PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APD vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APD and CTVA is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

APD vs. CTVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Products and Chemicals, Inc. (APD) and Corteva, Inc. (CTVA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
7.86%
APD
CTVA

Key characteristics

Sharpe Ratio

APD:

0.37

CTVA:

0.63

Sortino Ratio

APD:

0.68

CTVA:

1.29

Omega Ratio

APD:

1.11

CTVA:

1.16

Calmar Ratio

APD:

0.33

CTVA:

0.56

Martin Ratio

APD:

1.24

CTVA:

3.61

Ulcer Index

APD:

8.46%

CTVA:

5.18%

Daily Std Dev

APD:

28.13%

CTVA:

29.84%

Max Drawdown

APD:

-60.58%

CTVA:

-34.76%

Current Drawdown

APD:

-12.65%

CTVA:

-14.59%

Fundamentals

Market Cap

APD:

$67.76B

CTVA:

$40.25B

EPS

APD:

$17.24

CTVA:

$0.96

PE Ratio

APD:

17.67

CTVA:

61.01

PEG Ratio

APD:

11.19

CTVA:

1.15

Total Revenue (TTM)

APD:

$12.10B

CTVA:

$16.64B

Gross Profit (TTM)

APD:

$3.93B

CTVA:

$6.94B

EBITDA (TTM)

APD:

$6.03B

CTVA:

$2.64B

Returns By Period

In the year-to-date period, APD achieves a 9.25% return, which is significantly lower than CTVA's 18.57% return.


APD

YTD

9.25%

1M

-10.62%

6M

9.15%

1Y

12.27%

5Y*

7.04%

10Y*

10.30%

CTVA

YTD

18.57%

1M

-3.31%

6M

7.86%

1Y

21.95%

5Y*

16.31%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

APD vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) and Corteva, Inc. (CTVA). 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 APD, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.370.63
The chart of Sortino ratio for APD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.681.29
The chart of Omega ratio for APD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.16
The chart of Calmar ratio for APD, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.56
The chart of Martin ratio for APD, currently valued at 1.24, compared to the broader market0.0010.0020.001.243.61
APD
CTVA

The current APD Sharpe Ratio is 0.37, which is lower than the CTVA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of APD and CTVA, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.37
0.63
APD
CTVA

Dividends

APD vs. CTVA - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.41%, more than CTVA's 1.18% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.41%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.31%0.16%0.14%0.17%
CTVA
Corteva, Inc.
1.18%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APD vs. CTVA - Drawdown Comparison

The maximum APD drawdown since its inception was -60.58%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for APD and CTVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-14.59%
APD
CTVA

Volatility

APD vs. CTVA - Volatility Comparison

The current volatility for Air Products and Chemicals, Inc. (APD) is 4.45%, while Corteva, Inc. (CTVA) has a volatility of 8.01%. This indicates that APD experiences smaller price fluctuations and is considered to be less risky than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
8.01%
APD
CTVA

Financials

APD vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between Air Products and Chemicals, Inc. and Corteva, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab