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CGA vs. ICL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CGA and ICL is 0.13, 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.


-0.50.00.51.00.1

Performance

CGA vs. ICL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Green Agriculture, Inc. (CGA) and ICL Group Ltd (ICL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-93.05%
19.99%
CGA
ICL

Key characteristics

Sharpe Ratio

CGA:

-0.19

ICL:

0.08

Sortino Ratio

CGA:

0.62

ICL:

0.37

Omega Ratio

CGA:

1.07

ICL:

1.04

Calmar Ratio

CGA:

-0.24

ICL:

0.04

Martin Ratio

CGA:

-0.72

ICL:

0.18

Ulcer Index

CGA:

33.10%

ICL:

15.87%

Daily Std Dev

CGA:

123.31%

ICL:

34.32%

Max Drawdown

CGA:

-99.53%

ICL:

-63.34%

Current Drawdown

CGA:

-99.47%

ICL:

-51.77%

Fundamentals

Market Cap

CGA:

$29.00M

ICL:

$6.41B

EPS

CGA:

-$2.15

ICL:

$0.31

PEG Ratio

CGA:

0.00

ICL:

9.44

Total Revenue (TTM)

CGA:

$90.81M

ICL:

$7.00B

Gross Profit (TTM)

CGA:

$19.06M

ICL:

$2.31B

EBITDA (TTM)

CGA:

-$15.82M

ICL:

$1.34B

Returns By Period

In the year-to-date period, CGA achieves a -39.60% return, which is significantly lower than ICL's 1.77% return. Over the past 10 years, CGA has underperformed ICL with an annualized return of -21.15%, while ICL has yielded a comparatively higher 1.34% annualized return.


CGA

YTD

-39.60%

1M

-6.63%

6M

-20.09%

1Y

-9.41%

5Y*

-6.62%

10Y*

-21.15%

ICL

YTD

1.77%

1M

11.34%

6M

14.40%

1Y

1.57%

5Y*

8.24%

10Y*

1.34%

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

CGA vs. ICL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Green Agriculture, Inc. (CGA) and ICL Group Ltd (ICL). 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 CGA, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.080.08
The chart of Sortino ratio for CGA, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.880.37
The chart of Omega ratio for CGA, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.04
The chart of Calmar ratio for CGA, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.04
The chart of Martin ratio for CGA, currently valued at -0.27, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.270.18
CGA
ICL

The current CGA Sharpe Ratio is -0.19, which is lower than the ICL Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CGA and ICL, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
0.08
CGA
ICL

Dividends

CGA vs. ICL - Dividend Comparison

CGA has not paid dividends to shareholders, while ICL's dividend yield for the trailing twelve months is around 4.01%.


TTM2023202220212020201920182017201620152014
CGA
China Green Agriculture, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.58%
ICL
ICL Group Ltd
4.01%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%

Drawdowns

CGA vs. ICL - Drawdown Comparison

The maximum CGA drawdown since its inception was -99.53%, which is greater than ICL's maximum drawdown of -63.34%. Use the drawdown chart below to compare losses from any high point for CGA and ICL. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-93.54%
-51.77%
CGA
ICL

Volatility

CGA vs. ICL - Volatility Comparison

China Green Agriculture, Inc. (CGA) has a higher volatility of 11.45% compared to ICL Group Ltd (ICL) at 10.67%. This indicates that CGA's price experiences larger fluctuations and is considered to be riskier than ICL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
11.45%
10.67%
CGA
ICL

Financials

CGA vs. ICL - Financials Comparison

This section allows you to compare key financial metrics between China Green Agriculture, Inc. and ICL Group Ltd. 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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