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INGR vs. WPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INGR vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingredion Incorporated (INGR) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.03%
3.61%
INGR
WPC

Returns By Period

In the year-to-date period, INGR achieves a 37.59% return, which is significantly higher than WPC's -7.80% return. Over the past 10 years, INGR has outperformed WPC with an annualized return of 8.57%, while WPC has yielded a comparatively lower 4.68% annualized return.


INGR

YTD

37.59%

1M

7.72%

6M

26.03%

1Y

44.27%

5Y (annualized)

15.39%

10Y (annualized)

8.57%

WPC

YTD

-7.80%

1M

-3.27%

6M

3.61%

1Y

3.70%

5Y (annualized)

-1.18%

10Y (annualized)

4.68%

Fundamentals


INGRWPC
Market Cap$9.28B$12.38B
EPS$10.27$2.53
PE Ratio13.8622.37
PEG Ratio1.820.00
Total Revenue (TTM)$7.55B$1.56B
Gross Profit (TTM)$1.88B$834.17M
EBITDA (TTM)$1.24B$1.37B

Key characteristics


INGRWPC
Sharpe Ratio1.910.17
Sortino Ratio3.570.39
Omega Ratio1.461.05
Calmar Ratio2.420.12
Martin Ratio15.750.31
Ulcer Index2.81%11.83%
Daily Std Dev23.23%21.48%
Max Drawdown-64.20%-52.45%
Current Drawdown-5.42%-25.15%

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Correlation

-0.50.00.51.00.2

The correlation between INGR and WPC is 0.23, 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.

Risk-Adjusted Performance

INGR vs. WPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) and W. P. Carey Inc. (WPC). 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 INGR, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.910.17
The chart of Sortino ratio for INGR, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.003.570.39
The chart of Omega ratio for INGR, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.05
The chart of Calmar ratio for INGR, currently valued at 2.42, compared to the broader market0.002.004.006.002.420.12
The chart of Martin ratio for INGR, currently valued at 15.75, compared to the broader market0.0010.0020.0030.0015.750.31
INGR
WPC

The current INGR Sharpe Ratio is 1.91, which is higher than the WPC Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of INGR and WPC, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.91
0.17
INGR
WPC

Dividends

INGR vs. WPC - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.14%, less than WPC's 6.08% yield.


TTM20232022202120202019201820172016201520142013
INGR
Ingredion Incorporated
2.14%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%
WPC
W. P. Carey Inc.
6.08%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%5.71%

Drawdowns

INGR vs. WPC - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for INGR and WPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.42%
-25.15%
INGR
WPC

Volatility

INGR vs. WPC - Volatility Comparison

Ingredion Incorporated (INGR) has a higher volatility of 16.64% compared to W. P. Carey Inc. (WPC) at 4.94%. This indicates that INGR's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.64%
4.94%
INGR
WPC

Financials

INGR vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between Ingredion Incorporated and W. P. Carey 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