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CAG vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CAG vs. HRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conagra Brands, Inc. (CAG) and Hormel Foods Corporation (HRL). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-9.73%
-13.23%
CAG
HRL

Returns By Period

In the year-to-date period, CAG achieves a -0.84% return, which is significantly higher than HRL's -2.49% return. Over the past 10 years, CAG has underperformed HRL with an annualized return of 2.97%, while HRL has yielded a comparatively higher 3.40% annualized return.


CAG

YTD

-0.84%

1M

-6.99%

6M

-9.73%

1Y

0.78%

5Y (annualized)

2.58%

10Y (annualized)

2.97%

HRL

YTD

-2.49%

1M

-3.51%

6M

-13.23%

1Y

-3.52%

5Y (annualized)

-4.13%

10Y (annualized)

3.40%

Fundamentals


CAGHRL
Market Cap$12.94B$16.57B
EPS$1.02$1.43
PE Ratio26.5921.13
PEG Ratio0.322.50
Total Revenue (TTM)$11.94B$8.78B
Gross Profit (TTM)$3.27B$1.52B
EBITDA (TTM)$1.27B$1.02B

Key characteristics


CAGHRL
Sharpe Ratio0.05-0.10
Sortino Ratio0.220.04
Omega Ratio1.031.01
Calmar Ratio0.04-0.06
Martin Ratio0.18-0.26
Ulcer Index6.31%10.47%
Daily Std Dev22.21%27.01%
Max Drawdown-56.94%-45.01%
Current Drawdown-27.69%-40.59%

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Correlation

-0.50.00.51.00.3

The correlation between CAG and HRL is 0.34, 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.

Risk-Adjusted Performance

CAG vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and Hormel Foods Corporation (HRL). 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 CAG, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05-0.10
The chart of Sortino ratio for CAG, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.220.04
The chart of Omega ratio for CAG, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.01
The chart of Calmar ratio for CAG, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.06
The chart of Martin ratio for CAG, currently valued at 0.18, compared to the broader market-10.000.0010.0020.0030.000.18-0.26
CAG
HRL

The current CAG Sharpe Ratio is 0.05, which is higher than the HRL Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of CAG and HRL, 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
0.05
-0.10
CAG
HRL

Dividends

CAG vs. HRL - Dividend Comparison

CAG's dividend yield for the trailing twelve months is around 5.16%, more than HRL's 3.75% yield.


TTM20232022202120202019201820172016201520142013
CAG
Conagra Brands, Inc.
5.16%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%2.97%
HRL
Hormel Foods Corporation
3.75%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%

Drawdowns

CAG vs. HRL - Drawdown Comparison

The maximum CAG drawdown since its inception was -56.94%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for CAG and HRL. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-27.69%
-40.59%
CAG
HRL

Volatility

CAG vs. HRL - Volatility Comparison

Conagra Brands, Inc. (CAG) and Hormel Foods Corporation (HRL) have volatilities of 5.37% and 5.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.37%
5.44%
CAG
HRL

Financials

CAG vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between Conagra Brands, Inc. and Hormel Foods 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items