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

Performance

FMC vs. BHP - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JuneJulyAugustSeptemberOctoberNovember
1,637.06%
6,399.50%
FMC
BHP

Returns By Period

In the year-to-date period, FMC achieves a -10.48% return, which is significantly higher than BHP's -19.99% return. Over the past 10 years, FMC has underperformed BHP with an annualized return of 3.12%, while BHP has yielded a comparatively higher 6.98% annualized return.


FMC

YTD

-10.48%

1M

-12.48%

6M

-12.60%

1Y

6.17%

5Y (annualized)

-8.76%

10Y (annualized)

3.12%

BHP

YTD

-19.99%

1M

-9.24%

6M

-13.28%

1Y

-10.27%

5Y (annualized)

8.66%

10Y (annualized)

6.98%

Fundamentals


FMCBHP
Market Cap$6.98B$136.38B
EPS$12.19$3.11
PE Ratio4.5916.91
PEG Ratio1.850.00
Total Revenue (TTM)$4.17B$55.53B
Gross Profit (TTM)$1.56B$19.00B
EBITDA (TTM)$778.80M$24.28B

Key characteristics


FMCBHP
Sharpe Ratio0.15-0.39
Sortino Ratio0.55-0.39
Omega Ratio1.070.95
Calmar Ratio0.11-0.42
Martin Ratio0.65-0.70
Ulcer Index10.20%13.93%
Daily Std Dev42.86%25.24%
Max Drawdown-69.75%-75.95%
Current Drawdown-57.76%-20.67%

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Correlation

-0.50.00.51.00.4

The correlation between FMC and BHP is 0.39, 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. BHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMC Corporation (FMC) and BHP Group (BHP). 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 0.15, compared to the broader market-4.00-2.000.002.004.000.15-0.38
The chart of Sortino ratio for FMC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.37
The chart of Omega ratio for FMC, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.96
The chart of Calmar ratio for FMC, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.40
The chart of Martin ratio for FMC, currently valued at 0.65, compared to the broader market0.0010.0020.0030.000.65-0.68
FMC
BHP

The current FMC Sharpe Ratio is 0.15, which is higher than the BHP Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of FMC and BHP, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.15
-0.38
FMC
BHP

Dividends

FMC vs. BHP - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 4.23%, less than BHP's 5.63% yield.


TTM20232022202120202019201820172016201520142013
FMC
FMC Corporation
4.23%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%
BHP
BHP Group
5.63%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%

Drawdowns

FMC vs. BHP - Drawdown Comparison

The maximum FMC drawdown since its inception was -69.75%, smaller than the maximum BHP drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for FMC and BHP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-57.76%
-20.67%
FMC
BHP

Volatility

FMC vs. BHP - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 13.58% compared to BHP Group (BHP) at 7.58%. This indicates that FMC's price experiences larger fluctuations and is considered to be riskier than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.58%
7.58%
FMC
BHP

Financials

FMC vs. BHP - Financials Comparison

This section allows you to compare key financial metrics between FMC Corporation and BHP Group. 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