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AGCO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGCO and VOO is 0.56, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGCO Corporation (AGCO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
215.08%
602.93%
AGCO
VOO

Key characteristics

Sharpe Ratio

AGCO:

-0.70

VOO:

2.25

Sortino Ratio

AGCO:

-0.85

VOO:

2.98

Omega Ratio

AGCO:

0.90

VOO:

1.42

Calmar Ratio

AGCO:

-0.52

VOO:

3.31

Martin Ratio

AGCO:

-1.15

VOO:

14.77

Ulcer Index

AGCO:

16.92%

VOO:

1.90%

Daily Std Dev

AGCO:

27.98%

VOO:

12.46%

Max Drawdown

AGCO:

-83.96%

VOO:

-33.99%

Current Drawdown

AGCO:

-30.50%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AGCO achieves a -20.31% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, AGCO has underperformed VOO with an annualized return of 9.67%, while VOO has yielded a comparatively higher 13.08% annualized return.


AGCO

YTD

-20.31%

1M

1.65%

6M

-6.82%

1Y

-20.75%

5Y*

7.40%

10Y*

9.67%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

AGCO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGCO Corporation (AGCO) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.00-0.702.25
The chart of Sortino ratio for AGCO, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.852.98
The chart of Omega ratio for AGCO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.42
The chart of Calmar ratio for AGCO, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.523.31
The chart of Martin ratio for AGCO, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1514.77
AGCO
VOO

The current AGCO Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AGCO and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.70
2.25
AGCO
VOO

Dividends

AGCO vs. VOO - Dividend Comparison

AGCO's dividend yield for the trailing twelve months is around 3.91%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AGCO vs. VOO - Drawdown Comparison

The maximum AGCO drawdown since its inception was -83.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGCO and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.50%
-2.47%
AGCO
VOO

Volatility

AGCO vs. VOO - Volatility Comparison

AGCO Corporation (AGCO) has a higher volatility of 10.62% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that AGCO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.62%
3.75%
AGCO
VOO
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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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