ADM vs. VGT
ADM (Archer-Daniels-Midland Company) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, ADM returned 9.99%/yr vs 25.78%/yr for VGT. At a 0.36 correlation, their price movements are largely independent.
Performance
ADM vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 48.38% return, which is significantly higher than VGT's 31.64% return. Over the past 10 years, ADM has underperformed VGT with an annualized return of 9.99%, while VGT has yielded a comparatively higher 25.78% annualized return.
ADM
- 1D
- 2.00%
- 1M
- 11.01%
- YTD
- 48.38%
- 6M
- 42.65%
- 1Y
- 83.50%
- 3Y*
- 8.88%
- 5Y*
- 7.09%
- 10Y*
- 9.99%
VGT
- 1D
- -1.48%
- 1M
- 18.07%
- YTD
- 31.64%
- 6M
- 30.51%
- 1Y
- 60.15%
- 3Y*
- 33.48%
- 5Y*
- 22.23%
- 10Y*
- 25.78%
ADM vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 48.38% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
VGT Vanguard Information Technology ETF | 31.64% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between ADM and VGT is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.36 |
The correlation between ADM and VGT shifts across timeframes, from -0.10 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADM vs. VGT — Risk / Return Rank
ADM
VGT
ADM vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.47 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.57 | 3.69 | +2.88 |
| Martin ratioReturn relative to average drawdown | 18.32 | 11.77 | +6.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADM | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.12 | 2.95 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.89 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.05 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.68 | -0.42 |
Drawdowns
ADM vs. VGT - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ADM and VGT.
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Drawdown Indicators
| ADM | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -54.63% | -13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -16.40% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -27.23% | -21.99% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -35.07% | -19.07% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -35.07% | -19.07% |
Current DrawdownCurrent decline from peak | -3.80% | -1.48% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -21.60% | -7.95% | -13.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 5.13% | -0.56% |
Volatility
ADM vs. VGT - Volatility Comparison
Archer-Daniels-Midland Company (ADM) has a higher volatility of 7.97% compared to Vanguard Information Technology ETF (VGT) at 6.39%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADM | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 6.39% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 19.05% | 16.07% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.97% | 20.57% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.21% | 25.18% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.94% | 24.60% | +2.34% |
Dividends
ADM vs. VGT - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.45%, more than VGT's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.45% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
VGT Vanguard Information Technology ETF | 0.31% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
ADM and VGT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.97%) compared to VGT (6.39%). In terms of maximum drawdown, ADM dropped -68.01% vs VGT's -54.63%.
ADM currently has the higher Sharpe Ratio (3.12 vs 2.95), 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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