BG vs. FMC

Last updated Apr 2, 2026

Compare and contrast key facts about Bunge Limited (BG) and FMC Corporation (FMC).

Performance

BG vs. FMC - Performance Comparison

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

BG vs. FMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BG Bunge Limited	44.88%	18.56%	-20.74%	3.79%	9.28%	46.77%	18.92%	11.77%	-17.99%	-4.76%
FMC FMC Corporation	24.24%	-69.98%	-19.72%	-48.02%	15.70%	-2.59%	17.32%	84.70%	-20.97%	68.80%

Fundamentals

Market Cap BG : $25.02B FMC : $2.15B
EPS BG : $5.24 FMC : -$17.87
PS Ratio BG : 0.28 FMC : 0.62
Total Revenue (TTM) BG : $70.33B FMC : $3.47B
Gross Profit (TTM) BG : $3.41B FMC : $1.28B
EBITDA (TTM) BG : $2.03B FMC : -$1.71B

Returns By Period

In the year-to-date period, BG achieves a 44.88% return, which is significantly higher than FMC's 24.24% return. Over the past 10 years, BG has outperformed FMC with an annualized return of 11.78%, while FMC has yielded a comparatively lower -3.25% annualized return.

BG

• 1D: 0.88%
• 1M: 6.39%
• YTD: 44.88%
• 6M: 57.60%
• 1Y: 69.92%
• 3Y*: 13.62%
• 5Y*: 12.98%
• 10Y*: 11.78%

FMC

• 1D: -0.41%
• 1M: 19.67%
• YTD: 24.24%
• 6M: -45.33%
• 1Y: -57.58%
• 3Y*: -45.91%
• 5Y*: -29.09%
• 10Y*: -3.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BG vs. FMC — Risk / Return Rank

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

BG

BG Risk / Return Rank: 92
BG Sharpe Ratio Rank: 91
BG Sortino Ratio Rank: 93
BG Omega Ratio Rank: 89
BG Calmar Ratio Rank: 93
BG Martin Ratio Rank: 92

FMC

FMC Risk / Return Rank: 11
FMC Sharpe Ratio Rank: 7
FMC Sortino Ratio Rank: 11
FMC Omega Ratio Rank: 7
FMC Calmar Ratio Rank: 12
FMC Martin Ratio Rank: 15

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.

BG vs. FMC - Risk-Adjusted Trends Comparison

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

	BG	FMC	Difference
Sharpe ratio Return per unit of total volatility	2.17	-0.84	+3.01
Sortino ratio Return per unit of downside risk	3.20	-0.95	+4.15
Omega ratio Gain probability vs. loss probability	1.38	0.83	+0.55
Calmar ratio Return relative to maximum drawdown	4.75	-0.80	+5.55
Martin ratio Return relative to average drawdown	13.01	-1.28	+14.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BG vs. FMC - Sharpe Ratio Comparison

The current BG Sharpe Ratio is 2.17, which is higher than the FMC Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of BG 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.

Sharpe Ratios by Period

	BG	FMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	-0.84	+3.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	-0.63	+1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	-0.08	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.04	+0.29

Correlation

The correlation between BG and FMC is 0.37, 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.

Dividends

BG vs. FMC - Dividend Comparison

BG's dividend yield for the trailing twelve months is around 2.18%, less than FMC's 7.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BG Bunge Limited	2.18%	3.12%	3.48%	2.55%	2.31%	2.76%	3.05%	3.48%	3.59%	2.62%	2.21%	2.11%
FMC FMC Corporation	7.70%	13.12%	4.77%	3.68%	1.74%	1.79%	1.57%	12.47%	1.21%	0.70%	1.17%	1.69%

Drawdowns

BG vs. FMC - Drawdown Comparison

The maximum BG drawdown since its inception was -77.34%, smaller than the maximum FMC drawdown of -90.07%. Use the drawdown chart below to compare losses from any high point for BG and FMC.

Drawdown Indicators

	BG	FMC	Difference
Max Drawdown Largest peak-to-trough decline	-77.34%	-90.07%	+12.73%
Max Drawdown (1Y) Largest decline over 1 year	-15.39%	-72.12%	+56.73%
Max Drawdown (5Y) Largest decline over 5 years	-41.49%	-90.07%	+48.58%
Max Drawdown (10Y) Largest decline over 10 years	-60.49%	-90.07%	+29.58%
Current Drawdown Current decline from peak	-0.31%	-85.88%	+85.57%
Average Drawdown Average peak-to-trough decline	-29.08%	-36.35%	+7.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.62%	44.90%	-39.28%

Volatility

BG vs. FMC - Volatility Comparison

The current volatility for Bunge Limited (BG) is 8.55%, while FMC Corporation (FMC) has a volatility of 16.42%. This indicates that BG 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.

Volatility by Period

	BG	FMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.55%	16.42%	-7.87%
Volatility (6M) Calculated over the trailing 6-month period	21.18%	75.07%	-53.89%
Volatility (1Y) Calculated over the trailing 1-year period	32.50%	68.60%	-36.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.19%	46.04%	-16.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.86%	40.66%	-9.80%

Financials