ADM vs. BRK-B
Compare and contrast key facts about Archer-Daniels-Midland Company (ADM) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADM or BRK-B.
Key characteristics
ADM | BRK-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 | -0.51 | 3.13 |
Daily Std Dev | 33.16% | 12.14% |
Max Drawdown | -68.01% | -53.86% |
Current Drawdown | -33.39% | -0.07% |
Fundamentals
ADM | BRK-B | |
---|---|---|
Market Cap | $31.61B | $890.80B |
EPS | $6.43 | $44.29 |
PE Ratio | 9.64 | 9.29 |
PEG Ratio | 16.43 | 10.06 |
Revenue (TTM) | $93.94B | $364.48B |
Gross Profit (TTM) | $7.57B | -$28.09B |
EBITDA (TTM) | $4.99B | $135.68B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Archer-Daniels-Midland Company | -0.51 | ||||
Berkshire Hathaway Inc. | 3.13 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.