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

Key characteristics


ADMBG
YTD Return-18.41%0.75%
1Y Return-20.61%13.74%
3Y Return (Ann)-0.34%8.77%
5Y Return (Ann)8.89%18.10%
10Y Return (Ann)5.83%5.65%
Sharpe Ratio-0.700.54
Daily Std Dev32.89%22.47%
Max Drawdown-68.01%-77.34%
Current Drawdown-38.28%-16.28%

Fundamentals


ADMBG
Market Cap$30.16B$14.55B
EPS$6.43$12.40
PE Ratio9.358.28
PEG Ratio16.431.71
Revenue (TTM)$93.94B$57.63B
Gross Profit (TTM)$7.57B$3.92B
EBITDA (TTM)$4.99B$3.40B

Correlation

-0.50.00.51.00.5

The correlation between ADM and BG is 0.51, 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.

Performance

ADM vs. BG - Performance Comparison

In the year-to-date period, ADM achieves a -18.41% return, which is significantly lower than BG's 0.75% return. Both investments have delivered pretty close results over the past 10 years, with ADM having a 5.83% annualized return and BG not far behind at 5.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%December2024FebruaryMarchAprilMay
669.69%
877.95%
ADM
BG

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Archer-Daniels-Midland Company

Bunge Limited

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.


ADM
Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.70, compared to the broader market-2.00-1.000.001.002.003.004.00-0.70
Sortino ratio
The chart of Sortino ratio for ADM, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.006.00-0.69
Omega ratio
The chart of Omega ratio for ADM, currently valued at 0.87, compared to the broader market0.501.001.500.87
Calmar ratio
The chart of Calmar ratio for ADM, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50
Martin ratio
The chart of Martin ratio for ADM, currently valued at -1.15, compared to the broader market-10.000.0010.0020.0030.00-1.15
BG
Sharpe ratio
The chart of Sharpe ratio for BG, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.004.000.54
Sortino ratio
The chart of Sortino ratio for BG, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for BG, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for BG, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for BG, currently valued at 1.15, compared to the broader market-10.000.0010.0020.0030.001.15

ADM vs. BG - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is -0.70, which is lower than the BG Sharpe Ratio of 0.54. The chart below compares the 12-month rolling Sharpe Ratio of ADM and BG.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.70
0.54
ADM
BG

Dividends

ADM vs. BG - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 3.17%, more than BG's 2.59% yield.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
3.17%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
2.59%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%December2024FebruaryMarchAprilMay
-38.28%
-16.28%
ADM
BG

Volatility

ADM vs. BG - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 6.12%, while Bunge Limited (BG) has a volatility of 6.75%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than BG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
6.12%
6.75%
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