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

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.

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.71%
-12.41%
AGCO
BG

Returns By Period

In the year-to-date period, AGCO achieves a -16.94% return, which is significantly lower than BG's -9.92% return. Over the past 10 years, AGCO has outperformed BG with an annualized return of 10.58%, while BG has yielded a comparatively lower 2.67% annualized return.


AGCO

YTD

-16.94%

1M

-0.89%

6M

-8.71%

1Y

-11.56%

5Y (annualized)

7.74%

10Y (annualized)

10.58%

BG

YTD

-9.92%

1M

-0.37%

6M

-12.41%

1Y

-16.99%

5Y (annualized)

13.56%

10Y (annualized)

2.67%

Fundamentals


AGCOBG
Market Cap$6.87B$12.30B
EPS$2.26$7.89
PE Ratio40.7011.16
PEG Ratio0.611.71
Total Revenue (TTM)$12.58B$54.50B
Gross Profit (TTM)$3.16B$3.60B
EBITDA (TTM)$675.00M$2.56B

Key characteristics


AGCOBG
Sharpe Ratio-0.45-0.66
Sortino Ratio-0.47-0.75
Omega Ratio0.950.91
Calmar Ratio-0.34-0.52
Martin Ratio-0.79-1.26
Ulcer Index16.02%12.66%
Daily Std Dev28.02%24.28%
Max Drawdown-83.96%-77.34%
Current Drawdown-27.56%-25.15%

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Correlation

-0.50.00.51.00.4

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.

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 -0.45, compared to the broader market-4.00-2.000.002.004.00-0.45-0.66
The chart of Sortino ratio for AGCO, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.47-0.75
The chart of Omega ratio for AGCO, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.91
The chart of Calmar ratio for AGCO, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.52
The chart of Martin ratio for AGCO, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.79-1.26
AGCO
BG

The current AGCO Sharpe Ratio is -0.45, which is higher than the BG Sharpe Ratio of -0.66. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.45
-0.66
AGCO
BG

Dividends

AGCO vs. BG - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.76%, more than BG's 3.06% yield.


TTM20232022202120202019201820172016201520142013
AGCO
AGCO Corporation
3.76%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
3.06%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%JuneJulyAugustSeptemberOctoberNovember
-27.56%
-25.15%
AGCO
BG

Volatility

AGCO vs. BG - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 12.97% compared to Bunge Limited (BG) at 7.10%. 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%JuneJulyAugustSeptemberOctoberNovember
12.97%
7.10%
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