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HRL vs. CAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HRL vs. CAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hormel Foods Corporation (HRL) and Conagra Brands, Inc. (CAG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-13.23%
-9.73%
HRL
CAG

Returns By Period

In the year-to-date period, HRL achieves a -2.49% return, which is significantly lower than CAG's -0.84% return. Over the past 10 years, HRL has outperformed CAG with an annualized return of 3.40%, while CAG has yielded a comparatively lower 2.97% annualized return.


HRL

YTD

-2.49%

1M

-3.51%

6M

-13.23%

1Y

-3.52%

5Y (annualized)

-4.13%

10Y (annualized)

3.40%

CAG

YTD

-0.84%

1M

-6.99%

6M

-9.73%

1Y

0.78%

5Y (annualized)

2.58%

10Y (annualized)

2.97%

Fundamentals


HRLCAG
Market Cap$16.57B$12.94B
EPS$1.43$1.02
PE Ratio21.1326.59
PEG Ratio2.500.32
Total Revenue (TTM)$8.78B$11.94B
Gross Profit (TTM)$1.52B$3.27B
EBITDA (TTM)$1.02B$1.27B

Key characteristics


HRLCAG
Sharpe Ratio-0.100.05
Sortino Ratio0.040.22
Omega Ratio1.011.03
Calmar Ratio-0.060.04
Martin Ratio-0.260.18
Ulcer Index10.47%6.31%
Daily Std Dev27.01%22.21%
Max Drawdown-45.01%-56.94%
Current Drawdown-40.59%-27.69%

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Correlation

-0.50.00.51.00.3

The correlation between HRL and CAG is 0.34, 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

HRL vs. CAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hormel Foods Corporation (HRL) and Conagra Brands, Inc. (CAG). 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 HRL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.100.05
The chart of Sortino ratio for HRL, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.040.22
The chart of Omega ratio for HRL, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.03
The chart of Calmar ratio for HRL, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.04
The chart of Martin ratio for HRL, currently valued at -0.26, compared to the broader market-10.000.0010.0020.0030.00-0.260.18
HRL
CAG

The current HRL Sharpe Ratio is -0.10, which is lower than the CAG Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of HRL and CAG, 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
-0.10
0.05
HRL
CAG

Dividends

HRL vs. CAG - Dividend Comparison

HRL's dividend yield for the trailing twelve months is around 3.75%, less than CAG's 5.16% yield.


TTM20232022202120202019201820172016201520142013
HRL
Hormel Foods Corporation
3.75%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
CAG
Conagra Brands, Inc.
5.16%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%2.97%

Drawdowns

HRL vs. CAG - Drawdown Comparison

The maximum HRL drawdown since its inception was -45.01%, smaller than the maximum CAG drawdown of -56.94%. Use the drawdown chart below to compare losses from any high point for HRL and CAG. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-40.59%
-27.69%
HRL
CAG

Volatility

HRL vs. CAG - Volatility Comparison

Hormel Foods Corporation (HRL) and Conagra Brands, Inc. (CAG) have volatilities of 5.44% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.44%
5.37%
HRL
CAG

Financials

HRL vs. CAG - Financials Comparison

This section allows you to compare key financial metrics between Hormel Foods Corporation and Conagra Brands, Inc.. 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