ICL vs. FMC

In the year-to-date period, ICL achieves a 40.80% return, which is significantly higher than FMC's -23.26% return. Over the past 10 years, ICL has outperformed FMC with an annualized return of 5.49%, while FMC has yielded a comparatively lower -1.23% annualized return.

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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.

The current ICL Sharpe Ratio is 1.40, which is higher than the FMC Sharpe Ratio of -0.82. 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.

ICL's dividend yield for the trailing twelve months is around 2.73%, less than FMC's 6.31% yield.

The maximum ICL drawdown since its inception was -63.35%, smaller than the maximum FMC drawdown of -73.16%. Use the drawdown chart below to compare losses from any high point for ICL and FMC. For additional features, visit the drawdowns tool.

The current volatility for ICL Group Ltd (ICL) is 6.49%, while FMC Corporation (FMC) has a volatility of 13.48%. 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.

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.