ADM vs. CTVA
Compare and contrast key facts about Archer-Daniels-Midland Company (ADM) and Corteva, Inc. (CTVA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADM or CTVA.
Key characteristics
ADM | CTVA | |
---|---|---|
YTD Return | -11.96% | 19.30% |
1Y Return | -17.63% | -0.68% |
3Y Return (Ann) | 5.21% | 7.17% |
Sharpe Ratio | -0.51 | 0.00 |
Daily Std Dev | 33.16% | 30.52% |
Max Drawdown | -68.01% | -34.76% |
Current Drawdown | -33.39% | -14.06% |
Fundamentals
ADM | CTVA | |
---|---|---|
Market Cap | $31.61B | $38.49B |
EPS | $6.43 | $1.30 |
PE Ratio | 9.64 | 42.36 |
PEG Ratio | 16.43 | 2.41 |
Revenue (TTM) | $93.94B | $17.23B |
Gross Profit (TTM) | $7.57B | $7.03B |
EBITDA (TTM) | $4.99B | $3.22B |
Correlation
The correlation between ADM and CTVA is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ADM vs. CTVA - Performance Comparison
In the year-to-date period, ADM achieves a -11.96% return, which is significantly lower than CTVA's 19.30% 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. CTVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Corteva, Inc. (CTVA). 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 | ||||
Corteva, Inc. | 0.00 |
Dividends
ADM vs. CTVA - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.94%, more than CTVA's 1.11% yield.
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% |
Corteva, Inc. | 1.11% | 1.29% | 0.99% | 1.14% | 1.34% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ADM vs. CTVA - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than CTVA's maximum drawdown of -34.76%. The drawdown chart below compares losses from any high point along the way for ADM and CTVA
Volatility
ADM vs. CTVA - Volatility Comparison
Archer-Daniels-Midland Company (ADM) has a higher volatility of 5.91% compared to Corteva, Inc. (CTVA) at 3.96%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.