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FMC vs. BG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.00%
-12.41%
FMC
BG

Returns By Period

In the year-to-date period, FMC achieves a -4.82% return, which is significantly higher than BG's -9.92% return. Over the past 10 years, FMC has outperformed BG with an annualized return of 3.62%, while BG has yielded a comparatively lower 2.67% annualized return.


FMC

YTD

-4.82%

1M

-6.49%

6M

-1.00%

1Y

14.01%

5Y (annualized)

-7.59%

10Y (annualized)

3.62%

BG

YTD

-9.92%

1M

-0.37%

6M

-12.41%

1Y

-16.99%

5Y (annualized)

13.56%

10Y (annualized)

2.67%

Fundamentals


FMCBG
Market Cap$7.14B$12.30B
EPS$12.19$7.89
PE Ratio4.6911.16
PEG Ratio1.851.71
Total Revenue (TTM)$4.17B$54.50B
Gross Profit (TTM)$1.56B$3.60B
EBITDA (TTM)$511.80M$2.56B

Key characteristics


FMCBG
Sharpe Ratio0.32-0.66
Sortino Ratio0.79-0.75
Omega Ratio1.100.91
Calmar Ratio0.22-0.52
Martin Ratio1.34-1.26
Ulcer Index10.31%12.66%
Daily Std Dev42.91%24.28%
Max Drawdown-69.75%-77.34%
Current Drawdown-55.10%-25.15%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.32-0.66
The chart of Sortino ratio for FMC, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.79-0.75
The chart of Omega ratio for FMC, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.91
The chart of Calmar ratio for FMC, currently valued at 0.22, compared to the broader market0.002.004.006.000.22-0.52
The chart of Martin ratio for FMC, currently valued at 1.34, compared to the broader market0.0010.0020.0030.001.34-1.26
FMC
BG

The current FMC Sharpe Ratio is 0.32, which is higher than the BG Sharpe Ratio of -0.66. 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
0.32
-0.66
FMC
BG

Dividends

FMC vs. BG - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 3.98%, more than BG's 3.06% yield.


TTM20232022202120202019201820172016201520142013
FMC
FMC Corporation
3.98%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
3.06%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
-55.10%
-25.15%
FMC
BG

Volatility

FMC vs. BG - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 14.33% compared to Bunge Limited (BG) at 7.10%. 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%JuneJulyAugustSeptemberOctoberNovember
14.33%
7.10%
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