped -45.67% vs QAT's -45.21%.
SJM currently has the higher Sharpe Ratio (0.55 vs -0.56), 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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