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

Correlation

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.


-0.50.00.51.00.3

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.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,000.02%
2,818.20%
CAG
HRL

Key characteristics

Sharpe Ratio

CAG:

0.01

HRL:

0.17

Sortino Ratio

CAG:

0.16

HRL:

0.43

Omega Ratio

CAG:

1.02

HRL:

1.06

Calmar Ratio

CAG:

0.01

HRL:

0.10

Martin Ratio

CAG:

0.02

HRL:

0.41

Ulcer Index

CAG:

7.33%

HRL:

10.90%

Daily Std Dev

CAG:

21.84%

HRL:

26.33%

Max Drawdown

CAG:

-56.94%

HRL:

-45.01%

Current Drawdown

CAG:

-27.72%

HRL:

-37.72%

Fundamentals

Market Cap

CAG:

$13.31B

HRL:

$17.65B

EPS

CAG:

$1.02

HRL:

$1.47

PE Ratio

CAG:

27.33

HRL:

21.87

PEG Ratio

CAG:

0.33

HRL:

2.72

Total Revenue (TTM)

CAG:

$8.73B

HRL:

$11.92B

Gross Profit (TTM)

CAG:

$2.42B

HRL:

$2.04B

EBITDA (TTM)

CAG:

$723.80M

HRL:

$1.37B

Returns By Period

In the year-to-date period, CAG achieves a -0.88% return, which is significantly lower than HRL's 2.21% return. Over the past 10 years, CAG has underperformed HRL with an annualized return of 2.56%, while HRL has yielded a comparatively higher 4.02% annualized return.


CAG

YTD

-0.88%

1M

-0.04%

6M

-3.69%

1Y

-0.22%

5Y*

-1.45%

10Y*

2.56%

HRL

YTD

2.21%

1M

4.83%

6M

5.30%

1Y

3.63%

5Y*

-4.39%

10Y*

4.02%

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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 0.01, compared to the broader market-4.00-2.000.002.000.010.17
The chart of Sortino ratio for CAG, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.160.43
The chart of Omega ratio for CAG, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.06
The chart of Calmar ratio for CAG, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.10
The chart of Martin ratio for CAG, currently valued at 0.02, compared to the broader market-5.000.005.0010.0015.0020.0025.000.020.41
CAG
HRL

The current CAG Sharpe Ratio is 0.01, which is lower than the HRL Sharpe Ratio of 0.17. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.01
0.17
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 3.57% 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
3.57%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%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%JulyAugustSeptemberOctoberNovemberDecember
-27.72%
-37.72%
CAG
HRL

Volatility

CAG vs. HRL - Volatility Comparison

The current volatility for Conagra Brands, Inc. (CAG) is 5.35%, while Hormel Foods Corporation (HRL) has a volatility of 5.95%. This indicates that CAG experiences smaller price fluctuations and is considered to be less risky than HRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.35%
5.95%
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
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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.

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