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CTVA vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CTVA vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corteva, Inc. (CTVA) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
-12.77%
CTVA
ADM

Returns By Period

In the year-to-date period, CTVA achieves a 22.62% return, which is significantly higher than ADM's -24.69% return.


CTVA

YTD

22.62%

1M

-1.97%

6M

3.42%

1Y

25.84%

5Y (annualized)

19.98%

10Y (annualized)

N/A

ADM

YTD

-24.69%

1M

-6.05%

6M

-12.77%

1Y

-26.11%

5Y (annualized)

7.02%

10Y (annualized)

2.85%

Fundamentals


CTVAADM
Market Cap$39.17B$25.51B
EPS$0.96$4.96
PE Ratio59.3610.63
PEG Ratio1.0916.43
Total Revenue (TTM)$16.64B$67.08B
Gross Profit (TTM)$6.94B$4.27B
EBITDA (TTM)$2.39B$3.15B

Key characteristics


CTVAADM
Sharpe Ratio0.83-0.78
Sortino Ratio1.58-0.82
Omega Ratio1.200.85
Calmar Ratio0.72-0.57
Martin Ratio4.99-1.30
Ulcer Index4.94%20.36%
Daily Std Dev29.56%33.77%
Max Drawdown-34.76%-68.01%
Current Drawdown-11.67%-43.02%

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Correlation

-0.50.00.51.00.5

The correlation between CTVA and ADM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

CTVA vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and Archer-Daniels-Midland Company (ADM). 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 CTVA, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83-0.78
The chart of Sortino ratio for CTVA, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58-0.82
The chart of Omega ratio for CTVA, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.85
The chart of Calmar ratio for CTVA, currently valued at 0.72, compared to the broader market0.002.004.006.000.72-0.57
The chart of Martin ratio for CTVA, currently valued at 4.99, compared to the broader market-10.000.0010.0020.0030.004.99-1.30
CTVA
ADM

The current CTVA Sharpe Ratio is 0.83, which is higher than the ADM Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of CTVA and ADM, 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
0.83
-0.78
CTVA
ADM

Dividends

CTVA vs. ADM - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 1.12%, less than ADM's 2.83% yield.


TTM20232022202120202019201820172016201520142013
CTVA
Corteva, Inc.
1.12%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
ADM
Archer-Daniels-Midland Company
2.83%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

CTVA vs. ADM - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for CTVA and ADM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.67%
-43.02%
CTVA
ADM

Volatility

CTVA vs. ADM - Volatility Comparison

Corteva, Inc. (CTVA) has a higher volatility of 9.04% compared to Archer-Daniels-Midland Company (ADM) at 8.27%. This indicates that CTVA's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
9.04%
8.27%
CTVA
ADM

Financials

CTVA vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Corteva, Inc. and Archer-Daniels-Midland Company. 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