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AA vs. AGCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AA and AGCO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AA vs. AGCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcoa Corporation (AA) and AGCO Corporation (AGCO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
16.38%
105.63%
AA
AGCO

Key characteristics

Sharpe Ratio

AA:

-0.53

AGCO:

-0.69

Sortino Ratio

AA:

-0.50

AGCO:

-0.85

Omega Ratio

AA:

0.94

AGCO:

0.90

Calmar Ratio

AA:

-0.37

AGCO:

-0.60

Martin Ratio

AA:

-1.22

AGCO:

-1.51

Ulcer Index

AA:

22.79%

AGCO:

17.34%

Daily Std Dev

AA:

52.69%

AGCO:

38.00%

Max Drawdown

AA:

-90.90%

AGCO:

-83.96%

Current Drawdown

AA:

-72.04%

AGCO:

-37.52%

Fundamentals

Market Cap

AA:

$6.84B

AGCO:

$6.39B

EPS

AA:

$3.74

AGCO:

-$5.69

PEG Ratio

AA:

-0.29

AGCO:

0.87

PS Ratio

AA:

0.54

AGCO:

0.55

PB Ratio

AA:

1.14

AGCO:

1.67

Total Revenue (TTM)

AA:

$12.67B

AGCO:

$8.73B

Gross Profit (TTM)

AA:

$5.03B

AGCO:

$2.10B

EBITDA (TTM)

AA:

$2.14B

AGCO:

-$242.40M

Returns By Period

In the year-to-date period, AA achieves a -31.73% return, which is significantly lower than AGCO's -10.08% return.


AA

YTD

-31.73%

1M

-16.14%

6M

-37.09%

1Y

-29.49%

5Y*

27.86%

10Y*

N/A

AGCO

YTD

-10.08%

1M

-10.40%

6M

-16.03%

1Y

-25.60%

5Y*

14.06%

10Y*

7.33%

*Annualized

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Risk-Adjusted Performance

AA vs. AGCO — Risk-Adjusted Performance Rank

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

AA
The Risk-Adjusted Performance Rank of AA is 2424
Overall Rank
The Sharpe Ratio Rank of AA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of AA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AA is 1919
Martin Ratio Rank

AGCO
The Risk-Adjusted Performance Rank of AGCO is 1414
Overall Rank
The Sharpe Ratio Rank of AGCO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 88
Martin 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.

AA vs. AGCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and AGCO Corporation (AGCO). 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.


The chart of Sharpe ratio for AA, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.00
AA: -0.53
AGCO: -0.69
The chart of Sortino ratio for AA, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
AA: -0.50
AGCO: -0.85
The chart of Omega ratio for AA, currently valued at 0.94, compared to the broader market0.501.001.502.00
AA: 0.94
AGCO: 0.90
The chart of Calmar ratio for AA, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
AA: -0.37
AGCO: -0.60
The chart of Martin ratio for AA, currently valued at -1.22, compared to the broader market-5.000.005.0010.0015.0020.00
AA: -1.22
AGCO: -1.51

The current AA Sharpe Ratio is -0.53, which is comparable to the AGCO Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of AA and AGCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.53
-0.69
AA
AGCO

Dividends

AA vs. AGCO - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 1.56%, less than AGCO's 4.37% yield.


TTM20242023202220212020201920182017201620152014
AA
Alcoa Corporation
1.56%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%0.00%
AGCO
AGCO Corporation
4.37%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%

Drawdowns

AA vs. AGCO - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, which is greater than AGCO's maximum drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for AA and AGCO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-72.04%
-37.52%
AA
AGCO

Volatility

AA vs. AGCO - Volatility Comparison

Alcoa Corporation (AA) has a higher volatility of 27.50% compared to AGCO Corporation (AGCO) at 20.87%. This indicates that AA's price experiences larger fluctuations and is considered to be riskier than AGCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.50%
20.87%
AA
AGCO

Financials

AA vs. AGCO - Financials Comparison

This section allows you to compare key financial metrics between Alcoa Corporation and AGCO Corporation. 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


Values in USD except per share items