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

Key characteristics


ICLCTVA
YTD Return-3.47%19.57%
1Y Return-17.21%1.52%
3Y Return (Ann)-1.80%8.36%
Sharpe Ratio-0.55-0.00
Daily Std Dev33.98%30.67%
Max Drawdown-79.88%-34.76%
Current Drawdown-54.26%-13.86%

Fundamentals


ICLCTVA
Market Cap$6.18B$40.06B
EPS$0.36$0.99
PE Ratio13.2558.06
PEG Ratio9.442.35
Revenue (TTM)$7.15B$16.83B
Gross Profit (TTM)$5.03B$7.03B
EBITDA (TTM)$1.32B$3.01B

Correlation

-0.50.00.51.00.4

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.

Performance

ICL vs. CTVA - Performance Comparison

In the year-to-date period, ICL achieves a -3.47% return, which is significantly lower than CTVA's 19.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
28.53%
110.24%
ICL
CTVA

Compare stocks, funds, or ETFs

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


ICL Group Ltd

Corteva, Inc.

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.


ICL
Sharpe ratio
The chart of Sharpe ratio for ICL, currently valued at -0.55, compared to the broader market-2.00-1.000.001.002.003.004.00-0.55
Sortino ratio
The chart of Sortino ratio for ICL, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.006.00-0.63
Omega ratio
The chart of Omega ratio for ICL, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for ICL, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32
Martin ratio
The chart of Martin ratio for ICL, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03
CTVA
Sharpe ratio
The chart of Sharpe ratio for CTVA, currently valued at -0.00, compared to the broader market-2.00-1.000.001.002.003.004.00-0.00
Sortino ratio
The chart of Sortino ratio for CTVA, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.006.000.25
Omega ratio
The chart of Omega ratio for CTVA, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for CTVA, currently valued at -0.00, compared to the broader market0.002.004.006.00-0.00
Martin ratio
The chart of Martin ratio for CTVA, currently valued at -0.01, compared to the broader market-10.000.0010.0020.0030.00-0.01

ICL vs. CTVA - Sharpe Ratio Comparison

The current ICL Sharpe Ratio is -0.55, which is lower than the CTVA Sharpe Ratio of -0.00. The chart below compares the 12-month rolling Sharpe Ratio of ICL and CTVA.


Rolling 12-month Sharpe Ratio-1.00-0.500.00December2024FebruaryMarchAprilMay
-0.55
-0.00
ICL
CTVA

Dividends

ICL vs. CTVA - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 10.81%, more than CTVA's 1.10% yield.


TTM20232022202120202019201820172016201520142013
ICL
ICL Group Ltd
10.81%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%15.16%20.42%
CTVA
Corteva, Inc.
1.10%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ICL vs. CTVA - Drawdown Comparison

The maximum ICL drawdown since its inception was -79.88%, 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%December2024FebruaryMarchAprilMay
-54.26%
-13.86%
ICL
CTVA

Volatility

ICL vs. CTVA - Volatility Comparison

ICL Group Ltd (ICL) and Corteva, Inc. (CTVA) have volatilities of 7.14% and 7.42%, 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.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
7.14%
7.42%
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