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

Correlation

The correlation between AGCO and BG is 0.39, 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.


-0.50.00.51.00.4

Performance

AGCO vs. BG - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.61%
-25.12%
AGCO
BG

Key characteristics

Sharpe Ratio

AGCO:

-0.73

BG:

-0.81

Sortino Ratio

AGCO:

-0.91

BG:

-0.99

Omega Ratio

AGCO:

0.89

BG:

0.88

Calmar Ratio

AGCO:

-0.55

BG:

-0.59

Martin Ratio

AGCO:

-1.20

BG:

-1.48

Ulcer Index

AGCO:

17.05%

BG:

13.43%

Daily Std Dev

AGCO:

27.93%

BG:

24.44%

Max Drawdown

AGCO:

-83.96%

BG:

-77.34%

Current Drawdown

AGCO:

-30.11%

BG:

-33.00%

Fundamentals

Market Cap

AGCO:

$7.23B

BG:

$11.35B

EPS

AGCO:

$2.26

BG:

$7.89

PE Ratio

AGCO:

42.86

BG:

10.30

PEG Ratio

AGCO:

0.64

BG:

1.71

Total Revenue (TTM)

AGCO:

$12.58B

BG:

$54.50B

Gross Profit (TTM)

AGCO:

$3.16B

BG:

$3.60B

EBITDA (TTM)

AGCO:

$744.70M

BG:

$2.56B

Returns By Period

The year-to-date returns for both investments are quite close, with AGCO having a -19.87% return and BG slightly higher at -19.37%. Over the past 10 years, AGCO has outperformed BG with an annualized return of 9.78%, while BG has yielded a comparatively lower 1.24% annualized return.


AGCO

YTD

-19.87%

1M

-4.48%

6M

-3.82%

1Y

-20.44%

5Y*

7.48%

10Y*

9.78%

BG

YTD

-19.37%

1M

-9.75%

6M

-24.80%

1Y

-19.92%

5Y*

9.76%

10Y*

1.24%

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Risk-Adjusted Performance

AGCO vs. BG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Bunge Limited (BG). 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 AGCO, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.73-0.81
The chart of Sortino ratio for AGCO, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.91-0.99
The chart of Omega ratio for AGCO, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.88
The chart of Calmar ratio for AGCO, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.59
The chart of Martin ratio for AGCO, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.20-1.48
AGCO
BG

The current AGCO Sharpe Ratio is -0.73, which is comparable to the BG Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of AGCO and BG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.73
-0.81
AGCO
BG

Dividends

AGCO vs. BG - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.89%, more than BG's 3.42% yield.


TTM20232022202120202019201820172016201520142013
AGCO
AGCO Corporation
3.89%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%0.68%
BG
Bunge Limited
3.42%2.55%2.31%2.20%3.05%3.48%3.59%2.62%2.21%2.11%1.41%1.39%

Drawdowns

AGCO vs. BG - Drawdown Comparison

The maximum AGCO drawdown since its inception was -83.96%, which is greater than BG's maximum drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for AGCO and BG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.11%
-33.00%
AGCO
BG

Volatility

AGCO vs. BG - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 8.72% compared to Bunge Limited (BG) at 6.10%. This indicates that AGCO's price experiences larger fluctuations and is considered to be riskier than BG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.72%
6.10%
AGCO
BG

Financials

AGCO vs. BG - Financials Comparison

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

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