ADM vs. VEA
ADM (Archer-Daniels-Midland Company) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, ADM returned 9.94%/yr vs 10.72%/yr for VEA. At a 0.49 correlation, their price movements are largely independent.
Performance
ADM vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 41.55% return, which is significantly higher than VEA's 14.73% return. Over the past 10 years, ADM has underperformed VEA with an annualized return of 9.94%, while VEA has yielded a comparatively higher 10.72% annualized return.
ADM
- 1D
- 1.70%
- 1M
- -2.56%
- YTD
- 41.55%
- 6M
- 35.61%
- 1Y
- 66.67%
- 3Y*
- 6.06%
- 5Y*
- 6.96%
- 10Y*
- 9.94%
VEA
- 1D
- 0.34%
- 1M
- 1.30%
- YTD
- 14.73%
- 6M
- 16.65%
- 1Y
- 29.82%
- 3Y*
- 19.03%
- 5Y*
- 9.51%
- 10Y*
- 10.72%
ADM vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 41.55% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
VEA Vanguard FTSE Developed Markets ETF | 14.73% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between ADM and VEA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.49 |
Over the past year, the correlation between ADM and VEA has dropped to 0.05 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
ADM vs. VEA — Risk / Return Rank
ADM
VEA
ADM vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.24 | 2.58 | +2.66 |
| Martin ratioReturn relative to average drawdown | 14.45 | 9.92 | +4.53 |
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Drawdowns
ADM vs. VEA - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ADM and VEA.
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Drawdown Indicators
| ADM | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -60.68% | -7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -11.63% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -13.45% | -35.77% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -29.71% | -24.43% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -35.73% | -18.41% |
Current DrawdownCurrent decline from peak | -8.23% | -1.06% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -13.28% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 3.02% | +1.61% |
Volatility
ADM vs. VEA - Volatility Comparison
Archer-Daniels-Midland Company (ADM) has a higher volatility of 7.74% compared to Vanguard FTSE Developed Markets ETF (VEA) at 6.84%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADM | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 6.84% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 14.38% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 16.58% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.26% | 16.72% | +11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 17.40% | +9.56% |
Dividends
ADM vs. VEA - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.57%, less than VEA's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
ADM and VEA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.74%) compared to VEA (6.84%). In terms of maximum drawdown, ADM dropped -68.01% vs VEA's -60.68%.
ADM currently has the higher Sharpe Ratio (2.46 vs 1.81), 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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