PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FMC Corporation (FMC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3024913036
CUSIP302491303
SectorBasic Materials
IndustryAgricultural Inputs

Highlights

Market Cap$7.95B
EPS$11.31
PE Ratio5.63
PEG Ratio1.85
Revenue (TTM)$4.49B
Gross Profit (TTM)$2.33B
EBITDA (TTM)$863.50M
Year Range$48.58 - $121.15
Target Price$65.12
Short %7.44%
Short Ratio3.14

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMC Corporation

Popular comparisons: FMC vs. CTVA, FMC vs. CF, FMC vs. BAYRY, FMC vs. BG, FMC vs. ICL, FMC vs. MOS, FMC vs. CTRA, FMC vs. APD, FMC vs. IFC.TO, FMC vs. BHP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FMC Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-10.00%
15.74%
FMC (FMC Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

FMC Corporation had a return of -9.16% year-to-date (YTD) and -52.21% in the last 12 months. Over the past 10 years, FMC Corporation had an annualized return of 0.10%, while the S&P 500 had an annualized return of 10.53%, indicating that FMC Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.16%6.12%
1 month-11.96%-1.08%
6 months-10.00%15.73%
1 year-52.21%22.34%
5 years (annualized)-4.81%11.82%
10 years (annualized)0.10%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.86%0.34%14.02%
2023-21.65%-20.56%0.86%18.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FMC is 6, indicating that it is in the bottom 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FMC is 66
FMC Corporation(FMC)
The Sharpe Ratio Rank of FMC is 22Sharpe Ratio Rank
The Sortino Ratio Rank of FMC is 44Sortino Ratio Rank
The Omega Ratio Rank of FMC is 44Omega Ratio Rank
The Calmar Ratio Rank of FMC is 55Calmar Ratio Rank
The Martin Ratio Rank of FMC is 1616Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FMC Corporation (FMC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FMC
Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at -1.22, compared to the broader market-2.00-1.000.001.002.003.00-1.22
Sortino ratio
The chart of Sortino ratio for FMC, currently valued at -1.92, compared to the broader market-4.00-2.000.002.004.006.00-1.92
Omega ratio
The chart of Omega ratio for FMC, currently valued at 0.75, compared to the broader market0.501.001.500.75
Calmar ratio
The chart of Calmar ratio for FMC, currently valued at -0.84, compared to the broader market0.001.002.003.004.005.00-0.84
Martin ratio
The chart of Martin ratio for FMC, currently valued at -1.26, compared to the broader market-10.000.0010.0020.0030.00-1.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market-10.000.0010.0020.0030.007.65

Sharpe Ratio

The current FMC Corporation Sharpe ratio is -1.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.22
1.89
FMC (FMC Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

FMC Corporation granted a 4.09% dividend yield in the last twelve months. The annual payout for that period amounted to $2.32 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.32$2.32$2.17$1.97$1.80$1.64$0.78$0.57$0.57$0.57$0.52$0.47

Dividend yield

4.09%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Monthly Dividends

The table displays the monthly dividend distributions for FMC Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.58
2023$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58
2022$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.58
2021$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.53
2020$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.48
2019$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.44
2018$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.35
2017$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14
2016$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14
2015$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14
2014$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13
2013$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.1%
FMC Corporation has a dividend yield of 4.09%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%61.4%
FMC Corporation has a payout ratio of 61.38%, which is quite average when compared to the overall market. This suggests that FMC Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-57.14%
-3.66%
FMC (FMC Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FMC Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FMC Corporation was 69.75%, occurring on Mar 12, 2003. Recovery took 390 trading sessions.

The current FMC Corporation drawdown is 57.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.75%Sep 23, 19971374Mar 12, 2003390Sep 28, 20041764
-62.92%Apr 21, 2022386Nov 1, 2023
-62.2%Jun 18, 200892Oct 27, 2008524Nov 24, 2010616
-59.57%Mar 11, 2014393Sep 29, 2015464Aug 2, 2017857
-58.21%Oct 5, 198795Feb 18, 19881623Jul 20, 19941718

Volatility

Volatility Chart

The current FMC Corporation volatility is 15.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.09%
3.44%
FMC (FMC Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of FMC Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items