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

Correlation

The correlation between ADM and BG is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

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.

500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
560.33%
708.38%
ADM
BG

Key characteristics

Sharpe Ratio

ADM:

-0.70

BG:

-0.87

Sortino Ratio

ADM:

-0.85

BG:

-1.10

Omega Ratio

ADM:

0.89

BG:

0.86

Calmar Ratio

ADM:

-0.35

BG:

-0.58

Martin Ratio

ADM:

-1.11

BG:

-1.06

Ulcer Index

ADM:

17.05%

BG:

22.59%

Daily Std Dev

ADM:

26.95%

BG:

27.37%

Max Drawdown

ADM:

-68.01%

BG:

-77.34%

Current Drawdown

ADM:

-47.05%

BG:

-30.80%

Fundamentals

Market Cap

ADM:

$23.42B

BG:

$10.82B

EPS

ADM:

$3.65

BG:

$7.99

PE Ratio

ADM:

13.36

BG:

10.11

PEG Ratio

ADM:

16.43

BG:

1.71

PS Ratio

ADM:

0.27

BG:

0.20

PB Ratio

ADM:

1.04

BG:

1.08

Total Revenue (TTM)

ADM:

$63.68B

BG:

$39.69B

Gross Profit (TTM)

ADM:

$4.12B

BG:

$2.52B

EBITDA (TTM)

ADM:

$2.69B

BG:

$1.87B

Returns By Period

In the year-to-date period, ADM achieves a -3.42% return, which is significantly lower than BG's 5.06% return. Over the past 10 years, ADM has outperformed BG with an annualized return of 2.83%, while BG has yielded a comparatively lower 2.20% annualized return.


ADM

YTD

-3.42%

1M

2.51%

6M

-12.92%

1Y

-17.91%

5Y*

9.02%

10Y*

2.83%

BG

YTD

5.06%

1M

9.06%

6M

-8.31%

1Y

-19.81%

5Y*

18.77%

10Y*

2.20%

*Annualized

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Risk-Adjusted Performance

ADM vs. BG — Risk-Adjusted Performance Rank

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

ADM
The Risk-Adjusted Performance Rank of ADM is 2020
Overall Rank
The Sharpe Ratio Rank of ADM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ADM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ADM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ADM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ADM is 2424
Martin Ratio Rank

BG
The Risk-Adjusted Performance Rank of BG is 1515
Overall Rank
The Sharpe Ratio Rank of BG is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of BG is 1212
Omega Ratio Rank
The Calmar Ratio Rank of BG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BG is 2626
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 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.


The chart of Sharpe ratio for ADM, currently valued at -0.70, compared to the broader market-2.00-1.000.001.002.003.00
ADM: -0.70
BG: -0.87
The chart of Sortino ratio for ADM, currently valued at -0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
ADM: -0.85
BG: -1.10
The chart of Omega ratio for ADM, currently valued at 0.89, compared to the broader market0.501.001.502.00
ADM: 0.89
BG: 0.86
The chart of Calmar ratio for ADM, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
ADM: -0.35
BG: -0.58
The chart of Martin ratio for ADM, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.00
ADM: -1.11
BG: -1.06

The current ADM Sharpe Ratio is -0.70, which is comparable to the BG Sharpe Ratio of -0.87. 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-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.70
-0.87
ADM
BG

Dividends

ADM vs. BG - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 4.17%, more than BG's 3.36% yield.


TTM20242023202220212020201920182017201620152014
ADM
Archer-Daniels-Midland Company
4.17%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
BG
Bunge Limited
3.36%3.48%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-47.05%
-30.80%
ADM
BG

Volatility

ADM vs. BG - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 13.35% compared to Bunge Limited (BG) at 12.48%. 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%14.00%NovemberDecember2025FebruaryMarchApril
13.35%
12.48%
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