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

Correlation

The correlation between ADM and CALM is 0.18, 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.


-0.50.00.51.00.2

Performance

ADM vs. CALM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-19.85%
74.97%
ADM
CALM

Key characteristics

Sharpe Ratio

ADM:

-0.70

CALM:

4.43

Sortino Ratio

ADM:

-0.70

CALM:

5.44

Omega Ratio

ADM:

0.87

CALM:

1.71

Calmar Ratio

ADM:

-0.51

CALM:

10.76

Martin Ratio

ADM:

-1.51

CALM:

30.38

Ulcer Index

ADM:

15.59%

CALM:

3.77%

Daily Std Dev

ADM:

33.52%

CALM:

25.84%

Max Drawdown

ADM:

-68.01%

CALM:

-74.08%

Current Drawdown

ADM:

-44.64%

CALM:

-0.53%

Fundamentals

Market Cap

ADM:

$24.47B

CALM:

$5.52B

EPS

ADM:

$3.56

CALM:

$12.86

PE Ratio

ADM:

14.37

CALM:

8.75

PEG Ratio

ADM:

16.43

CALM:

0.75

Total Revenue (TTM)

ADM:

$64.03B

CALM:

$3.08B

Gross Profit (TTM)

ADM:

$4.57B

CALM:

$1.01B

EBITDA (TTM)

ADM:

$2.55B

CALM:

$837.06M

Returns By Period

In the year-to-date period, ADM achieves a 0.97% return, which is significantly lower than CALM's 8.73% return. Over the past 10 years, ADM has underperformed CALM with an annualized return of 3.59%, while CALM has yielded a comparatively higher 14.72% annualized return.


ADM

YTD

0.97%

1M

-0.93%

6M

-19.85%

1Y

-23.32%

5Y*

5.24%

10Y*

3.59%

CALM

YTD

8.73%

1M

4.92%

6M

74.97%

1Y

115.62%

5Y*

27.36%

10Y*

14.72%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ADM vs. CALM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADM
The Risk-Adjusted Performance Rank of ADM is 1313
Overall Rank
The Sharpe Ratio Rank of ADM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ADM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ADM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ADM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ADM is 66
Martin Ratio Rank

CALM
The Risk-Adjusted Performance Rank of CALM is 9999
Overall Rank
The Sharpe Ratio Rank of CALM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CALM is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CALM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CALM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CALM is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADM vs. CALM - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.70, compared to the broader market-2.000.002.004.00-0.704.43
The chart of Sortino ratio for ADM, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.705.44
The chart of Omega ratio for ADM, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.71
The chart of Calmar ratio for ADM, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.5110.76
The chart of Martin ratio for ADM, currently valued at -1.51, compared to the broader market-10.000.0010.0020.0030.00-1.5130.38
ADM
CALM

The current ADM Sharpe Ratio is -0.70, which is lower than the CALM Sharpe Ratio of 4.43. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.70
4.43
ADM
CALM

Dividends

ADM vs. CALM - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 3.92%, more than CALM's 2.59% yield.


TTM20242023202220212020201920182017201620152014
ADM
Archer-Daniels-Midland Company
3.92%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
CALM
Cal-Maine Foods, Inc.
2.59%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%

Drawdowns

ADM vs. CALM - Drawdown Comparison

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.64%
-0.53%
ADM
CALM

Volatility

ADM vs. CALM - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 6.10%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 11.51%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.10%
11.51%
ADM
CALM

Financials

ADM vs. CALM - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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