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

Correlation

The correlation between AGCO and DE is 0.55, 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.


-0.50.00.51.00.6

Performance

AGCO vs. DE - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,483.52%
11,039.19%
AGCO
DE

Key characteristics

Sharpe Ratio

AGCO:

-0.70

DE:

0.57

Sortino Ratio

AGCO:

-0.85

DE:

0.95

Omega Ratio

AGCO:

0.90

DE:

1.12

Calmar Ratio

AGCO:

-0.52

DE:

0.62

Martin Ratio

AGCO:

-1.15

DE:

1.96

Ulcer Index

AGCO:

16.92%

DE:

6.81%

Daily Std Dev

AGCO:

27.98%

DE:

23.56%

Max Drawdown

AGCO:

-83.96%

DE:

-73.27%

Current Drawdown

AGCO:

-30.50%

DE:

-7.19%

Fundamentals

Market Cap

AGCO:

$7.23B

DE:

$120.47B

EPS

AGCO:

$2.26

DE:

$25.64

PE Ratio

AGCO:

42.86

DE:

17.30

PEG Ratio

AGCO:

0.64

DE:

2.24

Total Revenue (TTM)

AGCO:

$12.58B

DE:

$51.10B

Gross Profit (TTM)

AGCO:

$3.16B

DE:

$20.07B

EBITDA (TTM)

AGCO:

$744.70M

DE:

$13.53B

Returns By Period

In the year-to-date period, AGCO achieves a -20.31% return, which is significantly lower than DE's 9.37% return. Over the past 10 years, AGCO has underperformed DE with an annualized return of 9.67%, while DE has yielded a comparatively higher 19.11% annualized return.


AGCO

YTD

-20.31%

1M

1.65%

6M

-6.82%

1Y

-20.75%

5Y*

7.40%

10Y*

9.67%

DE

YTD

9.37%

1M

6.80%

6M

16.18%

1Y

11.59%

5Y*

21.59%

10Y*

19.11%

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

AGCO vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Deere & Company (DE). 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 -0.70, compared to the broader market-4.00-2.000.002.00-0.700.57
The chart of Sortino ratio for AGCO, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.850.95
The chart of Omega ratio for AGCO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.12
The chart of Calmar ratio for AGCO, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.62
The chart of Martin ratio for AGCO, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.151.96
AGCO
DE

The current AGCO Sharpe Ratio is -0.70, which is lower than the DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of AGCO and DE, 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
-0.70
0.57
AGCO
DE

Dividends

AGCO vs. DE - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.91%, more than DE's 1.36% yield.


TTM20232022202120202019201820172016201520142013
AGCO
AGCO Corporation
3.91%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%0.68%
DE
Deere & Company
1.36%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

AGCO vs. DE - Drawdown Comparison

The maximum AGCO drawdown since its inception was -83.96%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for AGCO and DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.50%
-7.19%
AGCO
DE

Volatility

AGCO vs. DE - Volatility Comparison

AGCO Corporation (AGCO) and Deere & Company (DE) have volatilities of 10.62% and 10.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
10.62%
10.69%
AGCO
DE

Financials

AGCO vs. DE - Financials Comparison

This section allows you to compare key financial metrics between AGCO Corporation and Deere & Company. 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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