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

Correlation

The correlation between CTVA and RS is 0.50, 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.


-0.50.00.51.00.5

Performance

CTVA vs. RS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corteva, Inc. (CTVA) and Reliance Steel & Aluminum Co. (RS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.86%
-3.66%
CTVA
RS

Key characteristics

Sharpe Ratio

CTVA:

0.63

RS:

-0.01

Sortino Ratio

CTVA:

1.29

RS:

0.22

Omega Ratio

CTVA:

1.16

RS:

1.03

Calmar Ratio

CTVA:

0.56

RS:

-0.01

Martin Ratio

CTVA:

3.61

RS:

-0.02

Ulcer Index

CTVA:

5.18%

RS:

11.51%

Daily Std Dev

CTVA:

29.84%

RS:

29.12%

Max Drawdown

CTVA:

-34.76%

RS:

-83.80%

Current Drawdown

CTVA:

-14.59%

RS:

-20.17%

Fundamentals

Market Cap

CTVA:

$40.25B

RS:

$15.16B

EPS

CTVA:

$0.96

RS:

$18.28

PE Ratio

CTVA:

61.01

RS:

15.32

PEG Ratio

CTVA:

1.15

RS:

1.20

Total Revenue (TTM)

CTVA:

$16.64B

RS:

$14.05B

Gross Profit (TTM)

CTVA:

$6.94B

RS:

$4.05B

EBITDA (TTM)

CTVA:

$2.64B

RS:

$1.60B

Returns By Period

In the year-to-date period, CTVA achieves a 18.57% return, which is significantly higher than RS's -2.61% return.


CTVA

YTD

18.57%

1M

-3.31%

6M

7.86%

1Y

21.95%

5Y*

16.31%

10Y*

N/A

RS

YTD

-2.61%

1M

-13.19%

6M

-4.50%

1Y

-1.72%

5Y*

19.40%

10Y*

18.83%

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Risk-Adjusted Performance

CTVA vs. RS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and Reliance Steel & Aluminum Co. (RS). 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 0.63, compared to the broader market-4.00-2.000.002.000.63-0.06
The chart of Sortino ratio for CTVA, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.290.14
The chart of Omega ratio for CTVA, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.02
The chart of Calmar ratio for CTVA, currently valued at 0.56, compared to the broader market0.002.004.006.000.56-0.09
The chart of Martin ratio for CTVA, currently valued at 3.61, compared to the broader market0.0010.0020.003.61-0.15
CTVA
RS

The current CTVA Sharpe Ratio is 0.63, which is higher than the RS Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of CTVA and RS, 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.63
-0.06
CTVA
RS

Dividends

CTVA vs. RS - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 1.18%, less than RS's 1.64% yield.


TTM20232022202120202019201820172016201520142013
CTVA
Corteva, Inc.
1.18%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
RS
Reliance Steel & Aluminum Co.
1.64%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%2.06%

Drawdowns

CTVA vs. RS - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum RS drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for CTVA and RS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-14.59%
-20.17%
CTVA
RS

Volatility

CTVA vs. RS - Volatility Comparison

Corteva, Inc. (CTVA) has a higher volatility of 8.01% compared to Reliance Steel & Aluminum Co. (RS) at 6.97%. This indicates that CTVA's price experiences larger fluctuations and is considered to be riskier than RS 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
6.97%
CTVA
RS

Financials

CTVA vs. RS - Financials Comparison

This section allows you to compare key financial metrics between Corteva, Inc. and Reliance Steel & Aluminum Co.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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