SJM vs. QAT
Compare and contrast key facts about The J. M. Smucker Company (SJM) and iShares MSCI Qatar ETF (QAT).
QAT is a passively managed fund by iShares that tracks the performance of the MSCI All Qatar Capped Index. It was launched on Apr 29, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJM or QAT.
Performance
SJM vs. QAT - Performance Comparison
Returns By Period
In the year-to-date period, SJM achieves a -8.14% return, which is significantly lower than QAT's 5.92% return. Over the past 10 years, SJM has outperformed QAT with an annualized return of 3.94%, while QAT has yielded a comparatively lower 0.07% annualized return.
SJM
-8.14%
-7.16%
1.77%
3.41%
4.69%
3.94%
QAT
5.92%
-0.86%
10.68%
9.17%
4.22%
0.07%
Key characteristics
| SJM | QAT | |
|---|---|---|
| Sharpe Ratio | 0.18 | 0.65 |
| Sortino Ratio | 0.42 | 1.00 |
| Omega Ratio | 1.05 | 1.12 |
| Calmar Ratio | 0.13 | 0.29 |
| Martin Ratio | 0.38 | 2.37 |
| Ulcer Index | 10.25% | 3.77% |
| Daily Std Dev | 22.27% | 13.65% |
| Max Drawdown | -45.66% | -45.21% |
| Current Drawdown | -26.40% | -18.98% |
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Correlation
The correlation between SJM and QAT is 0.09, 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. QAT - Risk-Adjusted Performance 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.
Dividends
SJM vs. QAT - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.82%, less than QAT's 4.20% 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% |
QAT iShares MSCI Qatar ETF | 4.20% | 3.93% | 4.78% | 2.34% | 2.63% | 3.57% | 4.63% | 4.10% | 3.52% | 4.49% | 0.00% | 0.00% |
Drawdowns
SJM vs. QAT - Drawdown Comparison
The maximum SJM drawdown since its inception was -45.66%, 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. For additional features, visit the drawdowns tool.
Volatility
SJM vs. QAT - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 6.19% compared to iShares MSCI Qatar ETF (QAT) at 4.31%. 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.