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CMPGY vs. ADRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMPGY vs. ADRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Group PLC ADR (CMPGY) and Koninklijke Ahold Delhaize NV ADR (ADRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMPGY achieves a 4.26% return, which is significantly higher than ADRNY's -2.77% return. Over the past 10 years, CMPGY has underperformed ADRNY with an annualized return of 7.98%, while ADRNY has yielded a comparatively higher 11.55% annualized return.


CMPGY

1D
-0.43%
1M
5.10%
YTD
4.26%
6M
2.50%
1Y
-0.75%
3Y*
7.02%
5Y*
10.47%
10Y*
7.98%

ADRNY

1D
-1.48%
1M
-8.53%
YTD
-2.77%
6M
-2.48%
1Y
-2.10%
3Y*
9.69%
5Y*
9.59%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPGY vs. ADRNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMPGY
Compass Group PLC ADR
4.26%-2.98%23.21%21.71%2.19%23.17%-24.79%23.34%-2.91%22.13%
ADRNY
Koninklijke Ahold Delhaize NV ADR
-2.77%29.32%18.13%3.51%-13.54%25.58%16.59%3.28%17.79%7.51%

Correlation

The correlation between CMPGY and ADRNY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.20

Fundamentals

Market Cap

CMPGY:

$55.44B

ADRNY:

$34.62B

EPS

CMPGY:

$1.70

ADRNY:

€2.63

PE Ratio

CMPGY:

19.17

ADRNY:

12.99

PEG Ratio

CMPGY:

0.26

ADRNY:

3.15

PS Ratio

CMPGY:

0.74

ADRNY:

0.34

PB Ratio

CMPGY:

6.98

ADRNY:

2.05

Total Revenue (TTM)

CMPGY:

$75.11B

ADRNY:

€91.35B

Gross Profit (TTM)

CMPGY:

$13.98B

ADRNY:

€24.31B

EBITDA (TTM)

CMPGY:

$7.39B

ADRNY:

€7.58B

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Return for Risk

CMPGY vs. ADRNY — Risk / Return Rank

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

CMPGY
CMPGY Risk / Return Rank: 3838
Overall Rank
CMPGY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CMPGY Sortino Ratio Rank: 3434
Sortino Ratio Rank
CMPGY Omega Ratio Rank: 3535
Omega Ratio Rank
CMPGY Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMPGY Martin Ratio Rank: 4141
Martin Ratio Rank

ADRNY
ADRNY Risk / Return Rank: 3535
Overall Rank
ADRNY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ADRNY Sortino Ratio Rank: 3131
Sortino Ratio Rank
ADRNY Omega Ratio Rank: 3131
Omega Ratio Rank
ADRNY Calmar Ratio Rank: 3939
Calmar Ratio Rank
ADRNY Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMPGY vs. ADRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) and Koninklijke Ahold Delhaize NV ADR (ADRNY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMPGYADRNYDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.02

1.00

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.10

+0.07

Martin ratioReturn relative to average drawdown

-0.06

-0.32

+0.26

CMPGY vs. ADRNY - Sharpe Ratio Comparison

The current CMPGY Sharpe Ratio is -0.03, which is higher than the ADRNY Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of CMPGY and ADRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMPGY vs. ADRNY - Drawdown Comparison

The maximum CMPGY drawdown since its inception was -57.36%, which is greater than ADRNY's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for CMPGY and ADRNY.


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Drawdown Indicators


CMPGYADRNYDifference

Max Drawdown

Largest peak-to-trough decline

-57.36%

-27.42%

-29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-24.30%

-20.30%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.30%

-20.30%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-27.42%

+3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.36%

-27.42%

-29.94%

Current Drawdown

Current decline from peak

-8.17%

-20.30%

+12.13%

Average Drawdown

Average peak-to-trough decline

-9.82%

-6.82%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.51%

6.66%

+5.85%

Volatility

CMPGY vs. ADRNY - Volatility Comparison

Compass Group PLC ADR (CMPGY) has a higher volatility of 6.75% compared to Koninklijke Ahold Delhaize NV ADR (ADRNY) at 6.38%. This indicates that CMPGY's price experiences larger fluctuations and is considered to be riskier than ADRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPGYADRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

6.38%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

21.44%

17.54%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

25.32%

20.67%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.40%

20.50%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

22.65%

+6.16%

Dividends

CMPGY vs. ADRNY - Dividend Comparison

CMPGY's dividend yield for the trailing twelve months is around 2.11%, less than ADRNY's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
ADRNY
Koninklijke Ahold Delhaize NV ADR
3.49%3.04%3.71%4.11%3.63%2.59%3.54%3.71%2.58%2.32%8.67%2.22%
CMPGY
Compass Group PLC ADR
2.11%1.93%1.68%1.64%1.30%0.00%1.88%1.81%2.05%7.37%4.34%2.21%

Financials

CMPGY vs. ADRNY - Financials Comparison

This section allows you to compare key financial metrics between Compass Group PLC ADR and Koninklijke Ahold Delhaize NV ADR. 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


10.00B15.00B20.00B25.00B20222023202420252026
24.95B
22.28B
(CMPGY) Total Revenue
(ADRNY) Total Revenue
Please note, different currencies. CMPGY values in USD, ADRNY values in EUR

CMPGY vs. ADRNY - Profitability Comparison

The chart below illustrates the profitability comparison between Compass Group PLC ADR and Koninklijke Ahold Delhaize NV ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
6.7%
26.8%
Portfolio components
CMPGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a gross profit of 1.67B and revenue of 24.95B. Therefore, the gross margin over that period was 6.7%.

ADRNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a gross profit of 5.97B and revenue of 22.28B. Therefore, the gross margin over that period was 26.8%.

CMPGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported an operating income of 1.67B and revenue of 24.95B, resulting in an operating margin of 6.7%.

ADRNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported an operating income of 783.00M and revenue of 22.28B, resulting in an operating margin of 3.5%.

CMPGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a net income of 1.07B and revenue of 24.95B, resulting in a net margin of 4.3%.

ADRNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a net income of 552.00M and revenue of 22.28B, resulting in a net margin of 2.5%.


Frequently Asked Questions


CMPGY and ADRNY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMPGY has higher volatility (6.75%) compared to ADRNY (6.38%). In terms of maximum drawdown, CMPGY dropped -57.36% vs ADRNY's -27.42%.

CMPGY currently has the higher Sharpe Ratio (-0.03 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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