FMC vs. BAYRY

In the year-to-date period, FMC achieves a -9.26% return, which is significantly higher than BAYRY's -42.05% return. Over the past 10 years, FMC has outperformed BAYRY with an annualized return of 3.16%, while BAYRY has yielded a comparatively lower -14.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FMC Corporation (FMC) and Bayer AG PK (BAYRY). 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 FMC Sharpe Ratio is 0.18, which is higher than the BAYRY Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of FMC and BAYRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMC's dividend yield for the trailing twelve months is around 4.17%, more than BAYRY's 0.56% yield.

The maximum FMC drawdown since its inception was -69.75%, smaller than the maximum BAYRY drawdown of -80.98%. Use the drawdown chart below to compare losses from any high point for FMC and BAYRY. For additional features, visit the drawdowns tool.

The current volatility for FMC Corporation (FMC) is 13.73%, while Bayer AG PK (BAYRY) has a volatility of 15.85%. This indicates that FMC experiences smaller price fluctuations and is considered to be less risky than BAYRY 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 FMC Corporation and Bayer AG PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.