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

Correlation

The correlation between AJG and DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AJG vs. DE - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.41%
24.00%
AJG
DE

Key characteristics

Sharpe Ratio

AJG:

1.18

DE:

1.10

Sortino Ratio

AJG:

1.57

DE:

1.69

Omega Ratio

AJG:

1.22

DE:

1.21

Calmar Ratio

AJG:

1.73

DE:

1.22

Martin Ratio

AJG:

5.07

DE:

3.92

Ulcer Index

AJG:

4.37%

DE:

6.70%

Daily Std Dev

AJG:

18.79%

DE:

24.02%

Max Drawdown

AJG:

-57.96%

DE:

-73.27%

Current Drawdown

AJG:

-7.21%

DE:

-3.56%

Fundamentals

Market Cap

AJG:

$67.43B

DE:

$124.83B

EPS

AJG:

$5.19

DE:

$25.18

PE Ratio

AJG:

58.49

DE:

17.80

PEG Ratio

AJG:

1.09

DE:

2.26

Total Revenue (TTM)

AJG:

$11.20B

DE:

$40.27B

Gross Profit (TTM)

AJG:

$8.86B

DE:

$16.06B

EBITDA (TTM)

AJG:

$2.96B

DE:

$10.62B

Returns By Period

In the year-to-date period, AJG achieves a 30.93% return, which is significantly higher than DE's 13.65% return. Over the past 10 years, AJG has outperformed DE with an annualized return of 22.47%, while DE has yielded a comparatively lower 20.18% annualized return.


AJG

YTD

30.93%

1M

-0.79%

6M

14.83%

1Y

22.20%

5Y (annualized)

26.96%

10Y (annualized)

22.47%

DE

YTD

13.65%

1M

14.05%

6M

22.93%

1Y

25.42%

5Y (annualized)

23.28%

10Y (annualized)

20.18%

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Risk-Adjusted Performance

AJG vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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 AJG, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.181.10
The chart of Sortino ratio for AJG, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.571.69
The chart of Omega ratio for AJG, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.21
The chart of Calmar ratio for AJG, currently valued at 1.73, compared to the broader market0.002.004.006.001.731.22
The chart of Martin ratio for AJG, currently valued at 5.07, compared to the broader market-10.000.0010.0020.0030.005.073.92
AJG
DE

The current AJG Sharpe Ratio is 1.18, which is comparable to the DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AJG 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.18
1.10
AJG
DE

Dividends

AJG vs. DE - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 0.82%, less than DE's 1.31% yield.


TTM20232022202120202019201820172016201520142013
AJG
Arthur J. Gallagher & Co.
0.82%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%
DE
Deere & Company
1.31%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

AJG vs. DE - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.96%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for AJG and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.21%
-3.56%
AJG
DE

Volatility

AJG vs. DE - Volatility Comparison

The current volatility for Arthur J. Gallagher & Co. (AJG) is 5.65%, while Deere & Company (DE) has a volatility of 11.11%. This indicates that AJG experiences smaller price fluctuations and is considered to be less risky than DE 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%JulyAugustSeptemberOctoberNovemberDecember
5.65%
11.11%
AJG
DE

Financials

AJG vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. 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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