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

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-14.70%
5.69%
AGCO
DE

Returns By Period

In the year-to-date period, AGCO achieves a -21.61% return, which is significantly lower than DE's 2.41% return. Over the past 10 years, AGCO has underperformed DE with an annualized return of 9.81%, while DE has yielded a comparatively higher 18.83% annualized return.


AGCO

YTD

-21.61%

1M

-6.44%

6M

-14.70%

1Y

-17.54%

5Y (annualized)

6.51%

10Y (annualized)

9.81%

DE

YTD

2.41%

1M

-0.49%

6M

5.69%

1Y

7.41%

5Y (annualized)

19.94%

10Y (annualized)

18.83%

Fundamentals


AGCODE
Market Cap$6.87B$110.80B
EPS$2.26$29.32
PE Ratio40.7013.81
PEG Ratio0.612.92
Total Revenue (TTM)$12.58B$40.27B
Gross Profit (TTM)$3.16B$16.06B
EBITDA (TTM)$675.00M$9.53B

Key characteristics


AGCODE
Sharpe Ratio-0.660.36
Sortino Ratio-0.780.64
Omega Ratio0.911.08
Calmar Ratio-0.480.37
Martin Ratio-1.131.19
Ulcer Index15.97%6.79%
Daily Std Dev27.38%22.63%
Max Drawdown-83.96%-73.27%
Current Drawdown-31.63%-7.59%

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Correlation

-0.50.00.51.00.6

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.

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 -0.66, compared to the broader market-4.00-2.000.002.004.00-0.660.36
The chart of Sortino ratio for AGCO, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.780.64
The chart of Omega ratio for AGCO, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.08
The chart of Calmar ratio for AGCO, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.37
The chart of Martin ratio for AGCO, currently valued at -1.13, compared to the broader market-10.000.0010.0020.0030.00-1.131.19
AGCO
DE

The current AGCO Sharpe Ratio is -0.66, which is lower than the DE Sharpe Ratio of 0.36. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.66
0.36
AGCO
DE

Dividends

AGCO vs. DE - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.98%, more than DE's 1.45% yield.


TTM20232022202120202019201820172016201520142013
AGCO
AGCO Corporation
3.98%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
1.45%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%JuneJulyAugustSeptemberOctoberNovember
-31.63%
-7.59%
AGCO
DE

Volatility

AGCO vs. DE - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 11.49% compared to Deere & Company (DE) at 6.96%. This indicates that AGCO's price experiences larger fluctuations and is considered to be riskier than DE 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
11.49%
6.96%
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