PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDP vs. SDOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDP and SDOT is 0.11, 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.


-0.50.00.51.00.1

Performance

FDP vs. SDOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fresh Del Monte Produce Inc. (FDP) and Sadot Group Inc. (SDOT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
36.31%
-35.45%
FDP
SDOT

Key characteristics

Sharpe Ratio

FDP:

1.19

SDOT:

-0.01

Sortino Ratio

FDP:

2.03

SDOT:

0.78

Omega Ratio

FDP:

1.25

SDOT:

1.10

Calmar Ratio

FDP:

0.49

SDOT:

-0.01

Martin Ratio

FDP:

4.69

SDOT:

-0.03

Ulcer Index

FDP:

6.53%

SDOT:

31.71%

Daily Std Dev

FDP:

25.69%

SDOT:

105.83%

Max Drawdown

FDP:

-84.24%

SDOT:

-92.58%

Current Drawdown

FDP:

-44.07%

SDOT:

-88.69%

Fundamentals

Market Cap

FDP:

$1.52B

SDOT:

$21.75M

EPS

FDP:

$0.32

SDOT:

-$1.50

Total Revenue (TTM)

FDP:

$3.27B

SDOT:

$484.71M

Gross Profit (TTM)

FDP:

$285.50M

SDOT:

$4.54M

EBITDA (TTM)

FDP:

$205.80M

SDOT:

$2.79M

Returns By Period

In the year-to-date period, FDP achieves a -4.61% return, which is significantly higher than SDOT's -9.89% return.


FDP

YTD

-4.61%

1M

-4.09%

6M

37.29%

1Y

31.52%

5Y*

0.54%

10Y*

1.06%

SDOT

YTD

-9.89%

1M

-11.07%

6M

-33.69%

1Y

1.34%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FDP vs. SDOT — Risk-Adjusted Performance Rank

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

FDP
The Risk-Adjusted Performance Rank of FDP is 7777
Overall Rank
The Sharpe Ratio Rank of FDP is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FDP is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FDP is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDP is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FDP is 8080
Martin Ratio Rank

SDOT
The Risk-Adjusted Performance Rank of SDOT is 4848
Overall Rank
The Sharpe Ratio Rank of SDOT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SDOT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SDOT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SDOT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SDOT is 4444
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.

FDP vs. SDOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresh Del Monte Produce Inc. (FDP) and Sadot Group Inc. (SDOT). 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 FDP, currently valued at 1.19, compared to the broader market-2.000.002.004.001.19-0.01
The chart of Sortino ratio for FDP, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.78
The chart of Omega ratio for FDP, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.10
The chart of Calmar ratio for FDP, currently valued at 0.85, compared to the broader market0.002.004.006.000.85-0.01
The chart of Martin ratio for FDP, currently valued at 4.69, compared to the broader market-10.000.0010.0020.0030.004.69-0.03
FDP
SDOT

The current FDP Sharpe Ratio is 1.19, which is higher than the SDOT Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of FDP and SDOT, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.19
-0.01
FDP
SDOT

Dividends

FDP vs. SDOT - Dividend Comparison

FDP's dividend yield for the trailing twelve months is around 3.16%, while SDOT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FDP
Fresh Del Monte Produce Inc.
3.16%3.01%3.62%2.29%1.81%1.25%0.40%2.12%1.26%0.91%1.29%1.49%
SDOT
Sadot Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDP vs. SDOT - Drawdown Comparison

The maximum FDP drawdown since its inception was -84.24%, smaller than the maximum SDOT drawdown of -92.58%. Use the drawdown chart below to compare losses from any high point for FDP and SDOT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.28%
-88.69%
FDP
SDOT

Volatility

FDP vs. SDOT - Volatility Comparison

The current volatility for Fresh Del Monte Produce Inc. (FDP) is 6.50%, while Sadot Group Inc. (SDOT) has a volatility of 15.90%. This indicates that FDP experiences smaller price fluctuations and is considered to be less risky than SDOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
6.50%
15.90%
FDP
SDOT

Financials

FDP vs. SDOT - Financials Comparison

This section allows you to compare key financial metrics between Fresh Del Monte Produce Inc. and Sadot Group 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab