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HSY vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HSY vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hershey Company (HSY) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JuneJulyAugustSeptemberOctoberNovember
11,788.65%
3,105.17%
HSY
ADM

Returns By Period

In the year-to-date period, HSY achieves a -6.39% return, which is significantly higher than ADM's -24.18% return. Over the past 10 years, HSY has outperformed ADM with an annualized return of 8.48%, while ADM has yielded a comparatively lower 2.95% annualized return.


HSY

YTD

-6.39%

1M

-7.94%

6M

-16.86%

1Y

-10.95%

5Y (annualized)

5.19%

10Y (annualized)

8.48%

ADM

YTD

-24.18%

1M

-5.41%

6M

-12.68%

1Y

-25.96%

5Y (annualized)

7.21%

10Y (annualized)

2.95%

Fundamentals


HSYADM
Market Cap$36.73B$24.59B
EPS$8.69$5.02
PE Ratio20.8910.25
PEG Ratio3.8116.43
Total Revenue (TTM)$10.97B$67.06B
Gross Profit (TTM)$4.77B$4.45B
EBITDA (TTM)$2.70B$2.58B

Key characteristics


HSYADM
Sharpe Ratio-0.52-0.78
Sortino Ratio-0.61-0.81
Omega Ratio0.930.85
Calmar Ratio-0.30-0.57
Martin Ratio-1.53-1.30
Ulcer Index7.09%20.19%
Daily Std Dev21.15%33.75%
Max Drawdown-49.16%-68.01%
Current Drawdown-35.86%-42.64%

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Correlation

-0.50.00.51.00.3

The correlation between HSY and ADM is 0.30, 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

HSY vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) and Archer-Daniels-Midland Company (ADM). 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 HSY, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.52-0.77
The chart of Sortino ratio for HSY, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.80
The chart of Omega ratio for HSY, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.85
The chart of Calmar ratio for HSY, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.56
The chart of Martin ratio for HSY, currently valued at -1.53, compared to the broader market0.0010.0020.0030.00-1.53-1.28
HSY
ADM

The current HSY Sharpe Ratio is -0.52, which is higher than the ADM Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HSY and ADM, 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.52
-0.77
HSY
ADM

Dividends

HSY vs. ADM - Dividend Comparison

HSY's dividend yield for the trailing twelve months is around 2.40%, less than ADM's 2.81% yield.


TTM20232022202120202019201820172016201520142013
HSY
The Hershey Company
2.40%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
ADM
Archer-Daniels-Midland Company
2.81%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

HSY vs. ADM - Drawdown Comparison

The maximum HSY drawdown since its inception was -49.16%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for HSY and ADM. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%JuneJulyAugustSeptemberOctoberNovember
-35.86%
-42.64%
HSY
ADM

Volatility

HSY vs. ADM - Volatility Comparison

The Hershey Company (HSY) and Archer-Daniels-Midland Company (ADM) have volatilities of 8.13% and 8.18%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.13%
8.18%
HSY
ADM

Financials

HSY vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between The Hershey Company and Archer-Daniels-Midland Company. 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