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

Performance

CTVA vs. APD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corteva, Inc. (CTVA) and Air Products and Chemicals, Inc. (APD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.96%
27.02%
CTVA
APD

Returns By Period

In the year-to-date period, CTVA achieves a 28.92% return, which is significantly higher than APD's 23.66% return.


CTVA

YTD

28.92%

1M

0.74%

6M

10.96%

1Y

32.84%

5Y (annualized)

20.39%

10Y (annualized)

N/A

APD

YTD

23.66%

1M

3.02%

6M

27.02%

1Y

24.14%

5Y (annualized)

9.75%

10Y (annualized)

12.24%

Fundamentals


CTVAAPD
Market Cap$40.39B$73.11B
EPS$0.96$17.24
PE Ratio61.2119.08
PEG Ratio1.1611.78
Total Revenue (TTM)$16.64B$14.22B
Gross Profit (TTM)$6.94B$8.16B
EBITDA (TTM)$2.39B$5.52B

Key characteristics


CTVAAPD
Sharpe Ratio1.140.87
Sortino Ratio2.021.27
Omega Ratio1.261.22
Calmar Ratio0.990.76
Martin Ratio6.842.91
Ulcer Index4.93%8.32%
Daily Std Dev29.71%28.01%
Max Drawdown-34.76%-60.30%
Current Drawdown-7.13%-0.08%

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Correlation

-0.50.00.51.00.4

The correlation between CTVA and APD is 0.41, 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. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and Air Products and Chemicals, Inc. (APD). 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 1.14, compared to the broader market-4.00-2.000.002.004.001.140.87
The chart of Sortino ratio for CTVA, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.021.27
The chart of Omega ratio for CTVA, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.22
The chart of Calmar ratio for CTVA, currently valued at 0.99, compared to the broader market0.002.004.006.000.990.76
The chart of Martin ratio for CTVA, currently valued at 6.84, compared to the broader market0.0010.0020.0030.006.842.91
CTVA
APD

The current CTVA Sharpe Ratio is 1.14, which is higher than the APD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CTVA and APD, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.14
0.87
CTVA
APD

Dividends

CTVA vs. APD - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 1.06%, less than APD's 2.13% yield.


TTM20232022202120202019201820172016201520142013
CTVA
Corteva, Inc.
1.06%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
APD
Air Products and Chemicals, Inc.
2.13%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.14%2.54%

Drawdowns

CTVA vs. APD - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum APD drawdown of -60.30%. Use the drawdown chart below to compare losses from any high point for CTVA and APD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.13%
-0.08%
CTVA
APD

Volatility

CTVA vs. APD - Volatility Comparison

Corteva, Inc. (CTVA) has a higher volatility of 9.32% compared to Air Products and Chemicals, Inc. (APD) at 4.88%. This indicates that CTVA's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.32%
4.88%
CTVA
APD

Financials

CTVA vs. APD - Financials Comparison

This section allows you to compare key financial metrics between Corteva, Inc. and Air Products and Chemicals, Inc.. 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