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

Correlation

The correlation between MOS and CTVA is 0.55, 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

MOS vs. CTVA - Performance Comparison

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

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-12.06%
9.25%
MOS
CTVA

Key characteristics

Sharpe Ratio

MOS:

-0.96

CTVA:

0.83

Sortino Ratio

MOS:

-1.33

CTVA:

1.61

Omega Ratio

MOS:

0.85

CTVA:

1.20

Calmar Ratio

MOS:

-0.39

CTVA:

0.75

Martin Ratio

MOS:

-1.50

CTVA:

4.75

Ulcer Index

MOS:

20.74%

CTVA:

5.22%

Daily Std Dev

MOS:

32.34%

CTVA:

29.80%

Max Drawdown

MOS:

-94.70%

CTVA:

-34.76%

Current Drawdown

MOS:

-80.24%

CTVA:

-12.58%

Fundamentals

Market Cap

MOS:

$8.08B

CTVA:

$40.25B

EPS

MOS:

$1.13

CTVA:

$0.96

PE Ratio

MOS:

22.51

CTVA:

61.01

PEG Ratio

MOS:

1.86

CTVA:

1.15

Total Revenue (TTM)

MOS:

$11.46B

CTVA:

$16.64B

Gross Profit (TTM)

MOS:

$1.80B

CTVA:

$6.94B

EBITDA (TTM)

MOS:

$2.02B

CTVA:

$2.64B

Returns By Period

In the year-to-date period, MOS achieves a -30.61% return, which is significantly lower than CTVA's 21.35% return.


MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

CTVA

YTD

21.35%

1M

-1.91%

6M

9.25%

1Y

22.97%

5Y*

16.84%

10Y*

N/A

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Risk-Adjusted Performance

MOS vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) and Corteva, Inc. (CTVA). 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 MOS, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.960.83
The chart of Sortino ratio for MOS, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.331.61
The chart of Omega ratio for MOS, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.20
The chart of Calmar ratio for MOS, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.460.75
The chart of Martin ratio for MOS, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.504.75
MOS
CTVA

The current MOS Sharpe Ratio is -0.96, which is lower than the CTVA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MOS and CTVA, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
0.83
MOS
CTVA

Dividends

MOS vs. CTVA - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 3.49%, more than CTVA's 1.15% yield.


TTM20232022202120202019201820172016201520142013
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%
CTVA
Corteva, Inc.
1.15%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MOS vs. CTVA - Drawdown Comparison

The maximum MOS drawdown since its inception was -94.70%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for MOS and CTVA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-67.18%
-12.58%
MOS
CTVA

Volatility

MOS vs. CTVA - Volatility Comparison

The Mosaic Company (MOS) has a higher volatility of 11.30% compared to Corteva, Inc. (CTVA) at 8.33%. This indicates that MOS's price experiences larger fluctuations and is considered to be riskier than CTVA 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.30%
8.33%
MOS
CTVA

Financials

MOS vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between The Mosaic Company and Corteva, 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
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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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