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BAYRY vs. CTVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAYRY vs. CTVA - Performance Comparison

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

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Returns By Period

In the year-to-date period, BAYRY achieves a -5.92% return, which is significantly lower than CTVA's 13.69% return.


BAYRY

1D
-1.46%
1M
-6.54%
YTD
-5.92%
6M
0.79%
1Y
34.12%
3Y*
-9.12%
5Y*
-7.34%
10Y*
-6.19%

CTVA

1D
-1.52%
1M
-6.28%
YTD
13.69%
6M
17.08%
1Y
6.92%
3Y*
11.58%
5Y*
11.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAYRY vs. CTVA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BAYRY
Bayer AG PK
-5.92%122.78%-46.92%-25.35%0.35%-7.34%-24.48%33.51%
CTVA
Corteva, Inc.
13.69%18.89%20.24%-17.51%25.58%23.55%33.49%2.91%

Correlation

The correlation between BAYRY and CTVA is 0.07, 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

0.07

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

0.24

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 28, 2019

0.31

Over the past year, the correlation between BAYRY and CTVA has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

BAYRY:

$39.89B

CTVA:

$51.10B

EPS

BAYRY:

-$0.53

CTVA:

$1.72

PS Ratio

BAYRY:

0.88

CTVA:

2.87

PB Ratio

BAYRY:

1.38

CTVA:

2.10

Total Revenue (TTM)

BAYRY:

$45.36B

CTVA:

$17.89B

Gross Profit (TTM)

BAYRY:

$26.91B

CTVA:

$6.00B

EBITDA (TTM)

BAYRY:

$7.30B

CTVA:

$2.68B

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Return for Risk

BAYRY vs. CTVA — Risk / Return Rank

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

BAYRY
BAYRY Risk / Return Rank: 6666
Overall Rank
BAYRY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BAYRY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BAYRY Omega Ratio Rank: 6363
Omega Ratio Rank
BAYRY Calmar Ratio Rank: 6565
Calmar Ratio Rank
BAYRY Martin Ratio Rank: 6565
Martin Ratio Rank

CTVA
CTVA Risk / Return Rank: 4949
Overall Rank
CTVA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CTVA Sortino Ratio Rank: 4444
Sortino Ratio Rank
CTVA Omega Ratio Rank: 4545
Omega Ratio Rank
CTVA Calmar Ratio Rank: 5050
Calmar Ratio Rank
CTVA Martin Ratio Rank: 5050
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.

BAYRY vs. CTVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) 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.


BAYRYCTVADifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.10

0.34

+0.76

Martin ratioReturn relative to average drawdown

2.61

0.73

+1.88

BAYRY vs. CTVA - Sharpe Ratio Comparison

The current BAYRY Sharpe Ratio is 0.87, which is higher than the CTVA Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BAYRY and CTVA, 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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Sharpe Ratios by Period


BAYRYCTVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.30

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.45

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.49

-0.53

Drawdowns

BAYRY vs. CTVA - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -83.33%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for BAYRY and CTVA.


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Drawdown Indicators


BAYRYCTVADifference

Max Drawdown

Largest peak-to-trough decline

-83.33%

-34.76%

-48.57%

Max Drawdown (1Y)

Largest decline over 1 year

-31.19%

-20.71%

-10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-66.65%

-25.41%

-41.24%

Max Drawdown (5Y)

Largest decline over 5 years

-71.71%

-34.76%

-36.95%

Max Drawdown (10Y)

Largest decline over 10 years

-83.02%

Current Drawdown

Current decline from peak

-64.85%

-11.03%

-53.82%

Average Drawdown

Average peak-to-trough decline

-34.34%

-10.51%

-23.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

9.50%

+3.59%

Volatility

BAYRY vs. CTVA - Volatility Comparison

Bayer AG PK (BAYRY) has a higher volatility of 8.81% compared to Corteva, Inc. (CTVA) at 6.16%. This indicates that BAYRY's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAYRYCTVADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

6.16%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

27.44%

15.44%

+12.00%

Volatility (1Y)

Calculated over the trailing 1-year period

39.42%

23.24%

+16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.26%

26.92%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.50%

32.67%

-0.17%

Dividends

BAYRY vs. CTVA - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.31%, less than CTVA's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BAYRY
Bayer AG PK
0.31%0.29%0.60%6.85%4.27%4.48%3.61%2.71%5.69%4.20%2.65%2.03%
CTVA
Corteva, Inc.
0.95%1.04%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%

Financials

BAYRY vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between Bayer AG PK 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
13.63B
4.91B
(BAYRY) Total Revenue
(CTVA) Total Revenue
Values in USD except per share items

BAYRY vs. CTVA - Profitability Comparison

The chart below illustrates the profitability comparison between Bayer AG PK and Corteva, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
61.0%
0
Portfolio components
BAYRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a gross profit of 8.31B and revenue of 13.63B. Therefore, the gross margin over that period was 61.0%.

CTVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported a gross profit of 0.00 and revenue of 4.91B. Therefore, the gross margin over that period was 0.0%.

BAYRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported an operating income of 3.16B and revenue of 13.63B, resulting in an operating margin of 23.2%.

CTVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported an operating income of 725.00M and revenue of 4.91B, resulting in an operating margin of 14.8%.

BAYRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bayer AG PK reported a net income of 2.81B and revenue of 13.63B, resulting in a net margin of 20.6%.

CTVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported a net income of 720.00M and revenue of 4.91B, resulting in a net margin of 14.7%.


Frequently Asked Questions


BAYRY and CTVA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAYRY has higher volatility (8.81%) compared to CTVA (6.16%). In terms of maximum drawdown, BAYRY dropped -83.33% vs CTVA's -34.76%.

BAYRY currently has the higher Sharpe Ratio (0.87 vs 0.30), 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

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