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

Correlation

The correlation between CTVA and BASFY is 0.47, 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.


Performance

CTVA vs. BASFY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CTVA:

0.74

BASFY:

-0.20

Sortino Ratio

CTVA:

1.21

BASFY:

-0.12

Omega Ratio

CTVA:

1.17

BASFY:

0.99

Calmar Ratio

CTVA:

0.90

BASFY:

-0.16

Martin Ratio

CTVA:

3.18

BASFY:

-0.63

Ulcer Index

CTVA:

6.60%

BASFY:

11.94%

Daily Std Dev

CTVA:

26.71%

BASFY:

32.72%

Max Drawdown

CTVA:

-34.76%

BASFY:

-75.23%

Current Drawdown

CTVA:

0.00%

BASFY:

-38.77%

Fundamentals

Market Cap

CTVA:

$46.42B

BASFY:

$43.95B

EPS

CTVA:

$1.22

BASFY:

$0.23

PE Ratio

CTVA:

55.70

BASFY:

53.52

PEG Ratio

CTVA:

1.50

BASFY:

0.54

PS Ratio

CTVA:

2.76

BASFY:

0.68

PB Ratio

CTVA:

1.91

BASFY:

1.10

Total Revenue (TTM)

CTVA:

$16.83B

BASFY:

$65.11B

Gross Profit (TTM)

CTVA:

$5.15B

BASFY:

$16.99B

Returns By Period

In the year-to-date period, CTVA achieves a 19.63% return, which is significantly higher than BASFY's 12.94% return.


CTVA

YTD

19.63%

1M

14.64%

6M

16.76%

1Y

19.59%

5Y*

25.57%

10Y*

N/A

BASFY

YTD

12.94%

1M

3.97%

6M

4.77%

1Y

-6.46%

5Y*

7.96%

10Y*

-2.16%

*Annualized

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Risk-Adjusted Performance

CTVA vs. BASFY — Risk-Adjusted Performance Rank

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

CTVA
The Risk-Adjusted Performance Rank of CTVA is 7676
Overall Rank
The Sharpe Ratio Rank of CTVA is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of CTVA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CTVA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CTVA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CTVA is 8080
Martin Ratio Rank

BASFY
The Risk-Adjusted Performance Rank of BASFY is 3636
Overall Rank
The Sharpe Ratio Rank of BASFY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BASFY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BASFY is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BASFY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BASFY is 3636
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.

CTVA vs. BASFY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and BASF SE ADR (BASFY). 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 CTVA Sharpe Ratio is 0.74, which is higher than the BASFY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of CTVA and BASFY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CTVA vs. BASFY - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 0.99%, while BASFY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CTVA
Corteva, Inc.
0.99%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%
BASFY
BASF SE ADR
0.00%8.47%6.70%7.58%5.59%4.74%4.82%5.37%2.91%3.63%3.90%4.46%

Drawdowns

CTVA vs. BASFY - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum BASFY drawdown of -75.23%. Use the drawdown chart below to compare losses from any high point for CTVA and BASFY. For additional features, visit the drawdowns tool.


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Volatility

CTVA vs. BASFY - Volatility Comparison

Corteva, Inc. (CTVA) and BASF SE ADR (BASFY) have volatilities of 7.74% and 8.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CTVA vs. BASFY - Financials Comparison

This section allows you to compare key financial metrics between Corteva, Inc. and BASF SE 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


0.005.00B10.00B15.00B20.00B20212022202320242025
4.42B
17.40B
(CTVA) Total Revenue
(BASFY) Total Revenue
Values in USD except per share items