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ADM vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADMBRK-B
YTD Return-11.96%16.90%
1Y Return-17.63%37.91%
3Y Return (Ann)5.21%17.56%
5Y Return (Ann)10.84%15.76%
10Y Return (Ann)6.73%12.96%
Sharpe Ratio-0.513.13
Daily Std Dev33.16%12.14%
Max Drawdown-68.01%-53.86%
Current Drawdown-33.39%-0.07%

Fundamentals


ADMBRK-B
Market Cap$31.61B$890.80B
EPS$6.43$44.29
PE Ratio9.649.29
PEG Ratio16.4310.06
Revenue (TTM)$93.94B$364.48B
Gross Profit (TTM)$7.57B-$28.09B
EBITDA (TTM)$4.99B$135.68B

Correlation

0.33
-1.001.00

The correlation between ADM and BRK-B is 0.33, 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. BRK-B - Performance Comparison

In the year-to-date period, ADM achieves a -11.96% return, which is significantly lower than BRK-B's 16.90% return. Over the past 10 years, ADM has underperformed BRK-B with an annualized return of 6.73%, while BRK-B has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%OctoberNovemberDecember2024FebruaryMarch
694.34%
1,697.11%
ADM
BRK-B

Compare stocks, funds, or ETFs


Archer-Daniels-Midland Company

Berkshire Hathaway Inc.

Risk-Adjusted Performance

ADM vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Berkshire Hathaway Inc. (BRK-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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADM
Archer-Daniels-Midland Company
-0.51
BRK-B
Berkshire Hathaway Inc.
3.13

ADM vs. BRK-B - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is -0.51, which is lower than the BRK-B Sharpe Ratio of 3.13. The chart below compares the 12-month rolling Sharpe Ratio of ADM and BRK-B.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.51
3.13
ADM
BRK-B

Dividends

ADM vs. BRK-B - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.94%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
2.94%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
BRK-B
Berkshire Hathaway Inc.
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. BRK-B - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, which is greater than BRK-B's maximum drawdown of -53.86%. The drawdown chart below compares losses from any high point along the way for ADM and BRK-B


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-33.39%
-0.07%
ADM
BRK-B

Volatility

ADM vs. BRK-B - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 5.91% compared to Berkshire Hathaway Inc. (BRK-B) at 3.02%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than BRK-B 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%OctoberNovemberDecember2024FebruaryMarch
5.91%
3.02%
ADM
BRK-B