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ADM vs. BG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADM and BG is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ADM vs. BG - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
583.35%
682.67%
ADM
BG

Key characteristics

Sharpe Ratio

ADM:

-0.78

BG:

-0.81

Sortino Ratio

ADM:

-0.81

BG:

-0.98

Omega Ratio

ADM:

0.85

BG:

0.88

Calmar Ratio

ADM:

-0.56

BG:

-0.58

Martin Ratio

ADM:

-1.38

BG:

-1.51

Ulcer Index

ADM:

18.80%

BG:

13.16%

Daily Std Dev

ADM:

33.44%

BG:

24.45%

Max Drawdown

ADM:

-68.01%

BG:

-77.34%

Current Drawdown

ADM:

-45.20%

BG:

-33.00%

Fundamentals

Market Cap

ADM:

$24.64B

BG:

$11.35B

EPS

ADM:

$3.56

BG:

$7.89

PE Ratio

ADM:

14.46

BG:

10.30

PEG Ratio

ADM:

16.43

BG:

1.71

Total Revenue (TTM)

ADM:

$87.02B

BG:

$54.50B

Gross Profit (TTM)

ADM:

$5.63B

BG:

$3.60B

EBITDA (TTM)

ADM:

$3.72B

BG:

$2.56B

Returns By Period

In the year-to-date period, ADM achieves a -27.57% return, which is significantly lower than BG's -19.37% return. Over the past 10 years, ADM has outperformed BG with an annualized return of 2.36%, while BG has yielded a comparatively lower 1.26% annualized return.


ADM

YTD

-27.57%

1M

-4.77%

6M

-16.22%

1Y

-26.25%

5Y*

4.76%

10Y*

2.36%

BG

YTD

-19.37%

1M

-10.20%

6M

-24.19%

1Y

-19.60%

5Y*

9.69%

10Y*

1.26%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ADM vs. BG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Bunge Limited (BG). 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.


Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.78, compared to the broader market-4.00-2.000.002.00-0.78-0.81
The chart of Sortino ratio for ADM, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.81-0.98
The chart of Omega ratio for ADM, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.88
The chart of Calmar ratio for ADM, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56-0.58
The chart of Martin ratio for ADM, currently valued at -1.38, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.38-1.51
ADM
BG

The current ADM Sharpe Ratio is -0.78, which is comparable to the BG Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of ADM and BG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.78
-0.81
ADM
BG

Dividends

ADM vs. BG - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 3.96%, more than BG's 3.42% yield.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
BG
Bunge Limited
3.42%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%

Drawdowns

ADM vs. BG - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, smaller than the maximum BG drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for ADM and BG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.20%
-33.00%
ADM
BG

Volatility

ADM vs. BG - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 6.61% compared to Bunge Limited (BG) at 6.13%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than BG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.61%
6.13%
ADM
BG

Financials

ADM vs. BG - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Bunge Limited. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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