PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Deere & Company (DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS2441991054
CUSIP244199105
SectorIndustrials
IndustryFarm & Heavy Construction Machinery

Highlights

Market Cap$111.43B
EPS$34.31
PE Ratio11.67
PEG Ratio2.28
Revenue (TTM)$60.76B
Gross Profit (TTM)$21.12B
EBITDA (TTM)$16.32B
Year Range$340.76 - $445.13
Target Price$421.50
Short %1.08%
Short Ratio1.96

Share Price Chart


Loading data...

Compare to other instruments

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


Deere & Company

Popular comparisons: DE vs. CAT, DE vs. TSCO, DE vs. XLI, DE vs. HYG, DE vs. UNP, DE vs. TJX, DE vs. ALB, DE vs. VOO, DE vs. HD, DE vs. GOOGL

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.11%
19.37%
DE (Deere & Company)
Benchmark (^GSPC)

S&P 500

Returns By Period

Deere & Company had a return of -0.30% year-to-date (YTD) and 3.80% in the last 12 months. Over the past 10 years, Deere & Company had an annualized return of 17.88%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date-0.30%6.30%
1 month-0.04%-3.13%
6 months7.11%19.37%
1 year3.80%22.56%
5 years (annualized)21.44%11.65%
10 years (annualized)17.88%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.57%-7.25%12.93%
2023-7.84%-3.19%-0.26%10.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DE is 53, 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 DE is 5353
Deere & Company(DE)
The Sharpe Ratio Rank of DE is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 4949Sortino Ratio Rank
The Omega Ratio Rank of DE is 4848Omega Ratio Rank
The Calmar Ratio Rank of DE is 5959Calmar Ratio Rank
The Martin Ratio Rank of DE is 5454Martin 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 Deere & Company (DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DE
Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.000.18
Sortino ratio
The chart of Sortino ratio for DE, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for DE, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for DE, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.000.19
Martin ratio
The chart of Martin ratio for DE, currently valued at 0.36, compared to the broader market0.0010.0020.0030.000.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current Deere & Company Sharpe ratio is 0.18. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.18
1.92
DE (Deere & Company)
Benchmark (^GSPC)

Dividends

Dividend History

Deere & Company granted a 1.39% dividend yield in the last twelve months. The annual payout for that period amounted to $5.54 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.54$5.32$4.51$3.90$3.04$3.04$2.74$2.40$2.40$2.40$2.31$2.04

Dividend yield

1.39%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.47
2023$0.00$0.00$1.25$0.00$0.00$1.25$0.00$0.00$1.35$0.00$0.00$1.47
2022$0.00$0.00$1.05$0.00$0.00$1.13$0.00$0.00$1.13$0.00$0.00$1.20
2021$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$1.05$0.00$0.00$1.05
2020$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76
2019$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76
2018$0.00$0.00$0.60$0.00$0.00$0.69$0.00$0.00$0.69$0.00$0.00$0.76
2017$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60
2016$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60
2015$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60
2014$0.00$0.00$0.51$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60
2013$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
Deere & Company has a dividend yield of 1.39%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%16.1%
Deere & Company has a payout ratio of 16.10%, which is below the market average. This means Deere & Company returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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
-10.03%
-3.50%
DE (Deere & Company)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Deere & Company. 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 Deere & Company was 73.27%, occurring on Mar 2, 2009. Recovery took 473 trading sessions.

The current Deere & Company drawdown is 10.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.27%Jan 15, 2008284Mar 2, 2009473Jan 13, 2011757
-55.38%Oct 9, 1973229Sep 4, 1974358Feb 3, 1976587
-53.86%Mar 30, 1998135Oct 8, 19981221Aug 19, 20031356
-51.7%Dec 4, 1980427Aug 12, 19821294Sep 24, 19871721
-49.95%Apr 18, 1990127Oct 16, 1990715Aug 13, 1993842

Volatility

Volatility Chart

The current Deere & Company volatility is 5.80%, 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%NovemberDecember2024FebruaryMarchApril
5.80%
3.58%
DE (Deere & Company)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Deere & Company 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