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

Correlation

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.


-0.50.00.51.00.4

Performance

ICL vs. FMC - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
31.64%
-5.64%
ICL
FMC

Key characteristics

Sharpe Ratio

ICL:

1.25

FMC:

0.01

Sortino Ratio

ICL:

1.89

FMC:

0.33

Omega Ratio

ICL:

1.22

FMC:

1.04

Calmar Ratio

ICL:

0.75

FMC:

0.00

Martin Ratio

ICL:

2.89

FMC:

0.02

Ulcer Index

ICL:

15.03%

FMC:

12.18%

Daily Std Dev

ICL:

34.65%

FMC:

42.63%

Max Drawdown

ICL:

-57.74%

FMC:

-69.75%

Current Drawdown

ICL:

-32.80%

FMC:

-58.37%

Fundamentals

Market Cap

ICL:

$7.63B

FMC:

$6.68B

EPS

ICL:

$0.32

FMC:

$12.17

PE Ratio

ICL:

18.47

FMC:

4.39

PEG Ratio

ICL:

9.44

FMC:

1.85

Total Revenue (TTM)

ICL:

$5.22B

FMC:

$3.02B

Gross Profit (TTM)

ICL:

$1.72B

FMC:

$1.13B

EBITDA (TTM)

ICL:

$1.08B

FMC:

$404.50M

Returns By Period

In the year-to-date period, ICL achieves a 19.64% return, which is significantly higher than FMC's 9.92% return. Over the past 10 years, ICL has outperformed FMC with an annualized return of 6.74%, while FMC has yielded a comparatively lower 2.60% annualized return.


ICL

YTD

19.64%

1M

22.36%

6M

31.64%

1Y

41.08%

5Y*

17.57%

10Y*

6.74%

FMC

YTD

9.92%

1M

10.11%

6M

-5.64%

1Y

1.08%

5Y*

-9.58%

10Y*

2.60%

*Annualized

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Risk-Adjusted Performance

ICL vs. FMC — 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 7777
Overall Rank
The Sharpe Ratio Rank of ICL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ICL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ICL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ICL is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ICL is 7272
Martin Ratio Rank

FMC
The Risk-Adjusted Performance Rank of FMC is 4444
Overall Rank
The Sharpe Ratio Rank of FMC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FMC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FMC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FMC is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FMC is 4646
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. 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.


Sharpe ratio
The chart of Sharpe ratio for ICL, currently valued at 1.25, compared to the broader market-2.000.002.004.001.250.01
The chart of Sortino ratio for ICL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.33
The chart of Omega ratio for ICL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.04
The chart of Calmar ratio for ICL, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.00
The chart of Martin ratio for ICL, currently valued at 2.89, compared to the broader market-10.000.0010.0020.002.890.02
ICL
FMC

The current ICL Sharpe Ratio is 1.25, which is higher than the FMC Sharpe Ratio of 0.01. 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
1.25
0.01
ICL
FMC

Dividends

ICL vs. FMC - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.13%, less than FMC's 4.34% yield.


TTM20242023202220212020201920182017201620152014
ICL
ICL Group Ltd
4.13%4.94%18.22%24.74%7.14%3.65%8.89%6.64%5.79%4.92%10.84%2.72%
FMC
FMC Corporation
4.34%4.77%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%

Drawdowns

ICL vs. FMC - Drawdown Comparison

The maximum ICL drawdown since its inception was -57.74%, 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.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-32.80%
-58.37%
ICL
FMC

Volatility

ICL vs. FMC - Volatility Comparison

The current volatility for ICL Group Ltd (ICL) is 9.47%, while FMC Corporation (FMC) has a volatility of 10.75%. 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%AugustSeptemberOctoberNovemberDecember2025
9.47%
10.75%
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
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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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