The J.M. Smucker Company (SJM): analysis and statistics
Return, volatility, Sharpe ratio and risk for The J.M. Smucker Company, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $125.46 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +7.43% |
| Total return over period | +23.85% |
| Annualized volatility | 27.20% |
| Period volatility | 46.99% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.24 |
| Sortino ratio | 0.35 |
| Max drawdown | -27.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.47% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $88.55 – $133.39 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The J.M. Smucker Company (SJM) has posted an annualized return of +7.43% with annual volatility of 27.20%, a Sharpe ratio of 0.24. Its worst stretch (max drawdown from a peak) was -27.00%. Its correlation with the S&P 500 is 0.04, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SJM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, The J.M. Smucker Company (SJM) is of the S&P 500.
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