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ADM vs. BF-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADM vs. BF-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer-Daniels-Midland Company (ADM) and Brown-Forman Corporation (BF-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADM achieves a 52.07% return, which is significantly higher than BF-B's 2.70% return. Over the past 10 years, ADM has outperformed BF-B with an annualized return of 10.23%, while BF-B has yielded a comparatively lower -2.31% annualized return.


ADM

1D
0.62%
1M
14.78%
6M
32.70%
YTD
52.07%
1Y
64.20%
3Y*
5.04%
5Y*
11.57%
10Y*
10.23%
ALL TIME*
8.06%

BF-B

1D
-0.45%
1M
-1.31%
6M
-1.57%
YTD
2.70%
1Y
-4.11%
3Y*
-25.57%
5Y*
-16.26%
10Y*
-2.31%
ALL TIME*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADM vs. BF-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADM
Archer-Daniels-Midland Company
52.07%18.24%-27.52%-20.42%39.98%37.33%12.44%17.10%5.28%-9.48%
BF-B
Brown-Forman Corporation
2.70%-29.29%-32.23%-11.91%-8.86%-6.07%18.67%43.78%-10.98%55.01%

Correlation

The correlation between ADM and BF-B is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 7, 1984

0.30

The correlation between ADM and BF-B shifts across timeframes, from 0.15 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADM:

$41.54B

BF-B:

$12.26B

EPS

ADM:

$2.23

BF-B:

$1.71

PE Ratio

ADM:

38.59

BF-B:

15.40

PS Ratio

ADM:

0.52

BF-B:

3.18

Total Revenue (TTM)

ADM:

$80.61B

BF-B:

$3.91B

Gross Profit (TTM)

ADM:

$4.70B

BF-B:

$2.32B

EBITDA (TTM)

ADM:

$3.48B

BF-B:

$1.19B

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Return for Risk

ADM vs. BF-B — Risk / Return Rank

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

ADM
ADM Risk / Return Rank: 9494
Overall Rank
ADM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ADM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ADM Omega Ratio Rank: 9191
Omega Ratio Rank
ADM Calmar Ratio Rank: 9595
Calmar Ratio Rank
ADM Martin Ratio Rank: 9494
Martin Ratio Rank

BF-B
BF-B Risk / Return Rank: 3939
Overall Rank
BF-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BF-B Sortino Ratio Rank: 3737
Sortino Ratio Rank
BF-B Omega Ratio Rank: 3838
Omega Ratio Rank
BF-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BF-B Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADM vs. BF-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Brown-Forman Corporation (BF-B). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADMBF-BDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.38

1.02

+0.37

Calmar ratioReturn relative to maximum drawdown

5.05

-0.16

+5.21

Martin ratioReturn relative to average drawdown

12.68

-0.35

+13.03

ADM vs. BF-B - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is 2.42, which is higher than the BF-B Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ADM and BF-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADM vs. BF-B - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, roughly equal to the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for ADM and BF-B.


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Drawdown Indicators


ADMBF-BDifference

Max Drawdown

Largest peak-to-trough decline

-68.01%

-68.96%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-25.48%

+12.69%

Max Drawdown (3Y)

Largest decline over 3 years

-49.22%

-65.65%

+16.43%

Max Drawdown (5Y)

Largest decline over 5 years

-54.14%

-68.31%

+14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-54.14%

-68.96%

+14.82%

Current Drawdown

Current decline from peak

-1.41%

-63.89%

+62.48%

Average Drawdown

Average peak-to-trough decline

-21.56%

-11.74%

-9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

11.86%

-6.78%

Volatility

ADM vs. BF-B - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 5.74%, while Brown-Forman Corporation (BF-B) has a volatility of 10.49%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADMBF-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

10.49%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.60%

31.54%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

38.70%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.32%

30.26%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.90%

28.20%

-1.30%

Dividends

ADM vs. BF-B - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.39%, less than BF-B's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
ADM
Archer-Daniels-Midland Company
2.39%3.55%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%
BF-B
Brown-Forman Corporation
3.50%3.49%2.32%1.46%1.17%2.37%0.88%0.99%3.10%1.09%1.54%1.29%

Financials

ADM vs. BF-B - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Brown-Forman Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
20.49B
1.06B
(ADM) Total Revenue
(BF-B) Total Revenue
Values in USD except per share items

ADM vs. BF-B - Profitability Comparison

The chart below illustrates the profitability comparison between Archer-Daniels-Midland Company and Brown-Forman Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
6.0%
60.6%
Portfolio components
ADM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Archer-Daniels-Midland Company reported a gross profit of 1.22B and revenue of 20.49B. Therefore, the gross margin over that period was 6.0%.

BF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

ADM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Archer-Daniels-Midland Company reported an operating income of 408.00M and revenue of 20.49B, resulting in an operating margin of 2.0%.

BF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.

ADM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Archer-Daniels-Midland Company reported a net income of 298.00M and revenue of 20.49B, resulting in a net margin of 1.5%.

BF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.


Frequently Asked Questions


ADM and BF-B have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BF-B has higher volatility (10.49%) compared to ADM (5.74%). In terms of maximum drawdown, ADM dropped -68.01% vs BF-B's -68.96%.

ADM currently has the higher Sharpe Ratio (2.42 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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