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

Performance

ADM vs. HSY - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-11.61%
-17.28%
ADM
HSY

Returns By Period

In the year-to-date period, ADM achieves a -24.18% return, which is significantly lower than HSY's -6.39% return. Over the past 10 years, ADM has underperformed HSY with an annualized return of 2.95%, while HSY has yielded a comparatively higher 8.48% annualized return.


ADM

YTD

-24.18%

1M

-5.41%

6M

-12.68%

1Y

-25.96%

5Y (annualized)

7.21%

10Y (annualized)

2.95%

HSY

YTD

-6.39%

1M

-7.94%

6M

-16.86%

1Y

-10.95%

5Y (annualized)

5.19%

10Y (annualized)

8.48%

Fundamentals


ADMHSY
Market Cap$24.59B$36.73B
EPS$5.02$8.69
PE Ratio10.2520.89
PEG Ratio16.433.81
Total Revenue (TTM)$67.06B$10.97B
Gross Profit (TTM)$4.45B$4.77B
EBITDA (TTM)$2.58B$2.70B

Key characteristics


ADMHSY
Sharpe Ratio-0.78-0.52
Sortino Ratio-0.81-0.61
Omega Ratio0.850.93
Calmar Ratio-0.57-0.30
Martin Ratio-1.30-1.53
Ulcer Index20.19%7.09%
Daily Std Dev33.75%21.15%
Max Drawdown-68.01%-49.16%
Current Drawdown-42.64%-35.86%

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Correlation

-0.50.00.51.00.3

The correlation between ADM and HSY is 0.30, 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. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and The Hershey Company (HSY). 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 -0.77, compared to the broader market-4.00-2.000.002.004.00-0.77-0.52
The chart of Sortino ratio for ADM, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.80-0.61
The chart of Omega ratio for ADM, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.93
The chart of Calmar ratio for ADM, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56-0.30
The chart of Martin ratio for ADM, currently valued at -1.28, compared to the broader market0.0010.0020.0030.00-1.28-1.53
ADM
HSY

The current ADM Sharpe Ratio is -0.78, which is lower than the HSY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of ADM and HSY, 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.77
-0.52
ADM
HSY

Dividends

ADM vs. HSY - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.81%, more than HSY's 2.40% 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%
HSY
The Hershey Company
2.40%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

ADM vs. HSY - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, which is greater than HSY's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for ADM and HSY. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%JuneJulyAugustSeptemberOctoberNovember
-42.64%
-35.86%
ADM
HSY

Volatility

ADM vs. HSY - Volatility Comparison

Archer-Daniels-Midland Company (ADM) and The Hershey Company (HSY) have volatilities of 8.18% and 8.13%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.18%
8.13%
ADM
HSY

Financials

ADM vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and The Hershey Company. 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