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

Correlation

The correlation between ADM and ED is 0.25, 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. ED - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,119.62%
7,954.21%
ADM
ED

Key characteristics

Sharpe Ratio

ADM:

-0.78

ED:

0.26

Sortino Ratio

ADM:

-0.81

ED:

0.48

Omega Ratio

ADM:

0.85

ED:

1.06

Calmar Ratio

ADM:

-0.56

ED:

0.26

Martin Ratio

ADM:

-1.38

ED:

0.81

Ulcer Index

ADM:

18.80%

ED:

5.32%

Daily Std Dev

ADM:

33.44%

ED:

16.59%

Max Drawdown

ADM:

-68.01%

ED:

-74.02%

Current Drawdown

ADM:

-45.20%

ED:

-15.45%

Fundamentals

Market Cap

ADM:

$24.64B

ED:

$31.47B

EPS

ADM:

$3.56

ED:

$5.32

PE Ratio

ADM:

14.46

ED:

17.08

PEG Ratio

ADM:

16.43

ED:

8.67

Total Revenue (TTM)

ADM:

$87.02B

ED:

$15.04B

Gross Profit (TTM)

ADM:

$5.63B

ED:

$8.46B

EBITDA (TTM)

ADM:

$3.72B

ED:

$5.88B

Returns By Period

In the year-to-date period, ADM achieves a -27.57% return, which is significantly lower than ED's 2.46% return. Over the past 10 years, ADM has underperformed ED with an annualized return of 2.36%, while ED has yielded a comparatively higher 7.02% annualized return.


ADM

YTD

-27.57%

1M

-4.77%

6M

-16.22%

1Y

-26.25%

5Y*

4.76%

10Y*

2.36%

ED

YTD

2.46%

1M

-8.02%

6M

1.34%

1Y

4.48%

5Y*

3.61%

10Y*

7.02%

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Risk-Adjusted Performance

ADM vs. ED - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Consolidated Edison, Inc. (ED). 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-4.00-2.000.002.00-0.780.26
The chart of Sortino ratio for ADM, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.810.48
The chart of Omega ratio for ADM, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.06
The chart of Calmar ratio for ADM, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.26
The chart of Martin ratio for ADM, currently valued at -1.38, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.380.81
ADM
ED

The current ADM Sharpe Ratio is -0.78, which is lower than the ED Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ADM and ED, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.78
0.26
ADM
ED

Dividends

ADM vs. ED - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 3.96%, more than ED's 3.69% yield.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
ED
Consolidated Edison, Inc.
3.69%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%

Drawdowns

ADM vs. ED - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, smaller than the maximum ED drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ADM and ED. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.20%
-15.45%
ADM
ED

Volatility

ADM vs. ED - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 6.61% compared to Consolidated Edison, Inc. (ED) at 5.32%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than ED 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%JulyAugustSeptemberOctoberNovemberDecember
6.61%
5.32%
ADM
ED

Financials

ADM vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Consolidated Edison, 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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