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

Key characteristics


FMCBG
YTD Return3.04%-16.42%
1Y Return18.37%-19.95%
3Y Return (Ann)-13.19%-1.31%
5Y Return (Ann)-6.05%11.47%
10Y Return (Ann)4.35%2.11%
Sharpe Ratio0.71-0.83
Sortino Ratio1.32-1.01
Omega Ratio1.160.87
Calmar Ratio0.49-0.65
Martin Ratio3.14-1.74
Ulcer Index9.91%11.46%
Daily Std Dev43.90%23.94%
Max Drawdown-69.75%-77.34%
Current Drawdown-51.39%-30.54%

Fundamentals


FMCBG
Market Cap$7.88B$11.54B
EPS$12.19$7.89
PE Ratio5.1810.47
PEG Ratio1.851.71
Total Revenue (TTM)$4.17B$54.50B
Gross Profit (TTM)$1.56B$3.60B
EBITDA (TTM)$778.80M$2.37B

Correlation

-0.50.00.51.00.4

The correlation between FMC and BG is 0.37, 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

FMC vs. BG - Performance Comparison

In the year-to-date period, FMC achieves a 3.04% return, which is significantly higher than BG's -16.42% return. Over the past 10 years, FMC has outperformed BG with an annualized return of 4.35%, while BG has yielded a comparatively lower 2.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.55%
-18.10%
FMC
BG

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

FMC vs. BG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMC Corporation (FMC) and Bunge Limited (BG). 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.


FMC
Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71
Sortino ratio
The chart of Sortino ratio for FMC, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.32
Omega ratio
The chart of Omega ratio for FMC, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for FMC, currently valued at 0.49, compared to the broader market0.002.004.006.000.49
Martin ratio
The chart of Martin ratio for FMC, currently valued at 3.14, compared to the broader market0.0010.0020.0030.003.14
BG
Sharpe ratio
The chart of Sharpe ratio for BG, 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 BG, currently valued at -1.01, compared to the broader market-4.00-2.000.002.004.00-1.01
Omega ratio
The chart of Omega ratio for BG, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for BG, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.65
Martin ratio
The chart of Martin ratio for BG, currently valued at -1.74, compared to the broader market0.0010.0020.0030.00-1.74

FMC vs. BG - Sharpe Ratio Comparison

The current FMC Sharpe Ratio is 0.71, which is higher than the BG Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of FMC and BG, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.71
-0.83
FMC
BG

Dividends

FMC vs. BG - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 3.67%, more than BG's 3.25% yield.


TTM20232022202120202019201820172016201520142013
FMC
FMC Corporation
3.67%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%
BG
Bunge Limited
3.25%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%

Drawdowns

FMC vs. BG - Drawdown Comparison

The maximum FMC drawdown since its inception was -69.75%, smaller than the maximum BG drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for FMC and BG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-51.39%
-30.54%
FMC
BG

Volatility

FMC vs. BG - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 12.58% compared to Bunge Limited (BG) at 8.20%. This indicates that FMC's price experiences larger fluctuations and is considered to be riskier than BG 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%16.00%JuneJulyAugustSeptemberOctoberNovember
12.58%
8.20%
FMC
BG

Financials

FMC vs. BG - Financials Comparison

This section allows you to compare key financial metrics between FMC Corporation and Bunge Limited. 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