FMC vs. BG

Last updated Apr 1, 2026

Compare and contrast key facts about FMC Corporation (FMC) and Bunge Limited (BG).

Performance

FMC vs. BG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMC Corporation (FMC) and Bunge Limited (BG). The values are adjusted to include any dividend payments, if applicable.

FMC vs. BG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FMC FMC Corporation	24.75%	-69.98%	-19.72%	-48.02%	15.70%	-2.59%	17.32%	84.70%	-20.97%	68.80%
BG Bunge Limited	43.61%	18.56%	-20.74%	3.79%	9.28%	46.77%	18.92%	11.77%	-17.99%	-4.76%

Fundamentals

Market Cap FMC : $2.16B BG : $24.80B
EPS FMC : -$17.87 BG : $5.24
PS Ratio FMC : 0.62 BG : 0.28
Total Revenue (TTM) FMC : $3.47B BG : $70.33B
Gross Profit (TTM) FMC : $1.28B BG : $3.41B
EBITDA (TTM) FMC : -$1.71B BG : $2.03B

Returns By Period

In the year-to-date period, FMC achieves a 24.75% return, which is significantly lower than BG's 43.61% return. Over the past 10 years, FMC has underperformed BG with an annualized return of -3.21%, while BG has yielded a comparatively higher 11.68% annualized return.

FMC

• 1D: 2.93%
• 1M: 17.38%
• YTD: 24.75%
• 6M: -48.25%
• 1Y: -57.45%
• 3Y*: -45.84%
• 5Y*: -29.03%
• 10Y*: -3.21%

BG

• 1D: 0.73%
• 1M: 5.43%
• YTD: 43.61%
• 6M: 58.61%
• 1Y: 71.59%
• 3Y*: 13.29%
• 5Y*: 12.79%
• 10Y*: 11.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FMC vs. BG — Risk / Return Rank

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

FMC

FMC Risk / Return Rank: 12
FMC Sharpe Ratio Rank: 8
FMC Sortino Ratio Rank: 12
FMC Omega Ratio Rank: 8
FMC Calmar Ratio Rank: 14
FMC Martin Ratio Rank: 17

BG

BG Risk / Return Rank: 92
BG Sharpe Ratio Rank: 93
BG Sortino Ratio Rank: 94
BG Omega Ratio Rank: 90
BG Calmar Ratio Rank: 93
BG Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMC vs. BG - Risk-Adjusted Trends 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	BG	Difference
Sharpe ratio Return per unit of total volatility	-0.84	2.21	-3.05
Sortino ratio Return per unit of downside risk	-0.94	3.25	-4.20
Omega ratio Gain probability vs. loss probability	0.83	1.39	-0.56
Calmar ratio Return relative to maximum drawdown	-0.79	4.65	-5.44
Martin ratio Return relative to average drawdown	-1.27	12.74	-14.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FMC vs. BG - Sharpe Ratio Comparison

The current FMC Sharpe Ratio is -0.84, which is lower than the BG Sharpe Ratio of 2.21. 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.

Sharpe Ratios by Period

	FMC	BG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.84	2.21	-3.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.63	0.44	-1.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	0.38	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.33	-0.29

Correlation

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.

Dividends

FMC vs. BG - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 7.67%, more than BG's 2.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FMC FMC Corporation	7.67%	13.12%	4.77%	3.68%	1.74%	1.79%	1.57%	12.47%	1.21%	0.70%	1.17%	1.69%
BG Bunge Limited	2.20%	3.12%	3.48%	2.55%	2.31%	2.76%	3.05%	3.48%	3.59%	2.62%	2.21%	2.11%

Drawdowns

FMC vs. BG - Drawdown Comparison

The maximum FMC drawdown since its inception was -90.07%, which is greater than BG's maximum drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for FMC and BG.

Drawdown Indicators

	FMC	BG	Difference
Max Drawdown Largest peak-to-trough decline	-90.07%	-77.34%	-12.73%
Max Drawdown (1Y) Largest decline over 1 year	-72.12%	-15.39%	-56.73%
Max Drawdown (5Y) Largest decline over 5 years	-90.07%	-41.49%	-48.58%
Max Drawdown (10Y) Largest decline over 10 years	-90.07%	-60.49%	-29.58%
Current Drawdown Current decline from peak	-85.82%	-1.18%	-84.64%
Average Drawdown Average peak-to-trough decline	-36.35%	-29.09%	-7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.74%	5.62%	+39.12%

Volatility

FMC vs. BG - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 17.12% compared to Bunge Limited (BG) at 9.35%. 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.

Volatility by Period

	FMC	BG	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.12%	9.35%	+7.77%
Volatility (6M) Calculated over the trailing 6-month period	75.12%	21.25%	+53.87%
Volatility (1Y) Calculated over the trailing 1-year period	68.62%	32.49%	+36.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.04%	29.19%	+16.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.67%	30.86%	+9.81%

Financials