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ABBNY vs. DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABBNY vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABB Ltd (ABBNY) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

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ABBNY vs. DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABBNY
ABB Ltd
14.33%40.49%23.75%49.62%-18.13%40.40%21.21%31.87%-26.52%31.68%
DE
Deere & Company
22.94%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%

Fundamentals

EPS

ABBNY:

$2.59

DE:

$18.52

PE Ratio

ABBNY:

32.19

DE:

30.81

PEG Ratio

ABBNY:

3.24

DE:

7.24

PS Ratio

ABBNY:

4.36

DE:

3.47

Total Revenue (TTM)

ABBNY:

$34.94B

DE:

$44.66B

Gross Profit (TTM)

ABBNY:

$14.20B

DE:

$16.29B

EBITDA (TTM)

ABBNY:

$7.12B

DE:

$11.66B

Returns By Period

In the year-to-date period, ABBNY achieves a 14.33% return, which is significantly lower than DE's 22.94% return. Over the past 10 years, ABBNY has underperformed DE with an annualized return of 19.64%, while DE has yielded a comparatively higher 24.25% annualized return.


ABBNY

1D
3.55%
1M
-5.98%
YTD
14.33%
6M
16.83%
1Y
62.57%
3Y*
36.92%
5Y*
24.83%
10Y*
19.64%

DE

1D
1.31%
1M
-9.27%
YTD
22.94%
6M
27.14%
1Y
20.84%
3Y*
12.95%
5Y*
10.37%
10Y*
24.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABBNY vs. DE — Risk / Return Rank

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

ABBNY
ABBNY Risk / Return Rank: 9292
Overall Rank
ABBNY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ABBNY Sortino Ratio Rank: 9393
Sortino Ratio Rank
ABBNY Omega Ratio Rank: 9191
Omega Ratio Rank
ABBNY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ABBNY Martin Ratio Rank: 9595
Martin Ratio Rank

DE
DE Risk / Return Rank: 6464
Overall Rank
DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DE Omega Ratio Rank: 5858
Omega Ratio Rank
DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
DE Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABBNY vs. DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) and Deere & Company (DE). 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.


ABBNYDEDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.70

+1.57

Sortino ratio

Return per unit of downside risk

3.25

1.28

+1.98

Omega ratio

Gain probability vs. loss probability

1.42

1.15

+0.26

Calmar ratio

Return relative to maximum drawdown

4.17

1.38

+2.79

Martin ratio

Return relative to average drawdown

16.54

2.79

+13.75

ABBNY vs. DE - Sharpe Ratio Comparison

The current ABBNY Sharpe Ratio is 2.27, which is higher than the DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ABBNY and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABBNYDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.70

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.36

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.81

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.39

-0.12

Correlation

The correlation between ABBNY and DE is 0.45, 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.


Dividends

ABBNY vs. DE - Dividend Comparison

ABBNY's dividend yield for the trailing twelve months is around 1.46%, more than DE's 1.14% yield.


TTM20252024202320222021202020192018201720162015
ABBNY
ABB Ltd
1.46%1.39%1.79%2.07%2.88%2.29%2.77%3.31%4.35%2.84%3.47%4.21%
DE
Deere & Company
1.14%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%

Drawdowns

ABBNY vs. DE - Drawdown Comparison

The maximum ABBNY drawdown since its inception was -93.98%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for ABBNY and DE.


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Drawdown Indicators


ABBNYDEDifference

Max Drawdown

Largest peak-to-trough decline

-93.98%

-73.27%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-16.83%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.07%

-33.81%

-2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.98%

-37.91%

-6.07%

Current Drawdown

Current decline from peak

-8.86%

-13.60%

+4.74%

Average Drawdown

Average peak-to-trough decline

-25.71%

-18.64%

-7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

8.31%

-4.35%

Volatility

ABBNY vs. DE - Volatility Comparison

ABB Ltd (ABBNY) has a higher volatility of 10.72% compared to Deere & Company (DE) at 7.16%. This indicates that ABBNY's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABBNYDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

7.16%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.49%

21.48%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.79%

30.15%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

28.87%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

30.20%

-5.20%

Financials

ABBNY vs. DE - Financials Comparison

This section allows you to compare key financial metrics between ABB Ltd and Deere & Company. 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


6.00B8.00B10.00B12.00B14.00B16.00B18.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.05B
12.09B
(ABBNY) Total Revenue
(DE) Total Revenue
Values in USD except per share items

ABBNY vs. DE - Profitability Comparison

The chart below illustrates the profitability comparison between ABB Ltd and Deere & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
40.4%
32.6%
Portfolio components
ABBNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a gross profit of 3.66B and revenue of 9.05B. Therefore, the gross margin over that period was 40.4%.

DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a gross profit of 3.94B and revenue of 12.09B. Therefore, the gross margin over that period was 32.6%.

ABBNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported an operating income of 1.51B and revenue of 9.05B, resulting in an operating margin of 16.6%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported an operating income of 1.90B and revenue of 12.09B, resulting in an operating margin of 15.7%.

ABBNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a net income of 1.27B and revenue of 9.05B, resulting in a net margin of 14.1%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a net income of 1.07B and revenue of 12.09B, resulting in a net margin of 8.8%.