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SMG vs. JAZZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMG and JAZZ is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SMG vs. JAZZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Scotts Miracle-Gro Company (SMG) and Jazz Pharmaceuticals plc (JAZZ). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
88.10%
524.93%
SMG
JAZZ

Key characteristics

Sharpe Ratio

SMG:

-0.44

JAZZ:

0.03

Sortino Ratio

SMG:

-0.35

JAZZ:

0.27

Omega Ratio

SMG:

0.95

JAZZ:

1.03

Calmar Ratio

SMG:

-0.25

JAZZ:

0.02

Martin Ratio

SMG:

-0.92

JAZZ:

0.12

Ulcer Index

SMG:

21.20%

JAZZ:

8.44%

Daily Std Dev

SMG:

44.48%

JAZZ:

32.05%

Max Drawdown

SMG:

-83.55%

JAZZ:

-96.90%

Current Drawdown

SMG:

-75.90%

JAZZ:

-42.60%

Fundamentals

Market Cap

SMG:

$3.05B

JAZZ:

$6.73B

EPS

SMG:

-$0.40

JAZZ:

$8.65

PEG Ratio

SMG:

0.28

JAZZ:

0.35

PS Ratio

SMG:

0.86

JAZZ:

1.65

PB Ratio

SMG:

18.98

JAZZ:

1.64

Total Revenue (TTM)

SMG:

$2.03B

JAZZ:

$3.17B

Gross Profit (TTM)

SMG:

$413.80M

JAZZ:

$2.66B

EBITDA (TTM)

SMG:

-$38.90M

JAZZ:

$977.99M

Returns By Period

In the year-to-date period, SMG achieves a -19.14% return, which is significantly lower than JAZZ's -10.03% return. Over the past 10 years, SMG has outperformed JAZZ with an annualized return of 0.69%, while JAZZ has yielded a comparatively lower -4.92% annualized return.


SMG

YTD

-19.14%

1M

-7.28%

6M

-37.62%

1Y

-18.56%

5Y*

-13.68%

10Y*

0.69%

JAZZ

YTD

-10.03%

1M

-12.34%

6M

1.14%

1Y

1.22%

5Y*

0.13%

10Y*

-4.92%

*Annualized

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Risk-Adjusted Performance

SMG vs. JAZZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMG
The Risk-Adjusted Performance Rank of SMG is 3030
Overall Rank
The Sharpe Ratio Rank of SMG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SMG is 3030
Martin Ratio Rank

JAZZ
The Risk-Adjusted Performance Rank of JAZZ is 5050
Overall Rank
The Sharpe Ratio Rank of JAZZ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JAZZ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JAZZ is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JAZZ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JAZZ is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMG vs. JAZZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Scotts Miracle-Gro Company (SMG) and Jazz Pharmaceuticals plc (JAZZ). 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.


The chart of Sharpe ratio for SMG, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
SMG: -0.44
JAZZ: 0.03
The chart of Sortino ratio for SMG, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
SMG: -0.35
JAZZ: 0.27
The chart of Omega ratio for SMG, currently valued at 0.95, compared to the broader market0.501.001.502.00
SMG: 0.95
JAZZ: 1.03
The chart of Calmar ratio for SMG, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00
SMG: -0.25
JAZZ: 0.02
The chart of Martin ratio for SMG, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.00
SMG: -0.92
JAZZ: 0.12

The current SMG Sharpe Ratio is -0.44, which is lower than the JAZZ Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SMG and JAZZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.44
0.03
SMG
JAZZ

Dividends

SMG vs. JAZZ - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 4.97%, while JAZZ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SMG
The Scotts Miracle-Gro Company
4.97%3.98%4.14%5.43%1.59%1.21%2.13%3.51%1.93%2.03%2.85%6.06%
JAZZ
Jazz Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMG vs. JAZZ - Drawdown Comparison

The maximum SMG drawdown since its inception was -83.55%, smaller than the maximum JAZZ drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for SMG and JAZZ. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-75.90%
-42.60%
SMG
JAZZ

Volatility

SMG vs. JAZZ - Volatility Comparison

The Scotts Miracle-Gro Company (SMG) has a higher volatility of 19.14% compared to Jazz Pharmaceuticals plc (JAZZ) at 17.53%. This indicates that SMG's price experiences larger fluctuations and is considered to be riskier than JAZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.14%
17.53%
SMG
JAZZ

Financials

SMG vs. JAZZ - Financials Comparison

This section allows you to compare key financial metrics between The Scotts Miracle-Gro Company and Jazz Pharmaceuticals plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items