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

Key characteristics


ICLFMC
YTD Return-8.61%3.53%
1Y Return-7.29%18.93%
3Y Return (Ann)-13.67%-13.68%
5Y Return (Ann)6.31%-6.08%
10Y Return (Ann)1.04%4.45%
Sharpe Ratio-0.180.48
Sortino Ratio-0.021.00
Omega Ratio1.001.12
Calmar Ratio-0.100.33
Martin Ratio-0.402.06
Ulcer Index15.42%9.92%
Daily Std Dev34.74%42.99%
Max Drawdown-63.35%-69.75%
Current Drawdown-56.69%-51.15%

Fundamentals


ICLFMC
Market Cap$5.78B$7.92B
EPS$0.33$12.19
PE Ratio13.455.21
PEG Ratio9.441.85
Total Revenue (TTM)$5.23B$4.17B
Gross Profit (TTM)$1.70B$1.56B
EBITDA (TTM)$1.05B$778.80M

Correlation

-0.50.00.51.00.4

The correlation between ICL and FMC is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ICL vs. FMC - Performance Comparison

In the year-to-date period, ICL achieves a -8.61% return, which is significantly lower than FMC's 3.53% return. Over the past 10 years, ICL has underperformed FMC with an annualized return of 1.04%, while FMC has yielded a comparatively higher 4.45% annualized 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%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.45%
-3.11%
ICL
FMC

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Risk-Adjusted Performance

ICL vs. FMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) and FMC Corporation (FMC). 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 -0.18, compared to the broader market-4.00-2.000.002.00-0.18
Sortino ratio
The chart of Sortino ratio for ICL, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02
Omega ratio
The chart of Omega ratio for ICL, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for ICL, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10
Martin ratio
The chart of Martin ratio for ICL, currently valued at -0.40, compared to the broader market-10.000.0010.0020.0030.00-0.40
FMC
Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.48
Sortino ratio
The chart of Sortino ratio for FMC, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.00
Omega ratio
The chart of Omega ratio for FMC, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for FMC, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for FMC, currently valued at 2.06, compared to the broader market-10.000.0010.0020.0030.002.06

ICL vs. FMC - Sharpe Ratio Comparison

The current ICL Sharpe Ratio is -0.18, which is lower than the FMC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ICL and FMC, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.18
0.48
ICL
FMC

Dividends

ICL vs. FMC - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.39%, more than FMC's 3.66% yield.


TTM20232022202120202019201820172016201520142013
ICL
ICL Group Ltd
4.39%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%0.00%
FMC
FMC Corporation
3.66%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Drawdowns

ICL vs. FMC - Drawdown Comparison

The maximum ICL drawdown since its inception was -63.35%, smaller than the maximum FMC drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for ICL and FMC. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-56.69%
-51.15%
ICL
FMC

Volatility

ICL vs. FMC - Volatility Comparison

The current volatility for ICL Group Ltd (ICL) is 10.16%, while FMC Corporation (FMC) has a volatility of 12.60%. This indicates that ICL experiences smaller price fluctuations and is considered to be less risky than FMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.16%
12.60%
ICL
FMC

Financials

ICL vs. FMC - Financials Comparison

This section allows you to compare key financial metrics between ICL Group Ltd and FMC Corporation. 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