ADM vs PM: returns, Sharpe ratio and drawdown

Over the past year, ADM returned +34.48% against +27.83% for PM. Over five years, PM averaged +15.35% a year, compared with +5.23% for ADM. ADM had the higher Sharpe ratio over the past year (1.06 vs 0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.29% for ADM and -19.26% for PM.