CAG vs SJM: returns, Sharpe ratio and drawdown

Over the past year, SJM returned +13.59% against -26.65% for CAG. Over five years, SJM averaged -0.44% a year, compared with -16.45% for CAG. SJM had the higher Sharpe ratio over the past year (0.44 vs -1.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -22.82% for SJM and -37.49% for CAG.