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Agco Corp. (AGJ.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0010841023
SectorIndustrials
IndustryFarm & Heavy Construction Machinery

Highlights

Market Cap€8.33B
EPS€14.69
PE Ratio7.49
PEG Ratio0.87
Revenue (TTM)€14.41B
Gross Profit (TTM)€3.00B
EBITDA (TTM)€1.99B
Year Range€98.02 - €125.34

Share Price Chart


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Agco Corp.

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Agco Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
3.20%
22.35%
AGJ.DE (Agco Corp.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Agco Corp. had a return of -0.81% year-to-date (YTD) and 3.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.81%6.92%
1 month0.69%-2.83%
6 months3.20%23.86%
1 year3.45%23.33%
5 years (annualized)N/A11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.95%-11.63%12.39%
2023-5.62%-7.27%-0.49%5.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGJ.DE is 54, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of AGJ.DE is 5454
Agco Corp.(AGJ.DE)
The Sharpe Ratio Rank of AGJ.DE is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of AGJ.DE is 5050Sortino Ratio Rank
The Omega Ratio Rank of AGJ.DE is 4949Omega Ratio Rank
The Calmar Ratio Rank of AGJ.DE is 6262Calmar Ratio Rank
The Martin Ratio Rank of AGJ.DE is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Agco Corp. (AGJ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGJ.DE
Sharpe ratio
The chart of Sharpe ratio for AGJ.DE, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.004.000.20
Sortino ratio
The chart of Sortino ratio for AGJ.DE, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.006.000.52
Omega ratio
The chart of Omega ratio for AGJ.DE, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for AGJ.DE, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for AGJ.DE, currently valued at 0.53, compared to the broader market0.0010.0020.0030.000.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Agco Corp. Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.20
2.61
AGJ.DE (Agco Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

Agco Corp. granted a 5.65% dividend yield in the last twelve months. The annual payout for that period amounted to €6.16 per share.


PeriodTTM2023202220212020
Dividend€6.16€6.11€5.42€4.76€0.48

Dividend yield

5.65%5.55%4.19%4.63%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for Agco Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.29€0.00
2023€0.00€0.24€0.00€0.00€5.29€0.00€0.00€0.29€0.00€0.00€0.29€0.00
2022€0.00€0.20€0.00€0.00€4.74€0.00€0.00€0.24€0.00€0.00€0.24€0.00
2021€0.00€0.16€0.00€0.00€4.20€0.00€0.00€0.20€0.00€0.00€0.20€0.00
2020€0.16€0.00€0.00€0.16€0.00€0.00€0.16€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.7%
Agco Corp. has a dividend yield of 5.65%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%40.6%
Agco Corp. has a payout ratio of 40.61%, which is quite average when compared to the overall market. This suggests that Agco Corp. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-14.66%
-2.31%
AGJ.DE (Agco Corp.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Agco Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Agco Corp. was 31.42%, occurring on Jul 14, 2022. Recovery took 55 trading sessions.

The current Agco Corp. drawdown is 14.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.42%Mar 29, 202260Jul 14, 202255Dec 29, 2022115
-23.55%May 11, 2021118Dec 20, 202155Mar 23, 2022173
-23.22%Mar 7, 2023149Feb 20, 2024
-16.91%Jun 11, 20204Jul 10, 20204Jul 30, 20208
-14.14%May 4, 20206May 15, 20205May 28, 202011

Volatility

Volatility Chart

The current Agco Corp. volatility is 7.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
7.16%
3.59%
AGJ.DE (Agco Corp.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Agco Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items