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

Key characteristics


FDPADM
YTD Return32.34%-26.28%
1Y Return43.96%-27.92%
3Y Return (Ann)8.23%-5.41%
5Y Return (Ann)3.49%6.71%
10Y Return (Ann)1.70%2.94%
Sharpe Ratio1.64-0.79
Sortino Ratio2.64-0.83
Omega Ratio1.330.85
Calmar Ratio0.69-0.58
Martin Ratio4.61-1.33
Ulcer Index9.53%20.03%
Daily Std Dev26.81%33.73%
Max Drawdown-84.24%-68.01%
Current Drawdown-41.35%-44.23%

Fundamentals


FDPADM
Market Cap$1.65B$24.59B
EPS$0.32$5.02
PE Ratio107.5010.25
PEG Ratio1.7316.43
Total Revenue (TTM)$4.28B$67.06B
Gross Profit (TTM)$351.70M$4.45B
EBITDA (TTM)$186.80M$2.58B

Correlation

-0.50.00.51.00.3

The correlation between FDP and ADM is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FDP vs. ADM - Performance Comparison

In the year-to-date period, FDP achieves a 32.34% return, which is significantly higher than ADM's -26.28% return. Over the past 10 years, FDP has underperformed ADM with an annualized return of 1.70%, while ADM has yielded a comparatively higher 2.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
40.73%
-12.93%
FDP
ADM

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Risk-Adjusted Performance

FDP vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresh Del Monte Produce Inc. (FDP) 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.


FDP
Sharpe ratio
The chart of Sharpe ratio for FDP, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.64
Sortino ratio
The chart of Sortino ratio for FDP, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.006.002.64
Omega ratio
The chart of Omega ratio for FDP, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for FDP, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for FDP, currently valued at 4.61, compared to the broader market0.0010.0020.0030.004.61
ADM
Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.83
Sortino ratio
The chart of Sortino ratio for ADM, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.006.00-0.89
Omega ratio
The chart of Omega ratio for ADM, currently valued at 0.84, compared to the broader market0.501.001.502.000.84
Calmar ratio
The chart of Calmar ratio for ADM, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60
Martin ratio
The chart of Martin ratio for ADM, currently valued at -1.39, compared to the broader market0.0010.0020.0030.00-1.39

FDP vs. ADM - Sharpe Ratio Comparison

The current FDP Sharpe Ratio is 1.64, which is higher than the ADM Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of FDP 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-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.64
-0.83
FDP
ADM

Dividends

FDP vs. ADM - Dividend Comparison

FDP's dividend yield for the trailing twelve months is around 2.97%, more than ADM's 2.89% yield.


TTM20232022202120202019201820172016201520142013
FDP
Fresh Del Monte Produce Inc.
2.97%2.86%2.29%1.81%1.25%0.40%2.12%1.26%0.91%1.29%1.49%1.77%
ADM
Archer-Daniels-Midland Company
2.89%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

FDP vs. ADM - Drawdown Comparison

The maximum FDP drawdown since its inception was -84.24%, which is greater than ADM's maximum drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for FDP and ADM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-41.35%
-44.23%
FDP
ADM

Volatility

FDP vs. ADM - Volatility Comparison

Fresh Del Monte Produce Inc. (FDP) has a higher volatility of 11.89% compared to Archer-Daniels-Midland Company (ADM) at 8.57%. This indicates that FDP'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.89%
8.57%
FDP
ADM

Financials

FDP vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Fresh Del Monte Produce 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