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

Correlation

The correlation between FMC and ICL is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FMC vs. ICL - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
26.30%
102.25%
FMC
ICL

Key characteristics

Sharpe Ratio

FMC:

0.01

ICL:

1.25

Sortino Ratio

FMC:

0.33

ICL:

1.89

Omega Ratio

FMC:

1.04

ICL:

1.22

Calmar Ratio

FMC:

0.00

ICL:

0.75

Martin Ratio

FMC:

0.02

ICL:

2.89

Ulcer Index

FMC:

12.18%

ICL:

15.03%

Daily Std Dev

FMC:

42.63%

ICL:

34.65%

Max Drawdown

FMC:

-69.75%

ICL:

-57.74%

Current Drawdown

FMC:

-58.37%

ICL:

-32.80%

Fundamentals

Market Cap

FMC:

$6.68B

ICL:

$7.63B

EPS

FMC:

$12.17

ICL:

$0.32

PE Ratio

FMC:

4.39

ICL:

18.47

PEG Ratio

FMC:

1.85

ICL:

9.44

Total Revenue (TTM)

FMC:

$3.02B

ICL:

$5.22B

Gross Profit (TTM)

FMC:

$1.13B

ICL:

$1.72B

EBITDA (TTM)

FMC:

$404.50M

ICL:

$1.08B

Returns By Period

In the year-to-date period, FMC achieves a 9.92% return, which is significantly lower than ICL's 19.64% return. Over the past 10 years, FMC has underperformed ICL with an annualized return of 2.51%, while ICL has yielded a comparatively higher 6.66% annualized return.


FMC

YTD

9.92%

1M

12.99%

6M

-5.64%

1Y

-0.03%

5Y*

-9.58%

10Y*

2.51%

ICL

YTD

19.64%

1M

21.86%

6M

31.64%

1Y

37.96%

5Y*

17.57%

10Y*

6.66%

*Annualized

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Risk-Adjusted Performance

FMC vs. ICL — Risk-Adjusted Performance Rank

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

FMC
The Risk-Adjusted Performance Rank of FMC is 4343
Overall Rank
The Sharpe Ratio Rank of FMC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FMC is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FMC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FMC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FMC is 4545
Martin Ratio Rank

ICL
The Risk-Adjusted Performance Rank of ICL is 7676
Overall Rank
The Sharpe Ratio Rank of ICL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ICL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ICL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ICL is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ICL is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMC vs. ICL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMC Corporation (FMC) and ICL Group Ltd (ICL). 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 0.01, compared to the broader market-2.000.002.004.000.011.25
The chart of Sortino ratio for FMC, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.331.89
The chart of Omega ratio for FMC, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.22
The chart of Calmar ratio for FMC, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.75
The chart of Martin ratio for FMC, currently valued at 0.02, compared to the broader market-10.000.0010.0020.0030.000.022.89
FMC
ICL

The current FMC Sharpe Ratio is 0.01, which is lower than the ICL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FMC and ICL, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.01
1.25
FMC
ICL

Dividends

FMC vs. ICL - Dividend Comparison

FMC's dividend yield for the trailing twelve months is around 4.34%, more than ICL's 4.13% yield.


TTM20242023202220212020201920182017201620152014
FMC
FMC Corporation
4.34%4.77%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%
ICL
ICL Group Ltd
4.13%4.94%18.22%24.74%7.14%3.65%8.89%6.64%5.79%4.92%10.84%2.72%

Drawdowns

FMC vs. ICL - Drawdown Comparison

The maximum FMC drawdown since its inception was -69.75%, which is greater than ICL's maximum drawdown of -57.74%. Use the drawdown chart below to compare losses from any high point for FMC and ICL. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-58.37%
-32.80%
FMC
ICL

Volatility

FMC vs. ICL - Volatility Comparison

FMC Corporation (FMC) has a higher volatility of 10.75% compared to ICL Group Ltd (ICL) at 9.47%. This indicates that FMC's price experiences larger fluctuations and is considered to be riskier than ICL 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%AugustSeptemberOctoberNovemberDecember2025
10.75%
9.47%
FMC
ICL

Financials

FMC vs. ICL - Financials Comparison

This section allows you to compare key financial metrics between FMC Corporation and ICL Group Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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