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BAESY vs. INGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAESY vs. INGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BAE Systems PLC (BAESY) and Ingredion Incorporated (INGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAESY achieves a 11.25% return, which is significantly higher than INGR's -6.49% return. Over the past 10 years, BAESY has outperformed INGR with an annualized return of 18.72%, while INGR has yielded a comparatively lower 0.79% annualized return.


BAESY

1D
-4.00%
1M
3.73%
YTD
11.25%
6M
13.51%
1Y
-1.39%
3Y*
30.63%
5Y*
30.61%
10Y*
18.72%

INGR

1D
0.68%
1M
-1.00%
YTD
-6.49%
6M
-8.29%
1Y
-24.48%
3Y*
0.77%
5Y*
4.31%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAESY vs. INGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAESY
BAE Systems PLC
11.25%65.51%1.23%40.91%46.40%14.56%-3.43%34.69%-22.16%13.28%
INGR
Ingredion Incorporated
-6.49%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%

Correlation

The correlation between BAESY and INGR is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.26

Over the past year, the correlation between BAESY and INGR has dropped to 0.04 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Fundamentals

EPS

BAESY:

£5.29

INGR:

$13.96

PE Ratio

BAESY:

14.41

INGR:

7.28

PEG Ratio

BAESY:

2.65

INGR:

0.08

PS Ratio

BAESY:

1.06

INGR:

0.92

Total Revenue (TTM)

BAESY:

£54.56B

INGR:

$5.41B

Gross Profit (TTM)

BAESY:

£19.72B

INGR:

$1.36B

EBITDA (TTM)

BAESY:

£7.74B

INGR:

$902.00M

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Return for Risk

BAESY vs. INGR — Risk / Return Rank

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

BAESY
BAESY Risk / Return Rank: 4141
Overall Rank
BAESY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BAESY Sortino Ratio Rank: 3838
Sortino Ratio Rank
BAESY Omega Ratio Rank: 3737
Omega Ratio Rank
BAESY Calmar Ratio Rank: 4343
Calmar Ratio Rank
BAESY Martin Ratio Rank: 4343
Martin Ratio Rank

INGR
INGR Risk / Return Rank: 33
Overall Rank
INGR Sharpe Ratio Rank: 00
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 22
Sortino Ratio Rank
INGR Omega Ratio Rank: 33
Omega Ratio Rank
INGR Calmar Ratio Rank: 44
Calmar Ratio Rank
INGR Martin Ratio Rank: 55
Martin Ratio Rank
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.

BAESY vs. INGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) and Ingredion Incorporated (INGR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BAESYINGRDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.03

0.75

+0.27

Calmar ratioReturn relative to maximum drawdown

0.02

-0.95

+0.97

Martin ratioReturn relative to average drawdown

0.04

-1.58

+1.62

BAESY vs. INGR - Sharpe Ratio Comparison

The current BAESY Sharpe Ratio is 0.01, which is higher than the INGR Sharpe Ratio of -1.52. The chart below compares the historical Sharpe Ratios of BAESY and INGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAESY vs. INGR - Drawdown Comparison

The maximum BAESY drawdown since its inception was -59.20%, smaller than the maximum INGR drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for BAESY and INGR.


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Drawdown Indicators


BAESYINGRDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-64.20%

+5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-26.58%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.59%

-33.21%

+9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-33.21%

+9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

-56.14%

+14.01%

Current Drawdown

Current decline from peak

-16.92%

-31.78%

+14.86%

Average Drawdown

Average peak-to-trough decline

-19.32%

-18.32%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.17%

16.03%

-5.86%

Volatility

BAESY vs. INGR - Volatility Comparison

BAE Systems PLC (BAESY) has a higher volatility of 10.68% compared to Ingredion Incorporated (INGR) at 5.82%. This indicates that BAESY's price experiences larger fluctuations and is considered to be riskier than INGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAESYINGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

5.82%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

11.73%

+13.37%

Volatility (1Y)

Calculated over the trailing 1-year period

31.92%

16.64%

+15.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.12%

21.32%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.90%

24.87%

+3.03%

Dividends

BAESY vs. INGR - Dividend Comparison

BAESY's dividend yield for the trailing twelve months is around 1.90%, less than INGR's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BAESY
BAE Systems PLC
1.90%1.90%2.79%2.40%3.09%4.46%7.05%3.66%4.93%5.71%6.26%4.38%
INGR
Ingredion Incorporated
3.21%2.92%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%

Financials

BAESY vs. INGR - Financials Comparison

This section allows you to compare key financial metrics between BAE Systems PLC and Ingredion Incorporated. 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


0.005.00B10.00B15.00B202120222023202420252026
14.67B
0
(BAESY) Total Revenue
(INGR) Total Revenue
Please note, different currencies. BAESY values in GBP, INGR values in USD

Frequently Asked Questions


BAESY and INGR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAESY has higher volatility (10.68%) compared to INGR (5.82%). In terms of maximum drawdown, BAESY dropped -59.20% vs INGR's -64.20%.

BAESY currently has the higher Sharpe Ratio (0.01 vs -1.52), 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.

Portfolio Optimizer

Find the right allocation for BAESY and INGR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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