ADM vs. ACGL
Compare and contrast key facts about Archer-Daniels-Midland Company (ADM) and Arch Capital Group Ltd. (ACGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADM or ACGL.
Key characteristics
| ADM | ACGL | |
|---|---|---|
| YTD Return | -12.64% | 26.36% |
| 1Y Return | -20.25% | 30.93% |
| 3Y Return (Ann) | 4.05% | 33.04% |
| 5Y Return (Ann) | 10.84% | 23.49% |
| 10Y Return (Ann) | 6.35% | 17.29% |
| Sharpe Ratio | -0.62 | 1.30 |
| Daily Std Dev | 33.33% | 23.16% |
| Max Drawdown | -68.01% | -54.73% |
| Current Drawdown | -33.91% | -1.11% |
Fundamentals
| ADM | ACGL | |
|---|---|---|
| Market Cap | $31.41B | $34.86B |
| EPS | $6.43 | $11.62 |
| PE Ratio | 9.74 | 8.00 |
| PEG Ratio | 16.43 | 2.24 |
| Revenue (TTM) | $93.94B | $13.63B |
| Gross Profit (TTM) | $7.57B | $2.85B |
| EBITDA (TTM) | $4.99B | $3.68B |
Correlation
The correlation between ADM and ACGL is 0.25, 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 vs. ACGL - Performance Comparison
In the year-to-date period, ADM achieves a -12.64% return, which is significantly lower than ACGL's 26.36% return. Over the past 10 years, ADM has underperformed ACGL with an annualized return of 6.35%, while ACGL has yielded a comparatively higher 17.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADM vs. ACGL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Arch Capital Group Ltd. (ACGL). 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.
Dividends
ADM vs. ACGL - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.96%, while ACGL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ADM vs. ACGL - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than ACGL's maximum drawdown of -54.73%. Use the drawdown chart below to compare losses from any high point for ADM and ACGL. For additional features, visit the drawdowns tool.
Volatility
ADM vs. ACGL - Volatility Comparison
The current volatility for Archer-Daniels-Midland Company (ADM) is 5.40%, while Arch Capital Group Ltd. (ACGL) has a volatility of 6.86%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than ACGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ADM vs. ACGL - Financials Comparison
This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Arch Capital Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities