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

Key characteristics


ADMGCBC
YTD Return-12.64%3.52%
1Y Return-20.25%43.67%
3Y Return (Ann)4.05%33.54%
5Y Return (Ann)10.84%15.98%
10Y Return (Ann)6.35%20.77%
Sharpe Ratio-0.620.68
Daily Std Dev33.33%57.40%
Max Drawdown-68.01%-53.06%
Current Drawdown-33.91%-22.51%

Fundamentals


ADMGCBC
Market Cap$31.41B$486.97M
EPS$6.43$1.58
PE Ratio9.7418.10
PEG Ratio16.430.00
Revenue (TTM)$93.94B$68.41M
Gross Profit (TTM)$7.57B$74.44M
EBITDA (TTM)$4.99B$27.91B

Correlation

-0.50.00.51.00.1

The correlation between ADM and GCBC is 0.07, 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. GCBC - Performance Comparison

In the year-to-date period, ADM achieves a -12.64% return, which is significantly lower than GCBC's 3.52% return. Over the past 10 years, ADM has underperformed GCBC with an annualized return of 6.35%, while GCBC has yielded a comparatively higher 20.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2024FebruaryMarchApril
648.65%
4,863.34%
ADM
GCBC

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Archer-Daniels-Midland Company

Greene County Bancorp, Inc.

Risk-Adjusted Performance

ADM vs. GCBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Greene County Bancorp, Inc. (GCBC). 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
GCBC
Sharpe ratio
The chart of Sharpe ratio for GCBC, currently valued at 0.68, compared to the broader market-2.00-1.000.001.002.003.000.68
Sortino ratio
The chart of Sortino ratio for GCBC, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.31
Omega ratio
The chart of Omega ratio for GCBC, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for GCBC, currently valued at 0.74, compared to the broader market0.001.002.003.004.005.000.74
Martin ratio
The chart of Martin ratio for GCBC, currently valued at 1.80, compared to the broader market0.0010.0020.0030.001.80

ADM vs. GCBC - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is -0.62, which is lower than the GCBC Sharpe Ratio of 0.68. The chart below compares the 12-month rolling Sharpe Ratio of ADM and GCBC.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
-0.62
0.68
ADM
GCBC

Dividends

ADM vs. GCBC - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.96%, more than GCBC's 1.06% 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%
GCBC
Greene County Bancorp, Inc.
1.06%1.06%0.94%1.36%1.80%1.46%1.27%1.18%1.64%4.60%2.36%2.70%

Drawdowns

ADM vs. GCBC - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, which is greater than GCBC's maximum drawdown of -53.06%. Use the drawdown chart below to compare losses from any high point for ADM and GCBC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2024FebruaryMarchApril
-33.91%
-22.51%
ADM
GCBC

Volatility

ADM vs. GCBC - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 5.40%, while Greene County Bancorp, Inc. (GCBC) has a volatility of 14.32%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than GCBC 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%
14.32%
ADM
GCBC

Financials

ADM vs. GCBC - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Greene County Bancorp, 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