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ANDE vs. BG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANDEBG
YTD Return-0.17%3.74%
1Y Return37.83%11.49%
3Y Return (Ann)28.15%10.20%
5Y Return (Ann)14.53%18.82%
10Y Return (Ann)1.09%5.45%
Sharpe Ratio1.230.58
Daily Std Dev32.42%22.42%
Max Drawdown-81.75%-77.34%
Current Drawdown-2.10%-13.79%

Fundamentals


ANDEBG
Market Cap$1.95B$14.89B
EPS$2.94$12.92
PE Ratio19.517.94
PEG Ratio2.931.71
Revenue (TTM)$14.75B$59.54B
Gross Profit (TTM)$684.16M$3.92B
EBITDA (TTM)$378.21M$3.72B

Correlation

-0.50.00.51.00.3

The correlation between ANDE and BG is 0.33, 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.

Performance

ANDE vs. BG - Performance Comparison

In the year-to-date period, ANDE achieves a -0.17% return, which is significantly lower than BG's 3.74% return. Over the past 10 years, ANDE has underperformed BG with an annualized return of 1.09%, while BG has yielded a comparatively higher 5.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
9.73%
0.25%
ANDE
BG

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The Andersons, Inc.

Bunge Limited

Risk-Adjusted Performance

ANDE vs. BG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Andersons, Inc. (ANDE) and Bunge Limited (BG). 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.


ANDE
Sharpe ratio
The chart of Sharpe ratio for ANDE, currently valued at 1.23, compared to the broader market-2.00-1.000.001.002.003.001.23
Sortino ratio
The chart of Sortino ratio for ANDE, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.61
Omega ratio
The chart of Omega ratio for ANDE, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for ANDE, currently valued at 1.08, compared to the broader market0.001.002.003.004.005.001.08
Martin ratio
The chart of Martin ratio for ANDE, currently valued at 6.20, compared to the broader market-10.000.0010.0020.0030.006.20
BG
Sharpe ratio
The chart of Sharpe ratio for BG, currently valued at 0.58, compared to the broader market-2.00-1.000.001.002.003.000.58
Sortino ratio
The chart of Sortino ratio for BG, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.006.000.95
Omega ratio
The chart of Omega ratio for BG, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for BG, currently valued at 0.45, compared to the broader market0.001.002.003.004.005.000.45
Martin ratio
The chart of Martin ratio for BG, currently valued at 1.23, compared to the broader market-10.000.0010.0020.0030.001.23

ANDE vs. BG - Sharpe Ratio Comparison

The current ANDE Sharpe Ratio is 1.23, which is higher than the BG Sharpe Ratio of 0.58. The chart below compares the 12-month rolling Sharpe Ratio of ANDE and BG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.23
0.58
ANDE
BG

Dividends

ANDE vs. BG - Dividend Comparison

ANDE's dividend yield for the trailing twelve months is around 1.31%, less than BG's 2.51% yield.


TTM20232022202120202019201820172016201520142013
ANDE
The Andersons, Inc.
1.31%1.29%2.07%1.82%2.86%2.71%2.22%2.07%1.40%1.82%0.88%0.72%
BG
Bunge Limited
2.51%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%

Drawdowns

ANDE vs. BG - Drawdown Comparison

The maximum ANDE drawdown since its inception was -81.75%, which is greater than BG's maximum drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for ANDE and BG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.10%
-13.79%
ANDE
BG

Volatility

ANDE vs. BG - Volatility Comparison

The Andersons, Inc. (ANDE) and Bunge Limited (BG) have volatilities of 5.78% and 5.52%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2024FebruaryMarchApril
5.78%
5.52%
ANDE
BG