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BG vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BG vs. CTVA - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-13.34%
3.74%
BG
CTVA

Returns By Period

In the year-to-date period, BG achieves a -10.22% return, which is significantly lower than CTVA's 23.72% return.


BG

YTD

-10.22%

1M

-0.12%

6M

-13.34%

1Y

-16.23%

5Y (annualized)

13.50%

10Y (annualized)

2.45%

CTVA

YTD

23.72%

1M

-0.83%

6M

3.74%

1Y

28.58%

5Y (annualized)

19.78%

10Y (annualized)

N/A

Fundamentals


BGCTVA
Market Cap$12.30B$40.39B
EPS$7.89$0.96
PE Ratio11.1661.21
PEG Ratio1.711.16
Total Revenue (TTM)$54.50B$16.64B
Gross Profit (TTM)$3.60B$6.94B
EBITDA (TTM)$2.56B$2.39B

Key characteristics


BGCTVA
Sharpe Ratio-0.650.91
Sortino Ratio-0.741.70
Omega Ratio0.911.22
Calmar Ratio-0.520.79
Martin Ratio-1.265.47
Ulcer Index12.59%4.93%
Daily Std Dev24.28%29.55%
Max Drawdown-77.34%-34.76%
Current Drawdown-25.39%-10.88%

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Correlation

-0.50.00.51.00.4

The correlation between BG and CTVA is 0.44, 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.

Risk-Adjusted Performance

BG vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bunge Limited (BG) 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.


Sharpe ratio
The chart of Sharpe ratio for BG, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.650.91
The chart of Sortino ratio for BG, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.741.70
The chart of Omega ratio for BG, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.22
The chart of Calmar ratio for BG, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.79
The chart of Martin ratio for BG, currently valued at -1.26, compared to the broader market-10.000.0010.0020.0030.00-1.265.47
BG
CTVA

The current BG Sharpe Ratio is -0.65, which is lower than the CTVA Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BG and CTVA, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.65
0.91
BG
CTVA

Dividends

BG vs. CTVA - Dividend Comparison

BG's dividend yield for the trailing twelve months is around 3.07%, more than CTVA's 1.11% yield.


TTM20232022202120202019201820172016201520142013
BG
Bunge Limited
3.07%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%
CTVA
Corteva, Inc.
1.11%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BG vs. CTVA - Drawdown Comparison

The maximum BG drawdown since its inception was -77.34%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for BG and CTVA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-25.39%
-10.88%
BG
CTVA

Volatility

BG vs. CTVA - Volatility Comparison

The current volatility for Bunge Limited (BG) is 7.10%, while Corteva, Inc. (CTVA) has a volatility of 9.09%. This indicates that BG experiences smaller price fluctuations and is considered to be less risky than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
7.10%
9.09%
BG
CTVA

Financials

BG vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between Bunge Limited 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


Values in USD except per share items