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

Correlation

The correlation between AGCO and CTVA is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AGCO vs. CTVA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-4.66%
10.32%
AGCO
CTVA

Key characteristics

Sharpe Ratio

AGCO:

-0.50

CTVA:

1.11

Sortino Ratio

AGCO:

-0.54

CTVA:

2.04

Omega Ratio

AGCO:

0.94

CTVA:

1.26

Calmar Ratio

AGCO:

-0.38

CTVA:

1.01

Martin Ratio

AGCO:

-0.80

CTVA:

6.06

Ulcer Index

AGCO:

17.83%

CTVA:

5.56%

Daily Std Dev

AGCO:

28.70%

CTVA:

30.20%

Max Drawdown

AGCO:

-83.96%

CTVA:

-34.76%

Current Drawdown

AGCO:

-27.63%

CTVA:

-7.35%

Fundamentals

Market Cap

AGCO:

$7.27B

CTVA:

$41.87B

EPS

AGCO:

$2.26

CTVA:

$0.96

PE Ratio

AGCO:

43.08

CTVA:

63.46

PEG Ratio

AGCO:

0.94

CTVA:

1.19

Total Revenue (TTM)

AGCO:

$8.77B

CTVA:

$12.93B

Gross Profit (TTM)

AGCO:

$2.17B

CTVA:

$5.60B

EBITDA (TTM)

AGCO:

$271.30M

CTVA:

$2.59B

Returns By Period

In the year-to-date period, AGCO achieves a 4.15% return, which is significantly lower than CTVA's 6.95% return.


AGCO

YTD

4.15%

1M

1.05%

6M

-4.65%

1Y

-14.83%

5Y*

9.13%

10Y*

10.85%

CTVA

YTD

6.95%

1M

3.34%

6M

10.32%

1Y

35.48%

5Y*

18.16%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AGCO vs. CTVA — Risk-Adjusted Performance Rank

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

AGCO
The Risk-Adjusted Performance Rank of AGCO is 2424
Overall Rank
The Sharpe Ratio Rank of AGCO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 2121
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 3131
Martin Ratio Rank

CTVA
The Risk-Adjusted Performance Rank of CTVA is 8383
Overall Rank
The Sharpe Ratio Rank of CTVA is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CTVA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CTVA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CTVA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CTVA is 8585
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.

AGCO vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Corteva, Inc. (CTVA). 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 -0.50, compared to the broader market-2.000.002.00-0.501.11
The chart of Sortino ratio for AGCO, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.00-0.542.04
The chart of Omega ratio for AGCO, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.26
The chart of Calmar ratio for AGCO, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.381.01
The chart of Martin ratio for AGCO, currently valued at -0.80, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.806.06
AGCO
CTVA

The current AGCO Sharpe Ratio is -0.50, which is lower than the CTVA Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AGCO and CTVA, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.50
1.11
AGCO
CTVA

Dividends

AGCO vs. CTVA - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.76%, more than CTVA's 1.08% yield.


TTM20242023202220212020201920182017201620152014
AGCO
AGCO Corporation
3.76%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%
CTVA
Corteva, Inc.
1.08%1.16%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGCO vs. CTVA - Drawdown Comparison

The maximum AGCO drawdown since its inception was -83.96%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for AGCO and CTVA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.63%
-7.35%
AGCO
CTVA

Volatility

AGCO vs. CTVA - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 9.77% compared to Corteva, Inc. (CTVA) at 7.65%. This indicates that AGCO's price experiences larger fluctuations and is considered to be riskier than CTVA 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%AugustSeptemberOctoberNovemberDecember2025
9.77%
7.65%
AGCO
CTVA

Financials

AGCO vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between AGCO Corporation and Corteva, Inc.. 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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