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BAYRY vs. FMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAYRY and FMC is 0.35, 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.


-0.50.00.51.00.3

Performance

BAYRY vs. FMC - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.37%
-13.50%
BAYRY
FMC

Key characteristics

Sharpe Ratio

BAYRY:

-1.30

FMC:

-0.43

Sortino Ratio

BAYRY:

-1.93

FMC:

-0.40

Omega Ratio

BAYRY:

0.76

FMC:

0.95

Calmar Ratio

BAYRY:

-0.53

FMC:

-0.29

Martin Ratio

BAYRY:

-1.70

FMC:

-1.65

Ulcer Index

BAYRY:

25.90%

FMC:

11.25%

Daily Std Dev

BAYRY:

33.82%

FMC:

42.72%

Max Drawdown

BAYRY:

-82.34%

FMC:

-69.75%

Current Drawdown

BAYRY:

-82.30%

FMC:

-63.16%

Fundamentals

Market Cap

BAYRY:

$21.00B

FMC:

$6.45B

EPS

BAYRY:

-$0.34

FMC:

$12.19

PEG Ratio

BAYRY:

37.01

FMC:

1.85

Total Revenue (TTM)

BAYRY:

$46.74B

FMC:

$4.17B

Gross Profit (TTM)

BAYRY:

$26.71B

FMC:

$1.56B

EBITDA (TTM)

BAYRY:

$9.36B

FMC:

$516.10M

Returns By Period

In the year-to-date period, BAYRY achieves a -46.70% return, which is significantly lower than FMC's -21.91% return. Over the past 10 years, BAYRY has underperformed FMC with an annualized return of -14.54%, while FMC has yielded a comparatively higher 1.62% annualized return.


BAYRY

YTD

-46.70%

1M

-8.02%

6M

-29.57%

1Y

-44.58%

5Y*

-21.88%

10Y*

-14.54%

FMC

YTD

-21.91%

1M

-13.94%

6M

-10.30%

1Y

-16.81%

5Y*

-11.51%

10Y*

1.62%

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Risk-Adjusted Performance

BAYRY vs. FMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) and FMC Corporation (FMC). 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 BAYRY, currently valued at -1.30, compared to the broader market-4.00-2.000.002.00-1.30-0.43
The chart of Sortino ratio for BAYRY, currently valued at -1.93, compared to the broader market-4.00-2.000.002.004.00-1.93-0.40
The chart of Omega ratio for BAYRY, currently valued at 0.76, compared to the broader market0.501.001.502.000.760.95
The chart of Calmar ratio for BAYRY, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53-0.29
The chart of Martin ratio for BAYRY, currently valued at -1.70, compared to the broader market0.0010.0020.00-1.70-1.65
BAYRY
FMC

The current BAYRY Sharpe Ratio is -1.30, which is lower than the FMC Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of BAYRY and FMC, 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-1.50-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.30
-0.43
BAYRY
FMC

Dividends

BAYRY vs. FMC - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.61%, less than FMC's 4.85% yield.


TTM20232022202120202019201820172016201520142013
BAYRY
Bayer AG PK
0.61%6.81%4.26%4.45%5.22%3.86%7.10%2.33%2.74%10.30%2.14%1.78%
FMC
FMC Corporation
4.85%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Drawdowns

BAYRY vs. FMC - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -82.34%, which is greater than FMC's maximum drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for BAYRY and FMC. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-82.30%
-63.16%
BAYRY
FMC

Volatility

BAYRY vs. FMC - Volatility Comparison

The current volatility for Bayer AG PK (BAYRY) is 8.72%, while FMC Corporation (FMC) has a volatility of 10.05%. This indicates that BAYRY experiences smaller price fluctuations and is considered to be less risky than FMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.72%
10.05%
BAYRY
FMC

Financials

BAYRY vs. FMC - Financials Comparison

This section allows you to compare key financial metrics between Bayer AG PK and FMC Corporation. 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
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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.

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