ADM vs. CALM

In the year-to-date period, ADM achieves a -3.42% return, which is significantly higher than CALM's -6.63% return. Over the past 10 years, ADM has underperformed CALM with an annualized return of 2.83%, while CALM has yielded a comparatively higher 10.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Cal-Maine Foods, Inc. (CALM). 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 current ADM Sharpe Ratio is -0.70, which is lower than the CALM Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ADM and CALM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ADM's dividend yield for the trailing twelve months is around 4.17%, less than CALM's 4.51% yield.

The maximum ADM drawdown since its inception was -68.01%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for ADM and CALM. For additional features, visit the drawdowns tool.

Archer-Daniels-Midland Company (ADM) has a higher volatility of 13.35% compared to Cal-Maine Foods, Inc. (CALM) at 9.87%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Cal-Maine Foods, 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.