PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BG vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BGADM
YTD Return2.52%-16.00%
1Y Return13.82%-20.86%
3Y Return (Ann)7.76%1.34%
5Y Return (Ann)19.52%10.95%
10Y Return (Ann)5.38%6.22%
Sharpe Ratio0.65-0.61
Daily Std Dev22.44%32.74%
Max Drawdown-77.34%-68.01%
Current Drawdown-14.80%-36.45%

Fundamentals


BGADM
Market Cap$15.44B$31.41B
EPS$14.87$6.43
PE Ratio7.379.74
PEG Ratio1.7116.43
Revenue (TTM)$59.54B$93.94B
Gross Profit (TTM)$3.92B$7.57B
EBITDA (TTM)$3.72B$4.99B

Correlation

-0.50.00.51.00.5

The correlation between BG and ADM is 0.51, 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.

Performance

BG vs. ADM - Performance Comparison

In the year-to-date period, BG achieves a 2.52% return, which is significantly higher than ADM's -16.00% return. Over the past 10 years, BG has underperformed ADM with an annualized return of 5.38%, while ADM has yielded a comparatively higher 6.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2024FebruaryMarchApril
895.20%
692.50%
BG
ADM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Bunge Limited

Archer-Daniels-Midland Company

Risk-Adjusted Performance

BG vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bunge Limited (BG) and Archer-Daniels-Midland Company (ADM). 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.


BG
Sharpe ratio
The chart of Sharpe ratio for BG, currently valued at 0.65, compared to the broader market-2.00-1.000.001.002.003.004.000.65
Sortino ratio
The chart of Sortino ratio for BG, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.006.001.05
Omega ratio
The chart of Omega ratio for BG, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for BG, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Martin ratio
The chart of Martin ratio for BG, currently valued at 1.40, compared to the broader market0.0010.0020.0030.001.40
ADM
Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.004.00-0.61
Sortino ratio
The chart of Sortino ratio for ADM, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.006.00-0.56
Omega ratio
The chart of Omega ratio for ADM, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for ADM, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for ADM, currently valued at -1.01, compared to the broader market0.0010.0020.0030.00-1.01

BG vs. ADM - Sharpe Ratio Comparison

The current BG Sharpe Ratio is 0.65, which is higher than the ADM Sharpe Ratio of -0.61. The chart below compares the 12-month rolling Sharpe Ratio of BG and ADM.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.65
-0.61
BG
ADM

Dividends

BG vs. ADM - Dividend Comparison

BG's dividend yield for the trailing twelve months is around 2.54%, less than ADM's 3.08% yield.


TTM20232022202120202019201820172016201520142013
BG
Bunge Limited
2.54%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%
ADM
Archer-Daniels-Midland Company
3.08%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

BG vs. ADM - Drawdown Comparison

The maximum BG drawdown since its inception was -77.34%, which is greater than ADM's maximum drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for BG and ADM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2024FebruaryMarchApril
-14.80%
-36.45%
BG
ADM

Volatility

BG vs. ADM - Volatility Comparison

Bunge Limited (BG) has a higher volatility of 6.66% compared to Archer-Daniels-Midland Company (ADM) at 5.15%. This indicates that BG's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
6.66%
5.15%
BG
ADM

Financials

BG vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Bunge Limited and Archer-Daniels-Midland Company. 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