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

Performance

ADM vs. GCBC - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.61%
6.46%
ADM
GCBC

Returns By Period

In the year-to-date period, ADM achieves a -24.18% return, which is significantly lower than GCBC's 19.57% return. Over the past 10 years, ADM has underperformed GCBC with an annualized return of 2.95%, while GCBC has yielded a comparatively higher 21.39% annualized return.


ADM

YTD

-24.18%

1M

-5.41%

6M

-12.68%

1Y

-25.96%

5Y (annualized)

7.21%

10Y (annualized)

2.95%

GCBC

YTD

19.57%

1M

11.91%

6M

4.09%

1Y

29.64%

5Y (annualized)

20.72%

10Y (annualized)

21.39%

Fundamentals


ADMGCBC
Market Cap$24.59B$585.55M
EPS$5.02$1.44
PE Ratio10.2523.88
PEG Ratio16.430.00
Total Revenue (TTM)$67.06B$107.90M
Gross Profit (TTM)$4.45B$103.56M
EBITDA (TTM)$2.58B-$6.00M

Key characteristics


ADMGCBC
Sharpe Ratio-0.780.55
Sortino Ratio-0.811.19
Omega Ratio0.851.14
Calmar Ratio-0.570.86
Martin Ratio-1.302.31
Ulcer Index20.19%13.35%
Daily Std Dev33.75%55.80%
Max Drawdown-68.01%-53.06%
Current Drawdown-42.64%-10.49%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.780.55
The chart of Sortino ratio for ADM, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.00-0.811.19
The chart of Omega ratio for ADM, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.14
The chart of Calmar ratio for ADM, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.570.86
The chart of Martin ratio for ADM, currently valued at -1.30, compared to the broader market0.0010.0020.0030.00-1.302.31
ADM
GCBC

The current ADM Sharpe Ratio is -0.78, which is lower than the GCBC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ADM and GCBC, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.78
0.55
ADM
GCBC

Dividends

ADM vs. GCBC - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.81%, more than GCBC's 1.02% yield.


TTM20232022202120202019201820172016201520142013
ADM
Archer-Daniels-Midland Company
2.81%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.
1.02%1.06%0.94%1.36%1.80%1.46%1.27%1.18%1.64%4.60%2.36%2.69%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-42.64%
-10.49%
ADM
GCBC

Volatility

ADM vs. GCBC - Volatility Comparison

The current volatility for Archer-Daniels-Midland Company (ADM) is 8.93%, while Greene County Bancorp, Inc. (GCBC) has a volatility of 22.23%. 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%JuneJulyAugustSeptemberOctoberNovember
8.93%
22.23%
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