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

Correlation

The correlation between ICL and CGA is 0.13, 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.


-0.50.00.51.00.1

Performance

ICL vs. CGA - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.99%
-93.05%
ICL
CGA

Key characteristics

Sharpe Ratio

ICL:

0.08

CGA:

-0.19

Sortino Ratio

ICL:

0.37

CGA:

0.62

Omega Ratio

ICL:

1.04

CGA:

1.07

Calmar Ratio

ICL:

0.04

CGA:

-0.24

Martin Ratio

ICL:

0.18

CGA:

-0.72

Ulcer Index

ICL:

15.87%

CGA:

33.10%

Daily Std Dev

ICL:

34.32%

CGA:

123.31%

Max Drawdown

ICL:

-63.34%

CGA:

-99.53%

Current Drawdown

ICL:

-51.77%

CGA:

-99.47%

Fundamentals

Market Cap

ICL:

$6.41B

CGA:

$29.00M

EPS

ICL:

$0.31

CGA:

-$2.15

PEG Ratio

ICL:

9.44

CGA:

0.00

Total Revenue (TTM)

ICL:

$7.00B

CGA:

$90.81M

Gross Profit (TTM)

ICL:

$2.31B

CGA:

$19.06M

EBITDA (TTM)

ICL:

$1.34B

CGA:

-$15.82M

Returns By Period

In the year-to-date period, ICL achieves a 1.77% return, which is significantly higher than CGA's -39.60% return. Over the past 10 years, ICL has outperformed CGA with an annualized return of 1.34%, while CGA has yielded a comparatively lower -21.15% annualized return.


ICL

YTD

1.77%

1M

11.34%

6M

14.40%

1Y

1.57%

5Y*

8.24%

10Y*

1.34%

CGA

YTD

-39.60%

1M

-6.63%

6M

-20.09%

1Y

-9.41%

5Y*

-6.62%

10Y*

-21.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ICL vs. CGA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) and China Green Agriculture, Inc. (CGA). 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 ICL, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.08-0.08
The chart of Sortino ratio for ICL, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.370.88
The chart of Omega ratio for ICL, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.10
The chart of Calmar ratio for ICL, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.10
The chart of Martin ratio for ICL, currently valued at 0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.000.18-0.27
ICL
CGA

The current ICL Sharpe Ratio is 0.08, which is higher than the CGA Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ICL and CGA, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
0.08
-0.08
ICL
CGA

Dividends

ICL vs. CGA - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.01%, while CGA has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
ICL
ICL Group Ltd
4.01%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%
CGA
China Green Agriculture, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.58%

Drawdowns

ICL vs. CGA - Drawdown Comparison

The maximum ICL drawdown since its inception was -63.34%, smaller than the maximum CGA drawdown of -99.53%. Use the drawdown chart below to compare losses from any high point for ICL and CGA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-51.77%
-93.54%
ICL
CGA

Volatility

ICL vs. CGA - Volatility Comparison

The current volatility for ICL Group Ltd (ICL) is 10.67%, while China Green Agriculture, Inc. (CGA) has a volatility of 11.45%. This indicates that ICL experiences smaller price fluctuations and is considered to be less risky than CGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
10.67%
11.45%
ICL
CGA

Financials

ICL vs. CGA - Financials Comparison

This section allows you to compare key financial metrics between ICL Group Ltd and China Green Agriculture, 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
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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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