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

Key characteristics


ADMED
YTD Return-12.64%2.89%
1Y Return-20.25%-2.95%
3Y Return (Ann)4.05%10.16%
5Y Return (Ann)10.84%5.75%
10Y Return (Ann)6.35%8.87%
Sharpe Ratio-0.62-0.15
Daily Std Dev33.33%17.38%
Max Drawdown-68.01%-74.02%
Current Drawdown-33.91%-4.27%

Fundamentals


ADMED
Market Cap$31.41B$31.73B
EPS$6.43$7.21
PE Ratio9.7412.73
PEG Ratio16.432.55
Revenue (TTM)$93.94B$14.66B
Gross Profit (TTM)$7.57B$7.69B
EBITDA (TTM)$4.99B$5.11B

Correlation

-0.50.00.51.00.2

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.

Performance

ADM vs. ED - Performance Comparison

In the year-to-date period, ADM achieves a -12.64% return, which is significantly lower than ED's 2.89% return. Over the past 10 years, ADM has underperformed ED with an annualized return of 6.35%, while ED has yielded a comparatively higher 8.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2024FebruaryMarchApril
-8.62%
7.38%
ADM
ED

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Archer-Daniels-Midland Company

Consolidated Edison, Inc.

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.


ADM
Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.00-0.62
Sortino ratio
The chart of Sortino ratio for ADM, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.58
Omega ratio
The chart of Omega ratio for ADM, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for ADM, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00-0.45
Martin ratio
The chart of Martin ratio for ADM, currently valued at -1.06, compared to the broader market0.0010.0020.0030.00-1.06
ED
Sharpe ratio
The chart of Sharpe ratio for ED, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00-0.15
Sortino ratio
The chart of Sortino ratio for ED, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.09
Omega ratio
The chart of Omega ratio for ED, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for ED, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00-0.15
Martin ratio
The chart of Martin ratio for ED, currently valued at -0.32, compared to the broader market0.0010.0020.0030.00-0.32

ADM vs. ED - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is -0.62, which is lower than the ED Sharpe Ratio of -0.15. The chart below compares the 12-month rolling Sharpe Ratio of ADM and ED.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
-0.62
-0.15
ADM
ED

Dividends

ADM vs. ED - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.96%, less than ED's 3.52% yield.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
2.96%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.
3.52%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%NovemberDecember2024FebruaryMarchApril
-33.91%
-4.27%
ADM
ED

Volatility

ADM vs. ED - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 5.40%, while Consolidated Edison, Inc. (ED) has a volatility of 6.26%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than ED 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%NovemberDecember2024FebruaryMarchApril
5.40%
6.26%
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