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LMNR vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LMNR and ADM is 0.22, 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.


-0.50.00.51.00.2

Performance

LMNR vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Limoneira Company (LMNR) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
654.38%
507.68%
LMNR
ADM

Key characteristics

Sharpe Ratio

LMNR:

1.24

ADM:

-0.78

Sortino Ratio

LMNR:

1.90

ADM:

-0.81

Omega Ratio

LMNR:

1.23

ADM:

0.85

Calmar Ratio

LMNR:

0.97

ADM:

-0.56

Martin Ratio

LMNR:

5.12

ADM:

-1.38

Ulcer Index

LMNR:

7.97%

ADM:

18.80%

Daily Std Dev

LMNR:

32.83%

ADM:

33.44%

Max Drawdown

LMNR:

-66.40%

ADM:

-68.01%

Current Drawdown

LMNR:

-11.60%

ADM:

-45.20%

Fundamentals

Market Cap

LMNR:

$481.62M

ADM:

$24.64B

EPS

LMNR:

$0.31

ADM:

$3.56

PE Ratio

LMNR:

86.06

ADM:

14.46

PEG Ratio

LMNR:

5.92

ADM:

16.43

Total Revenue (TTM)

LMNR:

$147.64M

ADM:

$87.02B

Gross Profit (TTM)

LMNR:

$18.17M

ADM:

$5.63B

EBITDA (TTM)

LMNR:

$3.49M

ADM:

$3.72B

Returns By Period

In the year-to-date period, LMNR achieves a 28.82% return, which is significantly higher than ADM's -27.57% return. Over the past 10 years, LMNR has underperformed ADM with an annualized return of 1.88%, while ADM has yielded a comparatively higher 2.36% annualized return.


LMNR

YTD

28.82%

1M

-0.90%

6M

32.63%

1Y

38.99%

5Y*

8.91%

10Y*

1.88%

ADM

YTD

-27.57%

1M

-4.77%

6M

-16.22%

1Y

-26.25%

5Y*

4.76%

10Y*

2.36%

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Risk-Adjusted Performance

LMNR vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Limoneira Company (LMNR) and Archer-Daniels-Midland Company (ADM). 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 LMNR, currently valued at 1.24, compared to the broader market-4.00-2.000.002.001.24-0.78
The chart of Sortino ratio for LMNR, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.90-0.81
The chart of Omega ratio for LMNR, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.85
The chart of Calmar ratio for LMNR, currently valued at 0.97, compared to the broader market0.002.004.006.000.97-0.56
The chart of Martin ratio for LMNR, currently valued at 5.12, compared to the broader market-5.000.005.0010.0015.0020.0025.005.12-1.38
LMNR
ADM

The current LMNR Sharpe Ratio is 1.24, which is higher than the ADM Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of LMNR and ADM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.24
-0.78
LMNR
ADM

Dividends

LMNR vs. ADM - Dividend Comparison

LMNR's dividend yield for the trailing twelve months is around 1.14%, less than ADM's 3.96% yield.


TTM20232022202120202019201820172016201520142013
LMNR
Limoneira Company
1.14%1.45%2.46%2.00%1.80%1.56%1.34%1.02%0.95%1.24%0.69%0.56%
ADM
Archer-Daniels-Midland Company
3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

LMNR vs. ADM - Drawdown Comparison

The maximum LMNR drawdown since its inception was -66.40%, roughly equal to the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for LMNR and ADM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.60%
-45.20%
LMNR
ADM

Volatility

LMNR vs. ADM - Volatility Comparison

Limoneira Company (LMNR) has a higher volatility of 9.63% compared to Archer-Daniels-Midland Company (ADM) at 6.61%. This indicates that LMNR's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.63%
6.61%
LMNR
ADM

Financials

LMNR vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Limoneira Company and Archer-Daniels-Midland 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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