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

Key characteristics


ALBDE
YTD Return-10.57%2.32%
1Y Return-40.37%4.88%
3Y Return (Ann)-4.28%4.47%
5Y Return (Ann)10.79%22.37%
10Y Return (Ann)8.59%18.75%
Sharpe Ratio-0.770.23
Daily Std Dev52.55%24.38%
Max Drawdown-66.31%-73.27%
Current Drawdown-59.88%-7.67%

Fundamentals


ALBDE
Market Cap$14.20B$111.03B
EPS$13.36$34.30
PE Ratio9.0511.63
PEG Ratio1.182.29
Revenue (TTM)$9.62B$60.76B
Gross Profit (TTM)$3.08B$21.12B
EBITDA (TTM)$897.07M$16.32B

Correlation

0.39
-1.001.00

The correlation between ALB and DE is 0.39, 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.

Performance

ALB vs. DE - Performance Comparison

In the year-to-date period, ALB achieves a -10.57% return, which is significantly lower than DE's 2.32% return. Over the past 10 years, ALB has underperformed DE with an annualized return of 8.59%, while DE has yielded a comparatively higher 18.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
2,872.88%
5,378.58%
ALB
DE

Compare stocks, funds, or ETFs


Albemarle Corporation

Deere & Company

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ALB
Albemarle Corporation
-0.77
DE
Deere & Company
0.23

ALB vs. DE - Sharpe Ratio Comparison

The current ALB Sharpe Ratio is -0.77, which is lower than the DE Sharpe Ratio of 0.23. The chart below compares the 12-month rolling Sharpe Ratio of ALB and DE.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
-0.77
0.23
ALB
DE

Dividends

ALB vs. DE - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 1.24%, less than DE's 1.66% yield.


TTM20232022202120202019201820172016201520142013
ALB
Albemarle Corporation
1.24%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%1.51%
DE
Deere & Company
1.66%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

ALB vs. DE - Drawdown Comparison

The maximum ALB drawdown since its inception was -66.31%, smaller than the maximum DE drawdown of -73.27%. The drawdown chart below compares losses from any high point along the way for ALB and DE


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-59.88%
-7.67%
ALB
DE

Volatility

ALB vs. DE - Volatility Comparison

Albemarle Corporation (ALB) has a higher volatility of 27.68% compared to Deere & Company (DE) at 4.38%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
27.68%
4.38%
ALB
DE