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

Correlation

The correlation between AGCO and DE is 0.43, 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.


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.

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Key characteristics

Sharpe Ratio

AGCO:

-0.13

DE:

1.38

Sortino Ratio

AGCO:

0.04

DE:

2.17

Omega Ratio

AGCO:

1.00

DE:

1.25

Calmar Ratio

AGCO:

-0.15

DE:

1.81

Martin Ratio

AGCO:

-0.56

DE:

7.09

Ulcer Index

AGCO:

11.80%

DE:

5.52%

Daily Std Dev

AGCO:

39.66%

DE:

28.86%

Max Drawdown

AGCO:

-83.96%

DE:

-73.27%

Current Drawdown

AGCO:

-26.74%

DE:

-4.75%

Fundamentals

Market Cap

AGCO:

$7.57B

DE:

$137.41B

EPS

AGCO:

-$7.80

DE:

$20.81

PEG Ratio

AGCO:

1.03

DE:

1.91

PS Ratio

AGCO:

0.70

DE:

3.03

PB Ratio

AGCO:

1.99

DE:

5.65

Total Revenue (TTM)

AGCO:

$10.78B

DE:

$31.94B

Gross Profit (TTM)

AGCO:

$2.62B

DE:

$12.23B

EBITDA (TTM)

AGCO:

-$259.10M

DE:

$8.93B

Returns By Period

In the year-to-date period, AGCO achieves a 5.43% return, which is significantly lower than DE's 19.90% return. Over the past 10 years, AGCO has underperformed DE with an annualized return of 9.20%, while DE has yielded a comparatively higher 20.63% annualized return.


AGCO

YTD

5.43%

1M

5.20%

6M

-2.62%

1Y

-7.57%

3Y*

-5.62%

5Y*

16.05%

10Y*

9.20%

DE

YTD

19.90%

1M

5.47%

6M

9.46%

1Y

37.10%

3Y*

13.83%

5Y*

28.89%

10Y*

20.63%

*Annualized

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AGCO Corporation

Deere & Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AGCO vs. DE — 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 3939
Overall Rank
The Sharpe Ratio Rank of AGCO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 4141
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 3939
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 8888
Overall Rank
The Sharpe Ratio Rank of DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of DE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DE is 9090
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. 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.


The current AGCO Sharpe Ratio is -0.13, which is lower than the DE Sharpe Ratio of 1.38. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGCO vs. DE - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 1.18%, less than DE's 1.22% yield.


TTM20242023202220212020201920182017201620152014
AGCO
AGCO Corporation
1.18%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%
DE
Deere & Company
1.22%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGCO vs. DE - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 14.12% compared to Deere & Company (DE) at 7.61%. 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.


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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


0.005.00B10.00B15.00B20212022202320242025
2.05B
8.26B
(AGCO) Total Revenue
(DE) Total Revenue
Values in USD except per share items