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APD vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
76.35%
104.38%
APD
CTVA

Returns By Period

In the year-to-date period, APD achieves a 18.17% return, which is significantly higher than CTVA's 16.24% return.


APD

YTD

18.17%

1M

-4.52%

6M

22.27%

1Y

20.61%

5Y (annualized)

8.17%

10Y (annualized)

11.94%

CTVA

YTD

16.24%

1M

-7.07%

6M

-1.61%

1Y

18.13%

5Y (annualized)

18.15%

10Y (annualized)

N/A

Fundamentals


APDCTVA
Market Cap$69.17B$39.27B
EPS$17.23$0.96
PE Ratio18.0659.51
PEG Ratio1.671.14
Total Revenue (TTM)$14.22B$16.64B
Gross Profit (TTM)$8.16B$8.50B
EBITDA (TTM)$5.55B$2.89B

Key characteristics


APDCTVA
Sharpe Ratio0.680.67
Sortino Ratio1.051.33
Omega Ratio1.181.17
Calmar Ratio0.600.58
Martin Ratio2.253.97
Ulcer Index8.44%4.94%
Daily Std Dev27.90%29.33%
Max Drawdown-60.30%-34.76%
Current Drawdown-4.52%-16.26%

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Correlation

-0.50.00.51.00.4

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.

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 0.68, compared to the broader market-4.00-2.000.002.000.680.67
The chart of Sortino ratio for APD, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.051.33
The chart of Omega ratio for APD, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.17
The chart of Calmar ratio for APD, currently valued at 0.60, compared to the broader market0.002.004.006.000.600.58
The chart of Martin ratio for APD, currently valued at 2.25, compared to the broader market0.0010.0020.0030.002.253.97
APD
CTVA

The current APD Sharpe Ratio is 0.68, which is comparable to the CTVA Sharpe Ratio of 0.67. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.68
0.67
APD
CTVA

Dividends

APD vs. CTVA - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.23%, more than CTVA's 1.18% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.23%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.14%2.54%
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 -60.30%, 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%JuneJulyAugustSeptemberOctoberNovember
-4.52%
-16.26%
APD
CTVA

Volatility

APD vs. CTVA - Volatility Comparison

The current volatility for Air Products and Chemicals, Inc. (APD) is 3.95%, while Corteva, Inc. (CTVA) has a volatility of 8.05%. 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%JuneJulyAugustSeptemberOctoberNovember
3.95%
8.05%
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