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

Key characteristics


AGAGCO
YTD Return2.67%-23.26%
1Y Return38.60%-18.24%
3Y Return (Ann)-22.94%-7.19%
5Y Return (Ann)-10.01%5.93%
10Y Return (Ann)1.89%9.77%
Sharpe Ratio0.63-0.71
Sortino Ratio1.30-0.87
Omega Ratio1.150.90
Calmar Ratio0.46-0.52
Martin Ratio1.82-1.25
Ulcer Index20.87%15.54%
Daily Std Dev60.76%27.36%
Max Drawdown-90.20%-83.96%
Current Drawdown-75.16%-33.08%

Fundamentals


AGAGCO
Market Cap$1.90B$6.85B
EPS-$0.26$2.22
PEG Ratio0.000.60
Total Revenue (TTM)$377.82M$12.58B
Gross Profit (TTM)$22.29M$3.19B
EBITDA (TTM)$63.36M$1.12B

Correlation

-0.50.00.51.00.2

The correlation between AG and AGCO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AG vs. AGCO - Performance Comparison

In the year-to-date period, AG achieves a 2.67% return, which is significantly higher than AGCO's -23.26% return. Over the past 10 years, AG has underperformed AGCO with an annualized return of 1.89%, while AGCO has yielded a comparatively higher 9.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-13.35%
-20.95%
AG
AGCO

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Risk-Adjusted Performance

AG vs. AGCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) 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.


AG
Sharpe ratio
The chart of Sharpe ratio for AG, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.63
Sortino ratio
The chart of Sortino ratio for AG, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for AG, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for AG, currently valued at 0.46, compared to the broader market0.002.004.006.000.46
Martin ratio
The chart of Martin ratio for AG, currently valued at 1.82, compared to the broader market0.0010.0020.0030.001.82
AGCO
Sharpe ratio
The chart of Sharpe ratio for AGCO, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.71
Sortino ratio
The chart of Sortino ratio for AGCO, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.006.00-0.87
Omega ratio
The chart of Omega ratio for AGCO, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for AGCO, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52
Martin ratio
The chart of Martin ratio for AGCO, currently valued at -1.25, compared to the broader market0.0010.0020.0030.00-1.25

AG vs. AGCO - Sharpe Ratio Comparison

The current AG Sharpe Ratio is 0.63, which is higher than the AGCO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of AG 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.63
-0.71
AG
AGCO

Dividends

AG vs. AGCO - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.28%, less than AGCO's 4.05% yield.


TTM20232022202120202019201820172016201520142013
AG
First Majestic Silver Corp.
0.28%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGCO
AGCO Corporation
4.05%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%0.68%

Drawdowns

AG vs. AGCO - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, which is greater than AGCO's maximum drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for AG and AGCO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-75.16%
-33.08%
AG
AGCO

Volatility

AG vs. AGCO - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 19.99% compared to AGCO Corporation (AGCO) at 10.96%. This indicates that AG'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%JuneJulyAugustSeptemberOctoberNovember
19.99%
10.96%
AG
AGCO

Financials

AG vs. AGCO - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. 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