Archer-Daniels-Midland Company

10-Year Study

ADM.US · Consumer Defensive · US · Common Stock

Executive Summary: Archer-Daniels-Midland Company has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 51.6%.

1Y CAGR
+50.9%
3Y CAGR
+2.2%
5Y CAGR
+3.4%
10Y CAGR
+8.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.13.35.3-5.5————————20.4%
20251.4-6.81.7-0.52.19.32.716.6-4.61.31.2-5.418.2%
2024-23.0-3.518.3-6.67.3-3.22.6-0.8-2.0-7.6-0.2-7.5-27.5%
2023-10.8-3.40.1-2.0-9.06.912.4-6.2-4.9-5.13.7-2.0-20.4%
202211.05.215.1-0.81.9-14.66.76.7-8.520.51.0-4.840.0%
2021-0.813.90.710.86.0-8.9-1.51.10.07.0-2.68.637.3%
2020-3.4-15.2-6.65.66.91.57.35.43.9-0.58.41.312.4%
20199.6-4.61.53.4-13.36.50.7-6.57.92.43.08.017.1%
20187.2-2.64.54.6-2.94.85.35.1-0.3-6.0-1.9-11.05.3%
2017-3.06.9-2.0-0.6-8.4-0.51.9-1.32.9-3.9-1.60.5-9.5%
2016———10.07.90.35.1-2.3-3.63.3-0.15.628.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 51.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.6% of variance. Idiosyncratic stock-specific factors contribute 10.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110999.707438830645
2016-05-0111873.761707075908
2016-06-0111907.09146054683
2016-07-0112515.063196915888
2016-08-0112231.871391591274
2016-09-0111787.437645586215
2016-10-0112178.76598439427
2016-11-0112164.508256520596
2016-12-0112845.472152990975
2017-01-0112454.32897947998
2017-02-0113312.71826359391
2017-03-0113049.116946698317
2017-04-0112966.903554803373
2017-05-0111875.205996392979
2017-06-0111818.063985720051
2017-07-0112046.557962292942
2017-08-0111891.648674771968
2017-09-0112234.130408215413
2017-10-0111762.144066007724
2017-11-0111570.275785193442
2017-12-0111628.30658929226
2018-01-0112460.957897114755
2018-02-0112140.214569546233
2018-03-0112681.156468379322
2018-04-0113268.871121249938
2018-05-0112880.653559432507
2018-06-0113502.29049472464
2018-07-0114218.213599280078
2018-08-0114948.98696065978
2018-09-0114910.435545811746
2018-10-0114014.67990475097
2018-11-0113750.74529032067
2018-12-0112241.796251513726
2019-01-0113416.077532413185
2019-02-0112805.069085172332
2019-03-0112994.863514659535
2019-04-0113437.778905228697
2019-05-0111645.8232263942
2019-06-0112399.52005155002
2019-07-0112484.622022079111
2019-08-0111672.783293646238
2019-09-0112599.239340959673
2019-10-0112896.799973336198
2019-11-0113277.684989390029
2019-12-0114335.460265378902
2020-01-0113843.698269445133
2020-02-0111736.25795747864
2020-03-0110966.340652300309
2020-04-0111577.312066481749
2020-05-0112378.18900932863
2020-06-0112563.98386839932
2020-07-0113486.588477533896
2020-08-0114209.584896437049
2020-09-0114758.785167519043
2020-10-0114679.423321198834
2020-11-0115914.290687296549
2020-12-0116118.93537360802
2021-01-0115991.023186398497
2021-02-0118218.265445563255
2021-03-0118353.51017853638
2021-04-0120327.33521214388
2021-05-0121539.908676475494
2021-06-0119620.003777372058
2021-07-0119335.10845131449
2021-08-0119541.123360824207
2021-09-0119544.34523699306
2021-10-0120922.012080183977
2021-11-0120373.478404171405
2021-12-0122135.400271822655
2022-01-0124562.139622040595
2022-02-0125828.448055579214
2022-03-0129716.697095497155
2022-04-0129486.240366775415
2022-05-0130038.88471238274
2022-06-0125666.354354532294
2022-07-0127376.35587288772
2022-08-0129205.418677253183
2022-09-0126733.16569701773
2022-10-0132225.98313514474
2022-11-0132536.83863585023
2022-12-0130985.07938036285
2023-01-0127647.95633061634
2023-02-0126708.79794392454
2023-03-0126728.943928244742
2023-04-0126198.778649700584
2023-05-0123846.846079495164
2023-06-0125504.112521247716
2023-07-0128676.956919441982
2023-08-0126909.07272922538
2023-09-0125592.436367945662
2023-10-0124286.021131063702
2023-11-0125174.07389576675
2023-12-0124658.499642630974
2024-01-0118976.998766799123
2024-02-0118305.14500294413
2024-03-0121648.41554055305
2024-04-0120218.050653818664
2024-05-0121696.780716145306
2024-06-0121005.299430801875
2024-07-0121547.38935447674
2024-08-0121374.037603368524
2024-09-0120935.973543582357
2024-10-0119348.44035270286
2024-11-0119315.11059923193
2024-12-0117871.784141703298
2025-01-0118122.942350636415
2025-02-0116884.1124471816
2025-03-0117173.85910402216
2025-04-0117080.83205877887
2025-05-0117444.237470790173
2025-06-0119074.062415518332
2025-07-0119580.00807320695
2025-08-0122831.58475571142
2025-09-0121774.550140910793
2025-10-0122062.482177840157
2025-11-0122325.602064963394
2025-12-0121131.02666750608
2026-01-0124740.490836169447
2026-02-0125567.624218139536
2026-03-0126919.330886682543
2026-04-0125434.30520425584
Annual Return Matrix
YearAnnual Return
2017-0.09475444337134054
20180.05275829782355301
20190.17102588303626542
20200.12441003464230072
20210.373254483547689
20220.39979756407682543
2023-0.20418149200358082
2024-0.2752282417537857
20250.1823680556994549
20260.20364739510584506
Total Factor Risk
0.5161922825464554
VTI.US Exposure
-0.005855561623804212
VEA.US Exposure
0.009224733668969212
VWO.US Exposure
-0.00041875378539140047
QQQ.US Exposure
0.01655002130422821
VTV.US Exposure
0.11394290141804728
IJR.US Exposure
0.014681489450606846
QUAL.US Exposure
-0.009294993105274357
SHV.US Exposure
0.6957827768589836
TLT.US Exposure
0.0069119271461901225
LQD.US Exposure
0.0060320167223775955
HYG.US Exposure
0.0020589367949091766
GLD.US Exposure
0.0007121678873871581
USO.US Exposure
0.006759533928035759
VNQ.US Exposure
0.01003877901947521
BTC-USD.CC Exposure
0.004803761363436543
CPER.US Exposure
-0.0006499283368792237
VIX.INDX Exposure
-0.0015611563530422356
UUP.US Exposure
0.008898997315143431
TIP.US Exposure
0.01979249723025931
Idiosyncratic Exposure
0.10158985309634186
Value Score
36.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →33.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.82%
Market Cap$35.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$193
Avg Yield on Cost
1.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$192.571.93%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Archer-Daniels-Midland Company a high-risk investment?

Archer-Daniels-Midland Company (ADM.US) has an annualized volatility of 51.6% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADM.US?

Over the past 10 years, ADM.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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