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

Correlation

The correlation between ICL and CTVA 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.


-0.50.00.51.00.4

Performance

ICL vs. CTVA - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
35.50%
113.37%
ICL
CTVA

Key characteristics

Sharpe Ratio

ICL:

0.08

CTVA:

0.83

Sortino Ratio

ICL:

0.37

CTVA:

1.61

Omega Ratio

ICL:

1.04

CTVA:

1.20

Calmar Ratio

ICL:

0.04

CTVA:

0.75

Martin Ratio

ICL:

0.18

CTVA:

4.75

Ulcer Index

ICL:

15.87%

CTVA:

5.22%

Daily Std Dev

ICL:

34.32%

CTVA:

29.80%

Max Drawdown

ICL:

-63.34%

CTVA:

-34.76%

Current Drawdown

ICL:

-51.77%

CTVA:

-12.58%

Fundamentals

Market Cap

ICL:

$6.41B

CTVA:

$40.25B

EPS

ICL:

$0.31

CTVA:

$0.96

PE Ratio

ICL:

16.03

CTVA:

61.01

PEG Ratio

ICL:

9.44

CTVA:

1.15

Total Revenue (TTM)

ICL:

$7.00B

CTVA:

$16.64B

Gross Profit (TTM)

ICL:

$2.31B

CTVA:

$6.94B

EBITDA (TTM)

ICL:

$1.34B

CTVA:

$2.64B

Returns By Period

In the year-to-date period, ICL achieves a 1.77% return, which is significantly lower than CTVA's 21.35% return.


ICL

YTD

1.77%

1M

11.34%

6M

14.40%

1Y

1.57%

5Y*

8.24%

10Y*

1.34%

CTVA

YTD

21.35%

1M

-1.91%

6M

9.25%

1Y

22.97%

5Y*

16.84%

10Y*

N/A

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Risk-Adjusted Performance

ICL vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) and Corteva, Inc. (CTVA). 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-4.00-2.000.002.000.080.83
The chart of Sortino ratio for ICL, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.371.61
The chart of Omega ratio for ICL, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.20
The chart of Calmar ratio for ICL, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.75
The chart of Martin ratio for ICL, currently valued at 0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.000.184.75
ICL
CTVA

The current ICL Sharpe Ratio is 0.08, which is lower than the CTVA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ICL and CTVA, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.08
0.83
ICL
CTVA

Dividends

ICL vs. CTVA - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.01%, more than CTVA's 1.15% yield.


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%
CTVA
Corteva, Inc.
1.15%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ICL vs. CTVA - Drawdown Comparison

The maximum ICL drawdown since its inception was -63.34%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for ICL and CTVA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.77%
-12.58%
ICL
CTVA

Volatility

ICL vs. CTVA - Volatility Comparison

ICL Group Ltd (ICL) has a higher volatility of 10.67% compared to Corteva, Inc. (CTVA) at 8.33%. This indicates that ICL's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.67%
8.33%
ICL
CTVA

Financials

ICL vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between ICL Group Ltd and Corteva, 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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