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3SUE.DE vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 3SUE.DE and ADM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

3SUE.DE vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

3SUE.DE:

-0.06

ADM:

-0.24

Sortino Ratio

3SUE.DE:

-0.02

ADM:

-0.19

Omega Ratio

3SUE.DE:

1.00

ADM:

0.98

Calmar Ratio

3SUE.DE:

-0.08

ADM:

-0.14

Martin Ratio

3SUE.DE:

-0.23

ADM:

-0.38

Ulcer Index

3SUE.DE:

4.19%

ADM:

19.15%

Daily Std Dev

3SUE.DE:

12.38%

ADM:

27.35%

Max Drawdown

3SUE.DE:

-22.98%

ADM:

-68.01%

Current Drawdown

3SUE.DE:

-8.98%

ADM:

-40.02%

Returns By Period

In the year-to-date period, 3SUE.DE achieves a -3.83% return, which is significantly lower than ADM's 9.40% return.


3SUE.DE

YTD

-3.83%

1M

-3.24%

6M

-5.19%

1Y

-0.69%

3Y*

3.85%

5Y*

6.17%

10Y*

N/A

ADM

YTD

9.40%

1M

9.03%

6M

7.34%

1Y

-6.47%

3Y*

-8.56%

5Y*

8.88%

10Y*

3.49%

*Annualized

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Risk-Adjusted Performance

3SUE.DE vs. ADM — Risk-Adjusted Performance Rank

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

3SUE.DE
The Risk-Adjusted Performance Rank of 3SUE.DE is 1212
Overall Rank
The Sharpe Ratio Rank of 3SUE.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of 3SUE.DE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of 3SUE.DE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of 3SUE.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of 3SUE.DE is 1212
Martin Ratio Rank

ADM
The Risk-Adjusted Performance Rank of ADM is 3333
Overall Rank
The Sharpe Ratio Rank of ADM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ADM is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ADM is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ADM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ADM is 3939
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.

3SUE.DE vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and Archer-Daniels-Midland Company (ADM). 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 current 3SUE.DE Sharpe Ratio is -0.06, which is higher than the ADM Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of 3SUE.DE and ADM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

3SUE.DE vs. ADM - Dividend Comparison

3SUE.DE's dividend yield for the trailing twelve months is around 2.39%, less than ADM's 3.73% yield.


TTM20242023202220212020201920182017201620152014
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
2.39%2.48%2.23%2.08%2.08%2.79%0.36%0.00%0.00%0.00%0.00%0.00%
ADM
Archer-Daniels-Midland Company
3.73%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%

Drawdowns

3SUE.DE vs. ADM - Drawdown Comparison

The maximum 3SUE.DE drawdown since its inception was -22.98%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for 3SUE.DE and ADM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

3SUE.DE vs. ADM - Volatility Comparison

The current volatility for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) is 2.73%, while Archer-Daniels-Midland Company (ADM) has a volatility of 7.75%. This indicates that 3SUE.DE experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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