FDP vs. CALM

In the year-to-date period, FDP achieves a -4.63% return, which is significantly higher than CALM's -8.33% return. Over the past 10 years, FDP has underperformed CALM with an annualized return of -0.53%, while CALM has yielded a comparatively higher 11.90% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fresh Del Monte Produce Inc. (FDP) and Cal-Maine Foods, Inc. (CALM). 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 FDP Sharpe Ratio is 1.09, which is lower than the CALM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FDP and CALM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDP's dividend yield for the trailing twelve months is around 3.35%, less than CALM's 4.59% yield.

The maximum FDP drawdown since its inception was -84.24%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for FDP and CALM. For additional features, visit the drawdowns tool.

The current volatility for Fresh Del Monte Produce Inc. (FDP) is 6.02%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 16.41%. This indicates that FDP experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Fresh Del Monte Produce Inc. and Cal-Maine Foods, 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.