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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.


-0.50.00.51.0
Correlation: 0.5

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
1,266.84%
6,846.77%
ALB
DE

Key characteristics

Sharpe Ratio

ALB:

-0.81

DE:

0.62

Sortino Ratio

ALB:

-1.13

DE:

1.15

Omega Ratio

ALB:

0.87

DE:

1.13

Calmar Ratio

ALB:

-0.56

DE:

0.83

Martin Ratio

ALB:

-1.42

DE:

2.39

Ulcer Index

ALB:

33.24%

DE:

7.52%

Daily Std Dev

ALB:

58.71%

DE:

28.81%

Max Drawdown

ALB:

-83.90%

DE:

-73.27%

Current Drawdown

ALB:

-81.55%

DE:

-8.47%

Fundamentals

Market Cap

ALB:

$6.55B

DE:

$123.88B

EPS

ALB:

-$11.38

DE:

$22.69

PEG Ratio

ALB:

0.99

DE:

1.74

PS Ratio

ALB:

1.22

DE:

2.59

PB Ratio

ALB:

0.83

DE:

5.51

Total Revenue (TTM)

ALB:

$4.02B

DE:

$46.93B

Gross Profit (TTM)

ALB:

$23.60M

DE:

$18.07B

EBITDA (TTM)

ALB:

-$1.00B

DE:

$13.41B

Returns By Period

In the year-to-date period, ALB achieves a -32.04% return, which is significantly lower than DE's 10.01% return. Over the past 10 years, ALB has underperformed DE with an annualized return of 1.35%, while DE has yielded a comparatively higher 20.15% annualized return.


ALB

YTD

-32.04%

1M

-25.11%

6M

-38.28%

1Y

-48.63%

5Y*

-0.01%

10Y*

1.35%

DE

YTD

10.01%

1M

-2.67%

6M

13.83%

1Y

19.46%

5Y*

29.17%

10Y*

20.15%

*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 1313
Overall Rank
The Sharpe Ratio Rank of ALB is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ALB is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ALB is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ALB is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ALB is 1212
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7474
Overall Rank
The Sharpe Ratio Rank of DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7676
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 chart of Sharpe ratio for ALB, currently valued at -0.81, compared to the broader market-2.00-1.000.001.002.003.00
ALB: -0.81
DE: 0.62
The chart of Sortino ratio for ALB, currently valued at -1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
ALB: -1.13
DE: 1.15
The chart of Omega ratio for ALB, currently valued at 0.87, compared to the broader market0.501.001.502.00
ALB: 0.87
DE: 1.13
The chart of Calmar ratio for ALB, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
ALB: -0.56
DE: 0.83
The chart of Martin ratio for ALB, currently valued at -1.42, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALB: -1.42
DE: 2.39

The current ALB Sharpe Ratio is -0.81, which is lower than the DE Sharpe Ratio of 0.62. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.81
0.62
ALB
DE

Dividends

ALB vs. DE - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 2.78%, more than DE's 1.33% yield.


TTM20242023202220212020201920182017201620152014
ALB
Albemarle Corporation
2.78%1.87%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%
DE
Deere & Company
1.33%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.55%
-8.47%
ALB
DE

Volatility

ALB vs. DE - Volatility Comparison

Albemarle Corporation (ALB) has a higher volatility of 30.65% compared to Deere & Company (DE) at 14.26%. 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%NovemberDecember2025FebruaryMarchApril
30.65%
14.26%
ALB
DE

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


Values in USD except per share items