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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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
47.79%
20.96%
ICL
CTVA

Key characteristics

Sharpe Ratio

ICL:

1.00

CTVA:

0.88

Sortino Ratio

ICL:

1.60

CTVA:

1.33

Omega Ratio

ICL:

1.19

CTVA:

1.17

Calmar Ratio

ICL:

0.55

CTVA:

0.88

Martin Ratio

ICL:

2.23

CTVA:

3.66

Ulcer Index

ICL:

15.63%

CTVA:

5.62%

Daily Std Dev

ICL:

34.68%

CTVA:

23.40%

Max Drawdown

ICL:

-63.35%

CTVA:

-34.76%

Current Drawdown

ICL:

-39.56%

CTVA:

-2.55%

Fundamentals

Market Cap

ICL:

$7.91B

CTVA:

$44.19B

EPS

ICL:

$0.31

CTVA:

$1.22

PE Ratio

ICL:

19.77

CTVA:

52.84

PEG Ratio

ICL:

9.44

CTVA:

1.41

Total Revenue (TTM)

ICL:

$5.22B

CTVA:

$16.91B

Gross Profit (TTM)

ICL:

$1.72B

CTVA:

$7.08B

EBITDA (TTM)

ICL:

$1.08B

CTVA:

$2.59B

Returns By Period

In the year-to-date period, ICL achieves a 24.09% return, which is significantly higher than CTVA's 13.17% return.


ICL

YTD

24.09%

1M

3.72%

6M

47.80%

1Y

27.05%

5Y*

17.76%

10Y*

3.97%

CTVA

YTD

13.17%

1M

3.43%

6M

20.96%

1Y

19.00%

5Y*

16.91%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ICL vs. CTVA — Risk-Adjusted Performance Rank

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

ICL
The Risk-Adjusted Performance Rank of ICL is 6969
Overall Rank
The Sharpe Ratio Rank of ICL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ICL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ICL is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ICL is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ICL is 6767
Martin Ratio Rank

CTVA
The Risk-Adjusted Performance Rank of CTVA is 7171
Overall Rank
The Sharpe Ratio Rank of CTVA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CTVA is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CTVA is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CTVA is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CTVA is 7474
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.

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 1.00, compared to the broader market-2.000.002.004.001.000.88
The chart of Sortino ratio for ICL, currently valued at 1.60, compared to the broader market-6.00-4.00-2.000.002.004.006.001.601.33
The chart of Omega ratio for ICL, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.17
The chart of Calmar ratio for ICL, currently valued at 0.55, compared to the broader market0.002.004.006.000.550.88
The chart of Martin ratio for ICL, currently valued at 2.23, compared to the broader market0.0010.0020.0030.002.233.66
ICL
CTVA

The current ICL Sharpe Ratio is 1.00, which is comparable to the CTVA Sharpe Ratio of 0.88. 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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.00
0.88
ICL
CTVA

Dividends

ICL vs. CTVA - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 3.20%, more than CTVA's 1.02% yield.


TTM20242023202220212020201920182017201620152014
ICL
ICL Group Ltd
3.20%3.97%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%
CTVA
Corteva, Inc.
1.02%1.16%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 -63.35%, 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%SeptemberOctoberNovemberDecember2025February
-39.56%
-2.55%
ICL
CTVA

Volatility

ICL vs. CTVA - Volatility Comparison

ICL Group Ltd (ICL) has a higher volatility of 8.45% compared to Corteva, Inc. (CTVA) at 6.75%. 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%SeptemberOctoberNovemberDecember2025February
8.45%
6.75%
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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