AGCO vs. AA
Compare and contrast key facts about AGCO Corporation (AGCO) and Alcoa Corporation (AA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGCO or AA.
Key characteristics
| AGCO | AA | |
|---|---|---|
| YTD Return | -3.33% | 6.53% |
| 1Y Return | -2.75% | -10.33% |
| 3Y Return (Ann) | -4.33% | 1.27% |
| 5Y Return (Ann) | 13.34% | 6.80% |
| 10Y Return (Ann) | 9.65% | 1.59% |
| Sharpe Ratio | -0.08 | -0.18 |
| Daily Std Dev | 27.11% | 51.35% |
| Max Drawdown | -83.96% | -94.43% |
| Current Drawdown | -15.70% | -62.41% |
Fundamentals
| AGCO | AA | |
|---|---|---|
| Market Cap | $9.18B | $6.07B |
| EPS | $15.64 | -$3.65 |
| PE Ratio | 7.87 | 15.79 |
| PEG Ratio | 0.87 | -0.29 |
| Revenue (TTM) | $14.41B | $10.55B |
| Gross Profit (TTM) | $3.00B | $2.31B |
| EBITDA (TTM) | $1.99B | $594.00M |
Correlation
The correlation between AGCO and AA is 0.38, 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
AGCO vs. AA - Performance Comparison
In the year-to-date period, AGCO achieves a -3.33% return, which is significantly lower than AA's 6.53% return. Over the past 10 years, AGCO has outperformed AA with an annualized return of 9.65%, while AA has yielded a comparatively lower 1.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGCO vs. AA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Alcoa Corporation (AA). 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.
Dividends
AGCO vs. AA - Dividend Comparison
AGCO's dividend yield for the trailing twelve months is around 5.26%, more than AA's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGCO AGCO Corporation | 5.26% | 5.02% | 3.89% | 4.10% | 0.62% | 0.82% | 1.08% | 0.78% | 0.90% | 1.06% | 0.97% | 0.61% |
AA Alcoa Corporation | 1.11% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 1.09% | 1.22% | 0.76% | 1.13% |
Drawdowns
AGCO vs. AA - Drawdown Comparison
The maximum AGCO drawdown since its inception was -83.96%, smaller than the maximum AA drawdown of -94.43%. Use the drawdown chart below to compare losses from any high point for AGCO and AA. For additional features, visit the drawdowns tool.
Volatility
AGCO vs. AA - Volatility Comparison
The current volatility for AGCO Corporation (AGCO) is 6.82%, while Alcoa Corporation (AA) has a volatility of 12.74%. This indicates that AGCO experiences smaller price fluctuations and is considered to be less risky than AA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.