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

Correlation

The correlation between ICL and MOS is 0.47, 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.


-0.50.00.51.00.5

Performance

ICL vs. MOS - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.99%
-36.41%
ICL
MOS

Key characteristics

Sharpe Ratio

ICL:

0.08

MOS:

-0.96

Sortino Ratio

ICL:

0.37

MOS:

-1.33

Omega Ratio

ICL:

1.04

MOS:

0.85

Calmar Ratio

ICL:

0.04

MOS:

-0.39

Martin Ratio

ICL:

0.18

MOS:

-1.50

Ulcer Index

ICL:

15.87%

MOS:

20.74%

Daily Std Dev

ICL:

34.32%

MOS:

32.34%

Max Drawdown

ICL:

-63.34%

MOS:

-94.70%

Current Drawdown

ICL:

-51.77%

MOS:

-80.24%

Fundamentals

Market Cap

ICL:

$6.41B

MOS:

$8.08B

EPS

ICL:

$0.31

MOS:

$1.13

PE Ratio

ICL:

16.03

MOS:

22.51

PEG Ratio

ICL:

9.44

MOS:

1.86

Total Revenue (TTM)

ICL:

$7.00B

MOS:

$11.46B

Gross Profit (TTM)

ICL:

$2.31B

MOS:

$1.80B

EBITDA (TTM)

ICL:

$1.34B

MOS:

$2.02B

Returns By Period

In the year-to-date period, ICL achieves a 1.77% return, which is significantly higher than MOS's -30.61% return. Over the past 10 years, ICL has outperformed MOS with an annualized return of 1.34%, while MOS has yielded a comparatively lower -4.57% annualized return.


ICL

YTD

1.77%

1M

11.34%

6M

14.40%

1Y

1.57%

5Y*

8.24%

10Y*

1.34%

MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

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Risk-Adjusted Performance

ICL vs. MOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) and The Mosaic Company (MOS). 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 0.08, compared to the broader market-4.00-2.000.002.000.08-0.96
The chart of Sortino ratio for ICL, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37-1.33
The chart of Omega ratio for ICL, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.85
The chart of Calmar ratio for ICL, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.46
The chart of Martin ratio for ICL, currently valued at 0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.000.18-1.50
ICL
MOS

The current ICL Sharpe Ratio is 0.08, which is higher than the MOS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of ICL and MOS, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
0.08
-0.96
ICL
MOS

Dividends

ICL vs. MOS - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.01%, more than MOS's 3.49% yield.


TTM20232022202120202019201820172016201520142013
ICL
ICL Group Ltd
4.01%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%0.00%
MOS
The Mosaic Company
3.49%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%

Drawdowns

ICL vs. MOS - Drawdown Comparison

The maximum ICL drawdown since its inception was -63.34%, smaller than the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for ICL and MOS. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-51.77%
-67.18%
ICL
MOS

Volatility

ICL vs. MOS - Volatility Comparison

The current volatility for ICL Group Ltd (ICL) is 10.67%, while The Mosaic Company (MOS) has a volatility of 11.30%. This indicates that ICL experiences smaller price fluctuations and is considered to be less risky than MOS 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%JulyAugustSeptemberOctoberNovemberDecember
10.67%
11.30%
ICL
MOS

Financials

ICL vs. MOS - Financials Comparison

This section allows you to compare key financial metrics between ICL Group Ltd and The Mosaic Company. 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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