SJM vs. XLP
Compare and contrast key facts about The J. M. Smucker Company (SJM) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJM or XLP.
Key characteristics
| SJM | XLP | |
|---|---|---|
| YTD Return | -9.35% | 5.72% |
| 1Y Return | -23.76% | 1.00% |
| 3Y Return (Ann) | -1.77% | 5.97% |
| 5Y Return (Ann) | 1.48% | 8.68% |
| 10Y Return (Ann) | 4.47% | 8.39% |
| Sharpe Ratio | -1.09 | 0.20 |
| Daily Std Dev | 21.36% | 10.53% |
| Max Drawdown | -62.94% | -35.89% |
| Current Drawdown | -27.37% | -1.01% |
Correlation
The correlation between SJM and XLP is 0.47, 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.
Performance
SJM vs. XLP - Performance Comparison
In the year-to-date period, SJM achieves a -9.35% return, which is significantly lower than XLP's 5.72% return. Over the past 10 years, SJM has underperformed XLP with an annualized return of 4.47%, while XLP has yielded a comparatively higher 8.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SJM vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The J. M. Smucker Company (SJM) and Consumer Staples Select Sector SPDR Fund (XLP). 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. XLP - Dividend Comparison
SJM's dividend yield for the trailing twelve months is around 3.70%, more than XLP's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJM The J. M. Smucker Company | 3.70% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% |
XLP Consumer Staples Select Sector SPDR Fund | 2.78% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Drawdowns
SJM vs. XLP - Drawdown Comparison
The maximum SJM drawdown since its inception was -62.94%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for SJM and XLP. For additional features, visit the drawdowns tool.
Volatility
SJM vs. XLP - Volatility Comparison
The J. M. Smucker Company (SJM) has a higher volatility of 7.75% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.70%. This indicates that SJM's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.