BAYRY vs. FMC

In the year-to-date period, BAYRY achieves a 36.65% return, which is significantly higher than FMC's -23.26% return. Over the past 10 years, BAYRY has underperformed FMC with an annualized return of -12.00%, while FMC has yielded a comparatively higher -1.23% annualized return.

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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.

The current BAYRY Sharpe Ratio is -0.30, which is higher than the FMC Sharpe Ratio of -0.82. 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.

BAYRY's dividend yield for the trailing twelve months is around 0.46%, less than FMC's 6.31% yield.

The maximum BAYRY drawdown since its inception was -82.47%, which is greater than FMC's maximum drawdown of -73.16%. Use the drawdown chart below to compare losses from any high point for BAYRY and FMC. For additional features, visit the drawdowns tool.

The current volatility for Bayer AG PK (BAYRY) is 7.89%, while FMC Corporation (FMC) has a volatility of 13.48%. 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.

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.