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

Performance

ADM vs. BRK-B - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.61%
13.87%
ADM
BRK-B

Returns By Period

In the year-to-date period, ADM achieves a -24.18% return, which is significantly lower than BRK-B's 31.86% return. Over the past 10 years, ADM has underperformed BRK-B with an annualized return of 2.95%, while BRK-B has yielded a comparatively higher 12.47% annualized return.


ADM

YTD

-24.18%

1M

-5.41%

6M

-12.68%

1Y

-25.96%

5Y (annualized)

7.21%

10Y (annualized)

2.95%

BRK-B

YTD

31.86%

1M

1.18%

6M

12.79%

1Y

31.02%

5Y (annualized)

16.57%

10Y (annualized)

12.47%

Fundamentals


ADMBRK-B
Market Cap$24.59B$1.01T
EPS$5.02$49.47
PE Ratio10.259.43
PEG Ratio16.4310.06
Total Revenue (TTM)$67.06B$315.76B
Gross Profit (TTM)$4.45B$66.19B
EBITDA (TTM)$2.58B$7.45B

Key characteristics


ADMBRK-B
Sharpe Ratio-0.782.22
Sortino Ratio-0.813.12
Omega Ratio0.851.40
Calmar Ratio-0.574.20
Martin Ratio-1.3010.96
Ulcer Index20.19%2.90%
Daily Std Dev33.75%14.33%
Max Drawdown-68.01%-53.86%
Current Drawdown-42.64%-1.73%

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Correlation

-0.50.00.51.00.3

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.

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
The chart of Sharpe ratio for ADM, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.782.22
The chart of Sortino ratio for ADM, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.813.12
The chart of Omega ratio for ADM, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.40
The chart of Calmar ratio for ADM, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.574.20
The chart of Martin ratio for ADM, currently valued at -1.30, compared to the broader market0.0010.0020.0030.00-1.3010.96
ADM
BRK-B

The current ADM Sharpe Ratio is -0.78, which is lower than the BRK-B Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ADM and BRK-B, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.78
2.22
ADM
BRK-B

Dividends

ADM vs. BRK-B - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.81%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
2.81%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%. Use the drawdown chart below to compare losses from any high point for ADM and BRK-B. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-42.64%
-1.73%
ADM
BRK-B

Volatility

ADM vs. BRK-B - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 8.93% compared to Berkshire Hathaway Inc. (BRK-B) at 6.62%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.93%
6.62%
ADM
BRK-B

Financials

ADM vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Berkshire Hathaway Inc.. 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