ADM vs. GSG
ADM (Archer-Daniels-Midland Company) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, ADM returned 9.38%/yr vs 8.91%/yr for GSG. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
ADM vs. GSG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ADM having a 39.84% return and GSG slightly lower at 38.94%. Over the past 10 years, ADM has outperformed GSG with an annualized return of 9.38%, while GSG has yielded a comparatively lower 8.91% annualized return.
ADM
- 1D
- -1.66%
- 1M
- 3.47%
- 6M
- 19.44%
- YTD
- 39.84%
- 1Y
- 50.92%
- 3Y*
- 1.00%
- 5Y*
- 8.85%
- 10Y*
- 9.38%
- ALL TIME*
- 7.84%
GSG
- 1D
- 0.28%
- 1M
- 13.10%
- 6M
- 25.75%
- YTD
- 38.94%
- 1Y
- 40.53%
- 3Y*
- 14.13%
- 5Y*
- 14.47%
- 10Y*
- 8.91%
- ALL TIME*
- -2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $327.88M | $285.87M | $300.91M | |
| $16.60M | $17.31M | $26.52M |
ADM vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 39.84% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 38.94% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between ADM and GSG is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2006 | 0.30 |
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Return for Risk
ADM vs. GSG — Risk / Return Rank
ADM
GSG
ADM vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADM | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.16 | +1.84 |
| Martin ratioReturn relative to average drawdown | 9.92 | 6.99 | +2.93 |
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Drawdowns
ADM vs. GSG - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for ADM and GSG.
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Drawdown Indicators
| ADM | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -89.62% | +21.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -18.81% | +6.02% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -18.81% | -30.41% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -29.12% | -25.02% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -57.64% | +3.50% |
Current DrawdownCurrent decline from peak | -9.34% | -58.05% | +48.71% |
Average DrawdownAverage peak-to-trough decline | -21.55% | -63.67% | +42.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 5.84% | -0.69% |
Volatility
ADM vs. GSG - Volatility Comparison
Archer-Daniels-Midland Company (ADM) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 7.93% and 8.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADM | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 8.11% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 22.18% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 24.23% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.38% | 22.86% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 22.06% | +4.86% |
Dividends
ADM vs. GSG - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.60%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.60% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADM and GSG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.11%) compared to ADM (7.93%). In terms of maximum drawdown, ADM dropped -68.01% vs GSG's -89.62%.
ADM currently has the higher Sharpe Ratio (1.90 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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