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ADM.DE vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADM.DE and ACWI is 0.20, 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

ADM.DE vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer-Daniels-Midland Company (ADM.DE) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
80.11%
230.20%
ADM.DE
ACWI

Key characteristics

Sharpe Ratio

ADM.DE:

-0.89

ACWI:

0.60

Sortino Ratio

ADM.DE:

-1.02

ACWI:

0.96

Omega Ratio

ADM.DE:

0.87

ACWI:

1.14

Calmar Ratio

ADM.DE:

-0.38

ACWI:

0.64

Martin Ratio

ADM.DE:

-1.35

ACWI:

2.81

Ulcer Index

ADM.DE:

16.46%

ACWI:

3.78%

Daily Std Dev

ADM.DE:

27.23%

ACWI:

17.78%

Max Drawdown

ADM.DE:

-64.69%

ACWI:

-56.00%

Current Drawdown

ADM.DE:

-54.22%

ACWI:

-4.16%

Returns By Period

In the year-to-date period, ADM.DE achieves a -12.09% return, which is significantly lower than ACWI's 1.25% return. Over the past 10 years, ADM.DE has underperformed ACWI with an annualized return of 2.68%, while ACWI has yielded a comparatively higher 8.89% annualized return.


ADM.DE

YTD

-12.09%

1M

8.01%

6M

-10.84%

1Y

-23.77%

5Y*

8.91%

10Y*

2.68%

ACWI

YTD

1.25%

1M

14.85%

6M

-1.32%

1Y

10.65%

5Y*

13.44%

10Y*

8.89%

*Annualized

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Risk-Adjusted Performance

ADM.DE vs. ACWI — Risk-Adjusted Performance Rank

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

ADM.DE
The Risk-Adjusted Performance Rank of ADM.DE is 1515
Overall Rank
The Sharpe Ratio Rank of ADM.DE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ADM.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ADM.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ADM.DE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ADM.DE is 1212
Martin Ratio Rank

ACWI
The Risk-Adjusted Performance Rank of ACWI is 6767
Overall Rank
The Sharpe Ratio Rank of ACWI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7272
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.

ADM.DE vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM.DE) and iShares MSCI ACWI ETF (ACWI). 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 ADM.DE Sharpe Ratio is -0.89, which is lower than the ACWI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ADM.DE and ACWI, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.75
0.59
ADM.DE
ACWI

Dividends

ADM.DE vs. ACWI - Dividend Comparison

ADM.DE's dividend yield for the trailing twelve months is around 3.95%, more than ACWI's 1.68% yield.


TTM20242023202220212020201920182017201620152014
ADM.DE
Archer-Daniels-Midland Company
3.95%3.39%2.26%1.54%1.89%2.79%2.78%2.87%2.99%2.20%2.66%1.47%
ACWI
iShares MSCI ACWI ETF
1.68%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Drawdowns

ADM.DE vs. ACWI - Drawdown Comparison

The maximum ADM.DE drawdown since its inception was -64.69%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ADM.DE and ACWI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-48.11%
-4.16%
ADM.DE
ACWI

Volatility

ADM.DE vs. ACWI - Volatility Comparison

Archer-Daniels-Midland Company (ADM.DE) and iShares MSCI ACWI ETF (ACWI) have volatilities of 9.72% and 10.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.72%
10.01%
ADM.DE
ACWI