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ADM vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADMCTVA
YTD Return-11.96%19.30%
1Y Return-17.63%-0.68%
3Y Return (Ann)5.21%7.17%
Sharpe Ratio-0.510.00
Daily Std Dev33.16%30.52%
Max Drawdown-68.01%-34.76%
Current Drawdown-33.39%-14.06%

Fundamentals


ADMCTVA
Market Cap$31.61B$38.49B
EPS$6.43$1.30
PE Ratio9.6442.36
PEG Ratio16.432.41
Revenue (TTM)$93.94B$17.23B
Gross Profit (TTM)$7.57B$7.03B
EBITDA (TTM)$4.99B$3.22B

Correlation

0.53
-1.001.00

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.


40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
82.42%
109.76%
ADM
CTVA

Compare stocks, funds, or ETFs


Archer-Daniels-Midland Company

Corteva, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADM
Archer-Daniels-Midland Company
-0.51
CTVA
Corteva, Inc.
0.00

ADM vs. CTVA - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is -0.51, which is lower than the CTVA Sharpe Ratio of 0.00. The chart below compares the 12-month rolling Sharpe Ratio of ADM and CTVA.


Rolling 12-month Sharpe Ratio-1.00-0.500.00OctoberNovemberDecember2024FebruaryMarch
-0.51
0.00
ADM
CTVA

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.


TTM20232022202120202019201820172016201520142013
ADM
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%
CTVA
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


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-33.39%
-14.06%
ADM
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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
5.91%
3.96%
ADM
CTVA