ALB vs. DE
Compare and contrast key facts about Albemarle Corporation (ALB) and Deere & Company (DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALB or DE.
Key characteristics
ALB | DE | |
---|---|---|
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 | -0.77 | 0.23 |
Daily Std Dev | 52.55% | 24.38% |
Max Drawdown | -66.31% | -73.27% |
Current Drawdown | -59.88% | -7.67% |
Fundamentals
ALB | DE | |
---|---|---|
Market Cap | $14.20B | $111.03B |
EPS | $13.36 | $34.30 |
PE Ratio | 9.05 | 11.63 |
PEG Ratio | 1.18 | 2.29 |
Revenue (TTM) | $9.62B | $60.76B |
Gross Profit (TTM) | $3.08B | $21.12B |
EBITDA (TTM) | $897.07M | $16.32B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Albemarle Corporation | -0.77 | ||||
Deere & Company | 0.23 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.