PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MOS vs. FMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MOS and FMC is 0.52, 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. FMC - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
112.18%
532.04%
MOS
FMC

Key characteristics

Sharpe Ratio

MOS:

-0.96

FMC:

-0.30

Sortino Ratio

MOS:

-1.33

FMC:

-0.16

Omega Ratio

MOS:

0.85

FMC:

0.98

Calmar Ratio

MOS:

-0.39

FMC:

-0.20

Martin Ratio

MOS:

-1.50

FMC:

-1.13

Ulcer Index

MOS:

20.74%

FMC:

11.36%

Daily Std Dev

MOS:

32.34%

FMC:

42.95%

Max Drawdown

MOS:

-94.70%

FMC:

-69.75%

Current Drawdown

MOS:

-80.24%

FMC:

-61.39%

Fundamentals

Market Cap

MOS:

$8.08B

FMC:

$6.45B

EPS

MOS:

$1.13

FMC:

$12.19

PE Ratio

MOS:

22.51

FMC:

4.24

PEG Ratio

MOS:

1.86

FMC:

1.85

Total Revenue (TTM)

MOS:

$11.46B

FMC:

$4.17B

Gross Profit (TTM)

MOS:

$1.80B

FMC:

$1.56B

EBITDA (TTM)

MOS:

$2.02B

FMC:

$516.10M

Returns By Period

In the year-to-date period, MOS achieves a -30.61% return, which is significantly lower than FMC's -18.17% return. Over the past 10 years, MOS has underperformed FMC with an annualized return of -4.57%, while FMC has yielded a comparatively higher 1.85% annualized return.


MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

FMC

YTD

-18.17%

1M

-12.33%

6M

-9.36%

1Y

-16.16%

5Y*

-10.67%

10Y*

1.85%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MOS vs. FMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) 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 MOS, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.96-0.30
The chart of Sortino ratio for MOS, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.33-0.16
The chart of Omega ratio for MOS, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.98
The chart of Calmar ratio for MOS, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.20
The chart of Martin ratio for MOS, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.50-1.13
MOS
FMC

The current MOS Sharpe Ratio is -0.96, which is lower than the FMC Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of MOS 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.96
-0.30
MOS
FMC

Dividends

MOS vs. FMC - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 3.49%, less than FMC's 4.63% 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%
FMC
FMC Corporation
4.63%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Drawdowns

MOS vs. FMC - Drawdown Comparison

The maximum MOS drawdown since its inception was -94.70%, which is greater than FMC's maximum drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for MOS and FMC. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-80.24%
-61.39%
MOS
FMC

Volatility

MOS vs. FMC - Volatility Comparison

The Mosaic Company (MOS) and FMC Corporation (FMC) have volatilities of 11.30% and 10.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.30%
10.87%
MOS
FMC

Financials

MOS vs. FMC - Financials Comparison

This section allows you to compare key financial metrics between The Mosaic Company 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab