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NOKIA.HE vs. ADM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NOKIA.HE vs. ADM - Performance Comparison

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

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NOKIA.HE vs. ADM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOKIA.HE
Nokia Oyj
32.64%34.63%45.29%-27.26%-21.37%76.90%-4.40%-33.09%34.18%-14.90%
ADM
Archer-Daniels-Midland Company
31.67%4.21%-22.74%-22.80%48.65%47.60%3.17%19.75%10.22%-20.60%
Different Trading Currencies

NOKIA.HE is traded in EUR, while ADM is traded in USD. To make them comparable, the ADM values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with NOKIA.HE having a 32.64% return and ADM slightly lower at 31.67%. Over the past 10 years, NOKIA.HE has underperformed ADM with an annualized return of 6.46%, while ADM has yielded a comparatively higher 10.52% annualized return.


NOKIA.HE

1D
2.88%
1M
4.52%
YTD
32.64%
6M
79.23%
1Y
66.04%
3Y*
21.86%
5Y*
19.01%
10Y*
6.46%

ADM

1D
2.43%
1M
10.72%
YTD
31.67%
6M
25.03%
1Y
53.82%
3Y*
-1.46%
5Y*
8.49%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Nokia Oyj

Archer-Daniels-Midland Company

Return for Risk

NOKIA.HE vs. ADM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOKIA.HE
NOKIA.HE Risk / Return Rank: 7575
Overall Rank
NOKIA.HE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NOKIA.HE Sortino Ratio Rank: 7575
Sortino Ratio Rank
NOKIA.HE Omega Ratio Rank: 7777
Omega Ratio Rank
NOKIA.HE Calmar Ratio Rank: 7373
Calmar Ratio Rank
NOKIA.HE Martin Ratio Rank: 6969
Martin Ratio Rank

ADM
ADM Risk / Return Rank: 8989
Overall Rank
ADM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ADM Sortino Ratio Rank: 8888
Sortino Ratio Rank
ADM Omega Ratio Rank: 8787
Omega Ratio Rank
ADM Calmar Ratio Rank: 9191
Calmar Ratio Rank
ADM Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOKIA.HE vs. ADM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Oyj (NOKIA.HE) 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.


NOKIA.HEADMDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.72

-0.47

Sortino ratio

Return per unit of downside risk

1.91

2.38

-0.47

Omega ratio

Gain probability vs. loss probability

1.27

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.90

3.48

-1.58

Martin ratio

Return relative to average drawdown

3.72

9.33

-5.61

NOKIA.HE vs. ADM - Sharpe Ratio Comparison

The current NOKIA.HE Sharpe Ratio is 1.25, which is comparable to the ADM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of NOKIA.HE and ADM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NOKIA.HEADMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.72

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.30

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.39

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.26

+0.04

Correlation

The correlation between NOKIA.HE and ADM is 0.20, 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.


Dividends

NOKIA.HE vs. ADM - Dividend Comparison

NOKIA.HE's dividend yield for the trailing twelve months is around 1.90%, less than ADM's 2.78% yield.


TTM20252024202320222021202020192018201720162015
NOKIA.HE
Nokia Oyj
1.90%2.51%3.04%3.60%1.39%0.00%0.00%3.03%3.78%0.40%8.94%2.12%
ADM
Archer-Daniels-Midland Company
2.78%3.55%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%

Drawdowns

NOKIA.HE vs. ADM - Drawdown Comparison

The maximum NOKIA.HE drawdown since its inception was -96.90%, which is greater than ADM's maximum drawdown of -64.44%. Use the drawdown chart below to compare losses from any high point for NOKIA.HE and ADM.


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Drawdown Indicators


NOKIA.HEADMDifference

Max Drawdown

Largest peak-to-trough decline

-96.90%

-68.01%

-28.89%

Max Drawdown (1Y)

Largest decline over 1 year

-26.49%

-12.79%

-13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-54.14%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-60.83%

-54.14%

-6.69%

Current Drawdown

Current decline from peak

-76.34%

-16.11%

-60.23%

Average Drawdown

Average peak-to-trough decline

-63.34%

-21.63%

-41.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.88%

4.62%

+10.26%

Volatility

NOKIA.HE vs. ADM - Volatility Comparison

Nokia Oyj (NOKIA.HE) has a higher volatility of 13.64% compared to Archer-Daniels-Midland Company (ADM) at 10.00%. This indicates that NOKIA.HE'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.


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Volatility by Period


NOKIA.HEADMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.64%

10.00%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

34.89%

19.75%

+15.14%

Volatility (1Y)

Calculated over the trailing 1-year period

42.95%

28.87%

+14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.89%

28.10%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.19%

27.33%

+6.86%

Financials

NOKIA.HE vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Nokia Oyj 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


Please note, different currencies. NOKIA.HE values in EUR, ADM values in USD