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

Correlation

The correlation between BG and HSY is 0.23, 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.


-0.50.00.51.00.2

Performance

BG vs. HSY - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-25.32%
-5.82%
BG
HSY

Key characteristics

Sharpe Ratio

BG:

-0.97

HSY:

-0.19

Sortino Ratio

BG:

-1.22

HSY:

-0.11

Omega Ratio

BG:

0.85

HSY:

0.99

Calmar Ratio

BG:

-0.70

HSY:

-0.13

Martin Ratio

BG:

-1.83

HSY:

-0.60

Ulcer Index

BG:

13.03%

HSY:

7.97%

Daily Std Dev

BG:

24.64%

HSY:

24.78%

Max Drawdown

BG:

-77.34%

HSY:

-49.15%

Current Drawdown

BG:

-34.00%

HSY:

-36.10%

Fundamentals

Market Cap

BG:

$11.35B

HSY:

$35.94B

EPS

BG:

$7.89

HSY:

$8.70

PE Ratio

BG:

10.30

HSY:

20.42

PEG Ratio

BG:

1.71

HSY:

4.80

Total Revenue (TTM)

BG:

$54.50B

HSY:

$10.97B

Gross Profit (TTM)

BG:

$3.60B

HSY:

$4.77B

EBITDA (TTM)

BG:

$2.56B

HSY:

$2.86B

Returns By Period

In the year-to-date period, BG achieves a -20.58% return, which is significantly lower than HSY's -6.73% return. Over the past 10 years, BG has underperformed HSY with an annualized return of 1.13%, while HSY has yielded a comparatively higher 7.33% annualized return.


BG

YTD

-20.58%

1M

-12.93%

6M

-23.49%

1Y

-21.07%

5Y*

9.36%

10Y*

1.13%

HSY

YTD

-6.73%

1M

-0.76%

6M

-5.77%

1Y

-3.14%

5Y*

5.02%

10Y*

7.33%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BG vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bunge Limited (BG) and The Hershey Company (HSY). 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 -0.97, compared to the broader market-4.00-2.000.002.00-0.97-0.19
The chart of Sortino ratio for BG, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.22-0.11
The chart of Omega ratio for BG, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.99
The chart of Calmar ratio for BG, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.13
The chart of Martin ratio for BG, currently valued at -1.83, compared to the broader market0.0010.0020.00-1.83-0.60
BG
HSY

The current BG Sharpe Ratio is -0.97, which is lower than the HSY Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BG and HSY, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
-0.19
BG
HSY

Dividends

BG vs. HSY - Dividend Comparison

BG's dividend yield for the trailing twelve months is around 3.47%, more than HSY's 3.24% yield.


TTM20232022202120202019201820172016201520142013
BG
Bunge Limited
3.47%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%
HSY
The Hershey Company
3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

BG vs. HSY - Drawdown Comparison

The maximum BG drawdown since its inception was -77.34%, which is greater than HSY's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for BG and HSY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.00%
-36.10%
BG
HSY

Volatility

BG vs. HSY - Volatility Comparison

The current volatility for Bunge Limited (BG) is 5.83%, while The Hershey Company (HSY) has a volatility of 14.46%. This indicates that BG experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
14.46%
BG
HSY

Financials

BG vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between Bunge Limited and The Hershey 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab