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

Correlation

The correlation between ALB and DE is 0.53, 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

ALB vs. DE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ALB:

-0.93

DE:

0.78

Sortino Ratio

ALB:

-1.37

DE:

1.43

Omega Ratio

ALB:

0.84

DE:

1.17

Calmar Ratio

ALB:

-0.62

DE:

1.10

Martin Ratio

ALB:

-1.46

DE:

3.11

Ulcer Index

ALB:

35.74%

DE:

7.65%

Daily Std Dev

ALB:

58.21%

DE:

29.01%

Max Drawdown

ALB:

-83.90%

DE:

-73.27%

Current Drawdown

ALB:

-80.63%

DE:

-1.97%

Fundamentals

Market Cap

ALB:

$7.28B

DE:

$135.32B

EPS

ALB:

-$11.12

DE:

$22.60

PEG Ratio

ALB:

0.99

DE:

1.91

PS Ratio

ALB:

1.43

DE:

2.83

PB Ratio

ALB:

0.93

DE:

6.02

Total Revenue (TTM)

ALB:

$5.09B

DE:

$31.94B

Gross Profit (TTM)

ALB:

$179.90M

DE:

$12.23B

EBITDA (TTM)

ALB:

-$811.95M

DE:

$8.93B

Returns By Period

In the year-to-date period, ALB achieves a -28.64% return, which is significantly lower than DE's 17.83% return. Over the past 10 years, ALB has underperformed DE with an annualized return of 0.88%, while DE has yielded a comparatively higher 20.95% annualized return.


ALB

YTD

-28.64%

1M

6.43%

6M

-43.00%

1Y

-54.10%

5Y*

1.03%

10Y*

0.88%

DE

YTD

17.83%

1M

6.38%

6M

28.68%

1Y

22.31%

5Y*

33.52%

10Y*

20.95%

*Annualized

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Risk-Adjusted Performance

ALB vs. DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALB
The Risk-Adjusted Performance Rank of ALB is 88
Overall Rank
The Sharpe Ratio Rank of ALB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 77
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 99
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 77
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7878
Overall Rank
The Sharpe Ratio Rank of DE is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7979
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.

ALB vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) 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 ALB Sharpe Ratio is -0.93, which is lower than the DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ALB 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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Dividends

ALB vs. DE - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 2.64%, more than DE's 1.24% yield.


TTM20242023202220212020201920182017201620152014
ALB
Albemarle Corporation
2.64%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%
DE
Deere & Company
1.24%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

ALB vs. DE - Drawdown Comparison

The maximum ALB drawdown since its inception was -83.90%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for ALB and DE. For additional features, visit the drawdowns tool.


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Volatility

ALB vs. DE - Volatility Comparison

Albemarle Corporation (ALB) has a higher volatility of 12.79% compared to Deere & Company (DE) at 7.36%. This indicates that ALB'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

ALB vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Albemarle 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
1.08B
8.26B
(ALB) Total Revenue
(DE) Total Revenue
Values in USD except per share items

ALB vs. DE - Profitability Comparison

The chart below illustrates the profitability comparison between Albemarle Corporation and Deere & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%20212022202320242025
14.5%
39.0%
(ALB) Gross Margin
(DE) Gross Margin
ALB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported a gross profit of 156.30M and revenue of 1.08B. Therefore, the gross margin over that period was 14.5%.

DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Deere & Company reported a gross profit of 3.23B and revenue of 8.26B. Therefore, the gross margin over that period was 39.0%.

ALB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported an operating income of 19.76M and revenue of 1.08B, resulting in an operating margin of 1.8%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Deere & Company reported an operating income of 1.48B and revenue of 8.26B, resulting in an operating margin of 17.9%.

ALB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Albemarle Corporation reported a net income of 41.35M and revenue of 1.08B, resulting in a net margin of 3.8%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Deere & Company reported a net income of 869.00M and revenue of 8.26B, resulting in a net margin of 10.5%.