PortfoliosLab logo
CMI vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMI and HRL is 0.31, 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.


Performance

CMI vs. HRL - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CMI:

0.50

HRL:

-0.69

Sortino Ratio

CMI:

0.94

HRL:

-0.78

Omega Ratio

CMI:

1.12

HRL:

0.90

Calmar Ratio

CMI:

0.51

HRL:

-0.36

Martin Ratio

CMI:

1.55

HRL:

-1.07

Ulcer Index

CMI:

10.07%

HRL:

14.82%

Daily Std Dev

CMI:

31.27%

HRL:

23.70%

Max Drawdown

CMI:

-75.66%

HRL:

-45.01%

Current Drawdown

CMI:

-15.88%

HRL:

-41.04%

Fundamentals

Market Cap

CMI:

$45.67B

HRL:

$16.57B

EPS

CMI:

$20.29

HRL:

$1.38

PE Ratio

CMI:

16.34

HRL:

21.84

PEG Ratio

CMI:

2.65

HRL:

3.22

PS Ratio

CMI:

1.35

HRL:

1.39

PB Ratio

CMI:

4.18

HRL:

2.06

Total Revenue (TTM)

CMI:

$33.87B

HRL:

$9.03B

Gross Profit (TTM)

CMI:

$8.52B

HRL:

$1.48B

EBITDA (TTM)

CMI:

$4.90B

HRL:

$980.35M

Returns By Period

In the year-to-date period, CMI achieves a -6.84% return, which is significantly lower than HRL's -4.39% return. Over the past 10 years, CMI has outperformed HRL with an annualized return of 11.58%, while HRL has yielded a comparatively lower 2.66% annualized return.


CMI

YTD

-6.84%

1M

17.87%

6M

-9.58%

1Y

15.49%

3Y*

20.64%

5Y*

18.60%

10Y*

11.58%

HRL

YTD

-4.39%

1M

-3.22%

6M

-0.75%

1Y

-16.15%

3Y*

-12.51%

5Y*

-6.42%

10Y*

2.66%

*Annualized

Compare stocks, funds, or ETFs

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


Cummins Inc.

Hormel Foods Corporation

Risk-Adjusted Performance

CMI vs. HRL — Risk-Adjusted Performance Rank

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

CMI
The Risk-Adjusted Performance Rank of CMI is 6868
Overall Rank
The Sharpe Ratio Rank of CMI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CMI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CMI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CMI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CMI is 6969
Martin Ratio Rank

HRL
The Risk-Adjusted Performance Rank of HRL is 1919
Overall Rank
The Sharpe Ratio Rank of HRL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of HRL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HRL is 1616
Omega Ratio Rank
The Calmar Ratio Rank of HRL is 2727
Calmar Ratio Rank
The Martin Ratio Rank of HRL is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMI vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cummins Inc. (CMI) 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.


The current CMI Sharpe Ratio is 0.50, which is higher than the HRL Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CMI 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.


Loading data...

Dividends

CMI vs. HRL - Dividend Comparison

CMI's dividend yield for the trailing twelve months is around 2.21%, less than HRL's 3.89% yield.


TTM20242023202220212020201920182017201620152014
CMI
Cummins Inc.
2.21%2.01%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%
HRL
Hormel Foods Corporation
3.89%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%

Drawdowns

CMI vs. HRL - Drawdown Comparison

The maximum CMI drawdown since its inception was -75.66%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for CMI and HRL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CMI vs. HRL - Volatility Comparison

Cummins Inc. (CMI) has a higher volatility of 9.52% compared to Hormel Foods Corporation (HRL) at 6.05%. This indicates that CMI's price experiences larger fluctuations and is considered to be riskier than HRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

CMI vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between Cummins 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B9.00B20212022202320242025
8.17B
2.99B
(CMI) Total Revenue
(HRL) Total Revenue
Values in USD except per share items

CMI vs. HRL - Profitability Comparison

The chart below illustrates the profitability comparison between Cummins Inc. and Hormel Foods Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

14.0%16.0%18.0%20.0%22.0%24.0%26.0%20212022202320242025
26.4%
15.9%
(CMI) Gross Margin
(HRL) Gross Margin
CMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cummins Inc. reported a gross profit of 2.16B and revenue of 8.17B. Therefore, the gross margin over that period was 26.4%.

HRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported a gross profit of 475.23M and revenue of 2.99B. Therefore, the gross margin over that period was 15.9%.

CMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cummins Inc. reported an operating income of 1.13B and revenue of 8.17B, resulting in an operating margin of 13.9%.

HRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported an operating income of 228.33M and revenue of 2.99B, resulting in an operating margin of 7.6%.

CMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cummins Inc. reported a net income of 824.00M and revenue of 8.17B, resulting in a net margin of 10.1%.

HRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hormel Foods Corporation reported a net income of 170.58M and revenue of 2.99B, resulting in a net margin of 5.7%.