PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AG vs. AGCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.2

Performance

AG vs. AGCO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-0.26%
12.44%
AG
AGCO

Key characteristics

Sharpe Ratio

AG:

0.45

AGCO:

-0.12

Sortino Ratio

AG:

1.10

AGCO:

0.04

Omega Ratio

AG:

1.12

AGCO:

1.00

Calmar Ratio

AG:

0.33

AGCO:

-0.10

Martin Ratio

AG:

1.20

AGCO:

-0.20

Ulcer Index

AG:

22.41%

AGCO:

18.21%

Daily Std Dev

AG:

59.93%

AGCO:

29.92%

Max Drawdown

AG:

-90.20%

AGCO:

-83.96%

Current Drawdown

AG:

-77.27%

AGCO:

-24.14%

Fundamentals

Market Cap

AG:

$2.57B

AGCO:

$7.68B

EPS

AG:

-$0.26

AGCO:

-$5.69

PEG Ratio

AG:

0.00

AGCO:

1.00

Total Revenue (TTM)

AG:

$419.27M

AGCO:

$11.66B

Gross Profit (TTM)

AG:

$58.24M

AGCO:

$2.86B

EBITDA (TTM)

AG:

$75.90M

AGCO:

$2.50M

Returns By Period

In the year-to-date period, AG achieves a 4.92% return, which is significantly lower than AGCO's 9.17% return. Over the past 10 years, AG has underperformed AGCO with an annualized return of 0.75%, while AGCO has yielded a comparatively higher 9.79% annualized return.


AG

YTD

4.92%

1M

0.52%

6M

1.48%

1Y

29.82%

5Y*

-10.22%

10Y*

0.75%

AGCO

YTD

9.17%

1M

-1.04%

6M

15.80%

1Y

-2.23%

5Y*

12.03%

10Y*

9.79%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AG vs. AGCO — Risk-Adjusted Performance Rank

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

AG
The Risk-Adjusted Performance Rank of AG is 6060
Overall Rank
The Sharpe Ratio Rank of AG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AG is 6060
Martin Ratio Rank

AGCO
The Risk-Adjusted Performance Rank of AGCO is 3838
Overall Rank
The Sharpe Ratio Rank of AGCO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 4242
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.

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.


Sharpe ratio
The chart of Sharpe ratio for AG, currently valued at 0.45, compared to the broader market-2.000.002.000.45-0.12
The chart of Sortino ratio for AG, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.006.001.100.04
The chart of Omega ratio for AG, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.00
The chart of Calmar ratio for AG, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.10
The chart of Martin ratio for AG, currently valued at 1.20, compared to the broader market-10.000.0010.0020.0030.001.20-0.20
AG
AGCO

The current AG Sharpe Ratio is 0.45, which is higher than the AGCO Sharpe Ratio of -0.12. 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.45
-0.12
AG
AGCO

Dividends

AG vs. AGCO - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.31%, less than AGCO's 3.60% yield.


TTM20242023202220212020201920182017201620152014
AG
First Majestic Silver Corp.
0.31%0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGCO
AGCO Corporation
3.60%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%

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%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-77.27%
-24.14%
AG
AGCO

Volatility

AG vs. AGCO - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 18.34% compared to AGCO Corporation (AGCO) at 11.47%. 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%SeptemberOctoberNovemberDecember2025February
18.34%
11.47%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab