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

Correlation

The correlation between AGCO and TEX is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AGCO vs. TEX - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,222.68%
407.40%
AGCO
TEX

Key characteristics

Sharpe Ratio

AGCO:

-0.69

TEX:

-0.89

Sortino Ratio

AGCO:

-0.85

TEX:

-1.31

Omega Ratio

AGCO:

0.90

TEX:

0.85

Calmar Ratio

AGCO:

-0.60

TEX:

-0.66

Martin Ratio

AGCO:

-1.51

TEX:

-1.57

Ulcer Index

AGCO:

17.34%

TEX:

25.64%

Daily Std Dev

AGCO:

38.00%

TEX:

45.30%

Max Drawdown

AGCO:

-83.96%

TEX:

-91.96%

Current Drawdown

AGCO:

-37.52%

TEX:

-56.88%

Fundamentals

Market Cap

AGCO:

$6.39B

TEX:

$2.41B

EPS

AGCO:

-$5.69

TEX:

$4.96

PEG Ratio

AGCO:

0.87

TEX:

1.64

PS Ratio

AGCO:

0.55

TEX:

0.47

PB Ratio

AGCO:

1.67

TEX:

1.30

Total Revenue (TTM)

AGCO:

$8.73B

TEX:

$3.83B

Gross Profit (TTM)

AGCO:

$2.10B

TEX:

$771.20M

EBITDA (TTM)

AGCO:

-$242.40M

TEX:

$415.00M

Returns By Period

In the year-to-date period, AGCO achieves a -10.08% return, which is significantly higher than TEX's -21.89% return. Over the past 10 years, AGCO has outperformed TEX with an annualized return of 7.33%, while TEX has yielded a comparatively lower 3.90% annualized return.


AGCO

YTD

-10.08%

1M

-10.40%

6M

-16.03%

1Y

-25.60%

5Y*

14.06%

10Y*

7.33%

TEX

YTD

-21.89%

1M

-6.57%

6M

-32.66%

1Y

-38.86%

5Y*

20.69%

10Y*

3.90%

*Annualized

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Risk-Adjusted Performance

AGCO vs. TEX — 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 1414
Overall Rank
The Sharpe Ratio Rank of AGCO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AGCO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AGCO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AGCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AGCO is 88
Martin Ratio Rank

TEX
The Risk-Adjusted Performance Rank of TEX is 99
Overall Rank
The Sharpe Ratio Rank of TEX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TEX is 88
Sortino Ratio Rank
The Omega Ratio Rank of TEX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TEX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TEX is 66
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. TEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Terex Corporation (TEX). 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 chart of Sharpe ratio for AGCO, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
AGCO: -0.69
TEX: -0.89
The chart of Sortino ratio for AGCO, currently valued at -0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
AGCO: -0.85
TEX: -1.31
The chart of Omega ratio for AGCO, currently valued at 0.90, compared to the broader market0.501.001.502.00
AGCO: 0.90
TEX: 0.85
The chart of Calmar ratio for AGCO, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
AGCO: -0.60
TEX: -0.66
The chart of Martin ratio for AGCO, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.00
AGCO: -1.51
TEX: -1.57

The current AGCO Sharpe Ratio is -0.69, which is comparable to the TEX Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of AGCO and TEX, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.69
-0.89
AGCO
TEX

Dividends

AGCO vs. TEX - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 4.37%, more than TEX's 1.89% yield.


TTM20242023202220212020201920182017201620152014
AGCO
AGCO Corporation
4.37%3.92%5.03%3.91%4.10%0.62%0.82%1.08%0.78%0.90%1.06%0.97%
TEX
Terex Corporation
1.89%1.47%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%

Drawdowns

AGCO vs. TEX - Drawdown Comparison

The maximum AGCO drawdown since its inception was -83.96%, smaller than the maximum TEX drawdown of -91.96%. Use the drawdown chart below to compare losses from any high point for AGCO and TEX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-37.52%
-56.88%
AGCO
TEX

Volatility

AGCO vs. TEX - Volatility Comparison

The current volatility for AGCO Corporation (AGCO) is 20.87%, while Terex Corporation (TEX) has a volatility of 22.57%. This indicates that AGCO experiences smaller price fluctuations and is considered to be less risky than TEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.87%
22.57%
AGCO
TEX

Financials

AGCO vs. TEX - Financials Comparison

This section allows you to compare key financial metrics between AGCO Corporation and Terex Corporation. 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