ADRNY vs. FMX

Last updated Jun 3, 2026

ADRNY (Koninklijke Ahold Delhaize NV ADR) and FMX (Fomento Económico Mexicano, S.A.B. de C.V.) are both stocks. Both are in the Consumer Defensive sector — ADRNY in Grocery Stores, FMX in Beverages - Brewers. Over the past 10 years, ADRNY returned 11.96%/yr vs 5.80%/yr for FMX. At a 0.19 correlation, their price movements are largely independent.

Performance

ADRNY vs. FMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koninklijke Ahold Delhaize NV ADR (ADRNY) and Fomento Económico Mexicano, S.A.B. de C.V. (FMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADRNY achieves a 0.95% return, which is significantly lower than FMX's 24.95% return. Over the past 10 years, ADRNY has outperformed FMX with an annualized return of 11.96%, while FMX has yielded a comparatively lower 5.80% annualized return.

ADRNY

• 1D: -1.70%
• 1M: -13.73%
• YTD: 0.95%
• 6M: -0.83%
• 1Y: -1.45%
• 3Y*: 12.68%
• 5Y*: 10.39%
• 10Y*: 11.96%

FMX

• 1D: 2.05%
• 1M: 0.14%
• YTD: 24.95%
• 6M: 24.11%
• 1Y: 23.46%
• 3Y*: 11.74%
• 5Y*: 12.32%
• 10Y*: 5.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADRNY vs. FMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADRNY Koninklijke Ahold Delhaize NV ADR	0.95%	29.32%	18.13%	3.51%	-13.54%	25.58%	16.59%	3.28%	17.79%	7.51%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	24.95%	29.05%	-32.57%	70.14%	2.91%	4.05%	-17.78%	11.64%	-6.85%	25.12%

Correlation

The correlation between ADRNY and FMX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014	0.19

Fundamentals

Market Cap ADRNY : $35.94B FMX : $4.09B
EPS ADRNY : $2.63 FMX : $420.44
PE Ratio ADRNY : 15.42 FMX : 0.29
PEG Ratio ADRNY : 3.74 FMX : 1.48
PS Ratio ADRNY : 0.40 FMX : 0.01
PB Ratio ADRNY : 2.43 FMX : 0.35
Total Revenue (TTM) ADRNY : $91.35B FMX : $657.73B
Gross Profit (TTM) ADRNY : $24.31B FMX : $267.76B
EBITDA (TTM) ADRNY : $7.58B FMX : $56.36B

Return for Risk

ADRNY vs. FMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADRNY

ADRNY Risk / Return Rank: 34
ADRNY Sharpe Ratio Rank: 36
ADRNY Sortino Ratio Rank: 30
ADRNY Omega Ratio Rank: 30
ADRNY Calmar Ratio Rank: 38
ADRNY Martin Ratio Rank: 36

FMX

FMX Risk / Return Rank: 65
FMX Sharpe Ratio Rank: 70
FMX Sortino Ratio Rank: 64
FMX Omega Ratio Rank: 61
FMX Calmar Ratio Rank: 64
FMX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADRNY vs. FMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Ahold Delhaize NV ADR (ADRNY) and Fomento Económico Mexicano, S.A.B. de C.V. (FMX). 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.

	ADRNY	FMX	Difference
Sharpe ratio Return per unit of total volatility	-0.07	0.96	-1.03
Sortino ratio Return per unit of downside risk	0.04	1.50	-1.45
Omega ratio Gain probability vs. loss probability	1.00	1.18	-0.17
Calmar ratio Return relative to maximum drawdown	-0.06	1.16	-1.23
Martin ratio Return relative to average drawdown	-0.19	3.01	-3.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADRNY vs. FMX - Sharpe Ratio Comparison

The current ADRNY Sharpe Ratio is -0.07, which is lower than the FMX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ADRNY and FMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ADRNY	FMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	0.96	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.49	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.22	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.33	+0.17

Drawdowns

ADRNY vs. FMX - Drawdown Comparison

The maximum ADRNY drawdown since its inception was -27.42%, smaller than the maximum FMX drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for ADRNY and FMX.

Drawdown Indicators

	ADRNY	FMX	Difference
Max Drawdown Largest peak-to-trough decline	-27.42%	-61.02%	+33.60%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-20.27%	+3.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.48%	-41.26%	+21.78%
Max Drawdown (5Y) Largest decline over 5 years	-27.42%	-41.26%	+13.84%
Max Drawdown (10Y) Largest decline over 10 years	-27.42%	-45.45%	+18.03%
Current Drawdown Current decline from peak	-17.25%	-3.79%	-13.46%
Average Drawdown Average peak-to-trough decline	-6.78%	-18.76%	+11.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.61%	7.85%	-2.24%

Volatility

ADRNY vs. FMX - Volatility Comparison

Koninklijke Ahold Delhaize NV ADR (ADRNY) has a higher volatility of 6.22% compared to Fomento Económico Mexicano, S.A.B. de C.V. (FMX) at 5.48%. This indicates that ADRNY's price experiences larger fluctuations and is considered to be riskier than FMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADRNY	FMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	5.48%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	16.96%	16.64%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	20.13%	24.63%	-4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	25.25%	-4.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.58%	26.86%	-4.28%

Dividends

ADRNY vs. FMX - Dividend Comparison

ADRNY's dividend yield for the trailing twelve months is around 3.36%, less than FMX's 7.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADRNY Koninklijke Ahold Delhaize NV ADR	3.36%	3.04%	3.71%	4.11%	3.63%	2.59%	3.54%	3.71%	2.58%	2.32%	8.67%	2.22%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	7.68%	8.42%	3.64%	1.60%	2.17%	1.47%	1.88%	1.62%	1.73%	1.43%	1.77%	1.49%

Financials

ADRNY vs. FMX - Profitability Comparison

The chart below illustrates the profitability comparison between Koninklijke Ahold Delhaize NV ADR and Fomento Económico Mexicano, S.A.B. de C.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ADRNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a gross profit of 5.97B and revenue of 22.28B. Therefore, the gross margin over that period was 26.8%.

FMX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fomento Económico Mexicano, S.A.B. de C.V. reported a gross profit of 4.70B and revenue of 11.62B. Therefore, the gross margin over that period was 40.5%.

ADRNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported an operating income of 783.00M and revenue of 22.28B, resulting in an operating margin of 3.5%.

FMX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fomento Económico Mexicano, S.A.B. de C.V. reported an operating income of 800.54M and revenue of 11.62B, resulting in an operating margin of 6.9%.

ADRNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a net income of 552.00M and revenue of 22.28B, resulting in a net margin of 2.5%.

FMX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fomento Económico Mexicano, S.A.B. de C.V. reported a net income of 829.18M and revenue of 11.62B, resulting in a net margin of 7.1%.

Frequently Asked Questions

Can I hold both ADRNY and FMX in my portfolio?

ADRNY and FMX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADRNY or FMX?

ADRNY has higher volatility (6.22%) compared to FMX (5.48%). In terms of maximum drawdown, ADRNY dropped -27.42% vs FMX's -61.02%.

Which has better risk-adjusted returns?

FMX currently has the higher Sharpe Ratio (0.96 vs -0.07), 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.